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Strategic trading in illiquid markets /

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Bibliographic Details
Main Author: Mönch, Burkart
Corporate Author: SpringerLink (Online service)
Format: Thesis eBook
Language:English
Published: Berlin ; New York : Springer, [2005]
Series:Lecture notes in economics and mathematical systems. 553.
Subjects:
Effectenhandel.
Liquiditeit.
Portfolio-theorie.
Stochastische modellen.
Derivative securities > Mathematical models.
Liquidity (Economics) > Mathematical models.
Options (Finance) > Mathematical models.
Stocks > Prices > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Table of Contents:
  • Modeling feedback effects with stochastic liquidity
  • Optimal liquidation strategies
  • The navigation of an iceberg : the optimal use of hidden orders.