ESCP Europe

Item type

Ebook

Language

English

Publication year

2023

ISBN

9781000877656

Note

• 1 ACCESS

Subjects

FINANCIAL MATHEMATICS

"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. Furthermore, trading algorithm rise introduces new questions professionals must answer, for instance: How do stock prices react to a trading strategy? How to scale a portfolio considering its trading costs and liquidity risk? How to measure and improve trading algorithms while avoiding biases?"