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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