Trading and Exchanges [ MGEST2163 ]
5.0 crédits ECTS
30.0 h
1q
Teacher(s) |
De Winne Rudy (coordinator) ;
D'Hondt Catherine ;
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Language |
French
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Place of the course |
Mons
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Main themes |
' The typology of market structures
' The quality indicators of a financial market
' The intervention strategies in a market (placing orders, trading algorithm)
' The analysis of transaction costs
' European regulation (MiFID) and its implications for financial markets
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Aims |
On completion of this course, students will be able:
' to analyse the operation of a financial market regardless of the structure;
' to evaluate the issues related to liquidity, efficiency and transparency of financial markets;
' to apply the fundamentals of transaction costs analysis;
' to evaluate intervention strategies on the market, particularly with regard to the liquidity of these and transaction costs;
' to analyse recent trends in financial markets in Europe.
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Evaluation methods |
Oral examination
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Teaching methods |
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Lectures
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Course-related exercises
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Group work
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Bibliography |
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GIRAUD JR., D'HONDT C. (2006), MiFID:Convergence towards a unified European capital markets industry, Risk Books
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HARRIS L. (2003), Trading & Exchanges:Market Microstructure for
Practitioners, Oxford University Press -
KISSEL R., GLANTZ M. (2003), Optimal Trading Strategies, American
Management Association
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Cycle et année d'étude |
> Master [120] in Business engineering
> Master [120] in Management
> Master [120] in Business Engineering
> Master [120] in Management
> Master [60] in Management
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Faculty or entity in charge |
> BLSM
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