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Handbook of Price Impact Modeling

Handbook of Price Impact Modeling

Kevin T Webster

153,52 €
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Editorial:
Taylor & Francis Ltd
Año de edición:
2023
Materia
Matemáticas
ISBN:
9781032328225

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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.

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