Handbook of price impact modeling
Auteur :
Webster, Kevin T
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032328225
Date de publication :
5 mai 2023
Dimensions :
23,4 x 15,6 cm
Poids :
840 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management. Automated trading is now the dominant form of trading across all frequencies.