Code: 17391909
Hedging Market Risk in Optimal Liquidation
by Office of Fi Department of the Treasury
Financial institutions commonly face the risk that large trades will exe-cute at unfavorable prices due to price impact e˙ects from insuÿcient market liquidity. A typical method to manage these price impact e˙ects i ... more
- Language:
English - Binding: Paperback
- Number of pages: 26
Publisher: Createspace Independent Publishing Platform, 2015
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Book synopsis
Financial institutions commonly face the risk that large trades will exe-cute at unfavorable prices due to price impact e˙ects from insuÿcient market liquidity. A typical method to manage these price impact e˙ects is to split a given order i
Book details
16.18 €
- Full title: Hedging Market Risk in Optimal Liquidation
- Author: Office of Fi Department of the Treasury
- Language: English
- Binding: Paperback
- Number of pages: 26
- EAN: 9781506127637
- ISBN: 1506127630
- ID: 17391909
- Publisher: Createspace Independent Publishing Platform
- Weight: 86 g
- Dimensions: 280 × 216 mm
- Date of publishing: 07. January 2015
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