Dark Pools
The Structure and Future of Off-Exchange Trading and Liquidity
1st Edition
Published on 9. April 2010
X, 227 pages
978-0-230-27521-8 (ISBN)
Description
Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. It discusses the development of the equity trading marketplace over the past two decades and how dark pools may evolve in a post-financial crisis world.
Reviews / Votes
'This is an excellent book. It is bang up to date, in what is a very fast changing area. It is clearly written, and provides a very comprehensive description of these markets and how they work. While it fully covers dark pools, its coverage is much wider than that - covering trading in equity markets more generally' - Professor Charles Sutcliffe, The ICMA Centre, University of Reading, UK
More details
Other editions
New editions
E. Banks
Dark Pools
Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading
E-Book
08/2014
2nd Edition
Palgrave Macmillan
€50.28
Available for download
Additional editions
Book
04/2010
Palgrave Macmillan
€106.99
Shipment within 15-20 days
Person
ERIK BANKS is responsible for risk management within the Corporate and Investment Bank at the European universal bank UniCredit. Over the past 23 years he has held senior risk positions at Citibank, Merrill Lynch and in the hedge fund sector, in New York, Tokyo, Hong Kong, London and Munich. He is the author of more than 20 books on risk, derivatives, emerging markets and governance.
Content
PART I: THE NATURE OF CATASTROPHE Taxonomy of Risk Catastrophes Financial Catastrophe PART II: THE RISK FRAMEWORK The Risk Management Process Models, Metrics and Limitations PART III: PRACTICAL MANAGEMENT Past Catastrophes Lessons Learned and Prescriptive Measures The Future of Risk Management Notes Bibliography Index
