Handbook of Price Impact Modeling - Chapman and Hall / CRC Financial Mathematics Series - Kevin T Webster - Books - Taylor & Francis Ltd - 9781032328225 - May 5, 2023
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Handbook of Price Impact Modeling - Chapman and Hall / CRC Financial Mathematics Series

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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.


434 pages, 118 Halftones, black and white; 118 Illustrations, black and white

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 5, 2023
ISBN13 9781032328225
Publishers Taylor & Francis Ltd
Pages 416
Dimensions 163 × 239 × 31 mm   ·   760 g
Language English  

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