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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.

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    eBook icon EPUB eBook Handbook of Price Impact Modeling

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    • Title: Handbook of Price Impact Modeling by Kevin T Webster
    • Publisher: Taylor & Francis
    • Print ISBN: 9781032328225, 1032328223
    • eText ISBN: 9781000877663
    • Edition: 2023 1st edition
    • Format: EPUB eBook
    $55.00
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