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Dark Pools Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 01/2014
Edizione: 2nd ed. 2014





Trama

This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.




Sommario

PART I: MARKET STRUCTURE 1. Introduction to Dark Pools 2. Market Liquidity and Structure 3. Dark Pool Structure PART II: MICRO ISSUES 4. Topics in Pricing and Execution 5. Trading in Dark Pools 6. Aspects of Technology and Architecture PART III: ENVIRONMENT OF THE FUTURE 7. Regulation, Control, and Transparency 8. The Future of Dark Pools




Autore

Erik Banks is an experienced practitioner and regular contributor to the literature in the field of financial risk management, traded markets and regulation. He has spent over 25 years in international banking, working at major financial institutions in New York, London, Tokyo, Hong Kong and Munich. During his career, Erik has been responsible for managing various aspects of financial risk and capital commitments at Merrill Lynch, UniCredit, XL Capital, and Citibank. He has also been a partner in a multi-strategy international equity hedge fund and has consulted for several other alternative asset hedge funds. Erik is the author of over 20 books on risk, derivatives, markets and governance.










Altre Informazioni

ISBN:

9781349496822

Condizione: Nuovo
Collana: Global Financial Markets
Dimensioni: 235 x 155 mm
Formato: Brossura
Illustration Notes:XI, 261 p.
Pagine Arabe: 261
Pagine Romane: xi


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