Join Books.org — it's free
Home > Books > Continuous-Time Methods and Market Microstructure

Finance - General & Miscellaneous, Insurance - General & Miscellaneous, Mathematical Modeling - Business, Stocks - Investments, Finance - Capital - General & Miscellaneous, Econometrics, Corporate Valuation, Securities - General & Miscellaneous, Mathemati
Continuous-Time Methods and Market Microstructure by Andrew W. Lo — book cover

Continuous-Time Methods and Market Microstructure

by Andrew W. Lo (Editor)
Write a review
Log in to track your reading progress.

Reviews

There are no reviews yet. Log in to write one.

Book Details

Published
June 15, 2007
Publisher
Elgar, Edward Publishing, Inc.
Format
Hardcover
ISBN
9781847202659

More by Andrew W. Lo

Dynamic Asset-Pricing Models, Vol. 3
Dynamic Asset-Pricing Models, Vol. 3
Hedge Funds: An Analytic Perspective
Hedge Funds: An Analytic Perspective
Hedge Funds: An Analytic Perspective (New Edition) (Advances in Financial Engineering)
Hedge Funds: An Analytic Perspective (New Edition) (Advances in Financial Engineering)
The International Library of Financial Econometrics
The International Library of Financial Econometrics
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals
The Dynamics of the Hedge Fund Industry
The Dynamics of the Hedge Fund Industry
The Industrial Organization and Regulation of the Securities Industry
The Industrial Organization and Regulation of the Securities Industry
Statistical Models of Asset Returns
Statistical Models of Asset Returns
Static Asset-Pricing Models
Static Asset-Pricing Models
An Econometric Analysis of Nonsynchronous Trading
An Econometric Analysis of Nonsynchronous Trading

Similar books

Dynamic Asset-Pricing Models, Vol. 3
Dynamic Asset-Pricing Models, Vol. 3
Statistical Methods and Non-Standard Finance, Vol. 4
Statistical Methods and Non-Standard Finance, Vol. 4
The International Library of Financial Econometrics
The International Library of Financial Econometrics
Statistical Models of Asset Returns
Statistical Models of Asset Returns
Static Asset-Pricing Models
Static Asset-Pricing Models
Damodaran on Valuation: Security Analysis for Investment and Corporate Finance
Damodaran on Valuation: Security Analysis for Investment and Corporate Finance
Corporate Growth and Common Stock Risk
Corporate Growth and Common Stock Risk
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
Quantitative Financial Economics Stocks, Bonds and Foreign Exchange
Quantitative Financial Economics Stocks, Bonds and Foreign Exchange
Expectations and the Structure of Share Prices
Expectations and the Structure of Share Prices