Handbook of Price Impact Modeling

€130.90


Available for sending in 4/5 days

Product Information

ISBN9781032328225
PublisherTaylor & Francis Ltd
Price (excl. tax)€123.49
Tax€7.41
Price (incl. tax)€130.90
Availability2 units in external warehouse

Product 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.