Handbook of Price Impact Modeling

Name: Handbook of Price Impact Modeling
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Webster, Kevin T

0 - Default Title

Description

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.

Product details

Edition:

1

Number of Pages:

434

Release Date:

2023-05-05

Publication Date:

2023-05-05

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

1032328223

ISBN13:

9781032328225

GPSR Manufacturer Reference:

[email protected]

Weight:

813 g

Height:

161 cm

Width:

240 cm

Thickness:

28 cm

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