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Hedging Market Risk in Optimal Liquidation
Language
English
English
Book
Paperback
Financial institutions commonly face the risk that large trades will exe-cute at unfavorable prices...
Full description
Libristo code: 17391909
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35 b
35 b
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Financial institutions commonly face the risk that large trades will exe-cute at unfavorable prices due to price impact e˙ects from insuÿcient market liquidity. A typical method to manage these price impact e˙ects is to split a given order i
About the book
Full name
Hedging Market Risk in Optimal Liquidation
Language
English
English
Binding
Book - Paperback
Date of issue
2015
Number of pages
26
EAN
9781506127637
ISBN
1506127630
Libristo code
17391909
Publishers
Createspace Independent Publishing Platform
Weight
86
Dimensions
216 x 280
