Strategic Trading in Illiquid Markets
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...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2005, 2005
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| Edition: | 1st ed. 2005 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Modeling Feedback Effects with Stochastic Liquidity
- Optimal Liquidation Strategies
- The Navigation of an Iceberg: The Optimal Use of Hidden Orders