Handbook of Price Impact Modeling

By Kevin Thomas Webster

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.

• Format: Hardcover
• Language: English
• ISBN: 1032328223
• ISBN13: 9781032328225
• Release Date: May 2023
• Publisher: CRC Press
• Length: 416 Pages
• Weight: 1.72 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"