Understanding market impact: simple but powerful approaches
Novembri, Filippo (A.A. 2017/2018) Understanding market impact: simple but powerful approaches. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 49. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Defining market impact. Defining liquidity. Measuring liquidity. An elegant derivation of the market impact law. Empirical estimation of market impact.
References
Bibliografia: pp. 43-46.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Biagini, Sara |
| Academic Year: | 2017/2018 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Jan 2019 14:02 |
| Last Modified: | 15 Jan 2019 14:02 |
| URI: | https://tesi.luiss.it/id/eprint/21891 |
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