An Introduction to High-Frequency Finance Book + PRICE WATCH * Amazon pricing is not included in price watch

An Introduction to High-Frequency Finance Book

Provides a framework for the analysis modelling and inference of high-frequency financial time series. Emphasizing foreign exchange markets currency interest rate and bond futures markets it investigates price formation processes and reviews systematic trading models for financial assets.Read More

from£78.25 | RRP: £69.99
* Excludes Voucher Code Discount Also available Used from £18.41
  • Blackwell

    Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates...

  • Pickabook

    Ramazan Gencay, Michel Dacorogna, Ulrich Muller

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