[Amazing] Strategic Trading in Illiquid Markets

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Products Description : Strategic Trading in Illiquid Markets

This volume considers trading strategies in illiquid markets from three perspectives.

The first chapter presents an innovative approach to investigate the interactions between the trading activities of a large investor, the stock price, and liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor.

The flexibility of the framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on a new pragmatic approach to determine optimal liquidation strategies if an investor uses market orders to unwind large security positions in an illiquid market.

The third chapter devotes special attention to iceberg orders. It presents a parsimonious framework that allows to analyze the rationale for the use of this order type by assessing the costs and benefits of this trading instrument.

Product Details : Strategic Trading in Illiquid Markets

This volume considers trading strategies in illiquid markets from three perspectives. The first chapter presents an innovative approach to investigate the ,Financially constrained strategic trading agents face a trade-o between the optimal risk-sharing and the trading speed. If the market is very illiquid or the ,Burkart Mnch, Strategic Trading in Illiquid Markets (Lecture Notes in Economics and Mathematical Systems) 2005 | ISBN: 3540250395 | File type: PDF | 130 pages ,Burkart Mönch - Strategic Trading in Illiquid Markets Publisher: SÑringer | 2005-06-01 | ISBN: 3540250395 | PDF | 130 pages | 4.82 MB This volume considers ,Strategic Trading in Illiquid Markets. Authors: Burkart Mönch,Strategic Trading in Illiquid Markets (Lecture Notes in Economics and Mathematical Systems). ISBN: 3540250395, 9783540250395, 9783540263159,Burkart Mönch, "Strategic Trading in Illiquid Markets (Lecture Notes in Economics and Mathematical Systems)" Publisher: Springer | 2005 | ISBN: 3540250395 ,Strategic Trading in Illiquid Markets | Burkart Mönch | digital library BookOS | BookOS. Download books for free. Find books,This volume considers trading strategies in illiquid markets from three perspectives.,This volume considers trading strategies in illiquid markets from three perspectives. The first chapter presents an innovative approach to investigate the

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