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Handbook of Price Impact Modeling
- Binding:
- Hardback
- Pages:
- 416
- Published:
- May 4, 2023
- Dimensions:
- 163x239x31 mm.
- Weight:
- 760 g.
Delivery:
2-3 weeks
Expected delivery: December 13, 2024
Description of Handbook of Price Impact Modeling
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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