Optimal trading strategies : quantitative approaches for managing market impact and trading risk

Author(s)

Bibliographic Information

Optimal trading strategies : quantitative approaches for managing market impact and trading risk

Robert Kissell and Morton Glantz ; with special contribution by Roberto Malamut ; foreword by Neil Chriss

AMACOM, c2003

Available at  / 3 libraries

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Note

Includes bibliographical references (p. 371-378) and index

Details

  • NCID
    BA67376094
  • ISBN
    • 0814407242
  • LCCN
    2002155973
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York ; Tokyo
  • Pages/Volumes
    xvii, 382 p.
  • Size
    27 cm
  • Classification
  • Subject Headings
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