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Strategic Trading in Illiquid Markets
The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
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| Edición: | 1st ed. 2005. |
| Colección: | Lecture Notes in Economics and Mathematical Systems,
553 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Modeling Feedback Effects with Stochastic Liquidity
- Optimal Liquidation Strategies
- The Navigation of an Iceberg: The Optimal Use of Hidden Orders.