Research Catalog

Strategic trading in illiquid markets

Title
Strategic trading in illiquid markets / Burkart Mönch.
Author
Mönch, Burkart.
Publication
Berlin ; New York : Springer, [2005], ©2005.

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Details

Description
xii, 116 pages : illustrations; 24 cm.
Series Statement
Lecture notes in economics and mathematical systems, 0075-8442 ; 553
Uniform Title
Lecture notes in economics and mathematical systems ; 553.
Subject
  • Stocks > Mathematical models
  • Liquidity (Economics) > Mathematical models
  • Options (Finance) > Mathematical models
  • Derivative securities > Mathematical models
  • Effectenhandel
  • Liquiditeit
  • Portfolio-theorie
  • Stochastische modellen
Thesis (note)
  • Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004.
Bibliography (note)
  • Includes bibliographical references.
Contents
Modeling feedback effects with stochastic liquidity -- Optimal liquidation strategies -- The navigation of an iceberg : the optimal use of hidden orders.
ISBN
3540250395 (softcover : alk. paper)
LCCN
2005922554
OCLC
  • ocm61254394
  • SCSB-5180838
Owning Institutions
Columbia University Libraries