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Handbook of Price Impact Modeling (Hardcover) Loot Price: R2,367
Discovery Miles 23 670
Repayment Terms: R222 pm x 12*
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Handbook of Price Impact Modeling (Hardcover): Kevin T Webster

Handbook of Price Impact Modeling (Hardcover)

Kevin T Webster

Series: Chapman and Hall/CRC Financial Mathematics Series

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Loot Price R2,367 Discovery Miles 23 670 | Repayment Terms: R222 pm x 12*

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Builds a market simulator to back test trading algorithms Implements closed-form strategies that optimize trading signals Measures liquidity risk and stress test portfolios for fire sales Analyze algorithms’ performance controlling for common trading biases Estimates price impact models using the public trading tape

General

Imprint: Taylor & Francis
Country of origin: United Kingdom
Series: Chapman and Hall/CRC Financial Mathematics Series
Release date: May 2023
First published: 2023
Authors: Kevin T Webster
Dimensions: 234 x 156mm (L x W)
Format: Hardcover
Pages: 416
ISBN-13: 978-1-03-232822-5
Categories: Books > Computing & IT > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
LSN: 1-03-232822-3
Barcode: 9781032328225

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