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Economics/Finances Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk

Posted on 2010-03-15




Name:Economics/Finances Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
ASIN/ISBN:0814407242
Language:English
File size:4 Mb
Publisher: AMACOM
Pages: 350
Publish Date: 2003-07-09
ISBN: 0814407242
File Type: PDF
File Size: 4 MB
   Economics/Finances Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk



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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk

Trading professionals, especially those with corporate clients, rack up millions of dollars in transaction costs each day. How trades are planned, structured, and executed has a direct and enormous impact on the value of the investment and on the profitability for the money manager. "Optimal Trading Strategies" is the first book devoted to a thorough mathematical and strategic analysis of these costs and how traders can minimize them, in turn maximizing returns on investments and efficiency of trades.

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