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.


Defining market impact. Defining liquidity. Measuring liquidity. An elegant derivation of the market impact law. Empirical estimation of market impact.


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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