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Preview with VLeBooks

The Handbook of Price Impact Modeling

Webster, Kevin T
Part of the Chapman and Hall/CRC Financial Mathematics Series series
See all formats and editions

  • 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

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    £84.99
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    Product Details
    Chapman & Hall
    1000877655 / 9781000877656
    eBook (Adobe Pdf)
    332.63222
    05/05/2023
    English
    434 pages
    Copy: 30%; print: 30%
    Description based on CIP data; resource not viewed.
    KFFM Investment & securities, PB Mathematics, PBT Probability & statistics, PBWH Mathematical modelling, UYA Mathematical theory of computation
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