Handbook of Price Impact Modeling

€138.90


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Product Information

ISBN9781032328225
PublisherTaylor & Francis Ltd
Price (excl. tax)€131.04
Tax€7.86
Price (incl. tax)€138.90
Availability1 unit 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.