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Displaying results 1 to 2 of 2.

  1. Arbitrage with financial constraints and market power
    Author: Fardeau, Vincent
    Published: 2022
    Publisher:  Higher School of Economics Publ. House, Moscow

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; WP9/2022, 01
    Subjects: limits of arbitrage; liquidity; strategic arbitrage; market structure; price impact; margin requirements; VaR
    Scope: 1 Online-Ressource (circa 86 Seiten), Illustrationen
  2. Sequential entry in illiquid markets
    Author: Fardeau, Vincent
    Published: 2022
    Publisher:  Higher School of Economics Publ. House, Moscow

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; WP9/2022, 03
    Subjects: sequential entry; thin markets; price impact; market depth; strategic arbitrage
    Scope: 1 Online-Ressource (circa 93 Seiten), Illustrationen