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Handbook of Price Impact Modeling
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Handbook of Price Impact Modeling

Book Details

Format Hardback or Cased Book
ISBN-10 1032328223
ISBN-13 9781032328225
Publisher Taylor & Francis Ltd
Imprint Chapman & Hall/CRC
Country of Manufacture GB
Country of Publication GB
Publication Date May 5th, 2023
Print length 416 Pages
Weight 760 grams
Dimensions 23.90 x 16.30 x 3.10 cms
Ksh 18,700.00
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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.

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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