Strategic Trading in Illiquid Markets

• Κύριος συγγραφέας: Mönch, Burkart (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Σειρά: Lecture Notes in Economics and Mathematical Systems, 553
• Θέματα: Finance.; Economics, Mathematical.; Macroeconomics.; Finance, general.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Πίνακας περιεχομένων:

• Modeling Feedback Effects with Stochastic Liquidity
• Optimal Liquidation Strategies
• The Navigation of an Iceberg: The Optimal Use of Hidden Orders.