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Handbook of Price Impact Modeling

By: Kevin T Webster (Author)

2 in stock

Ksh 18,000.00

Format: Hardback or Cased Book

ISBN-13: 9781032328225

Publisher: Taylor & Francis Ltd

Publication Date: May 5th, 2023

Weight: 760 grams

Dimension: 23.90 x 16.30 x 3.10 cms

Category: Investment & securities

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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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