| Record ID | marc_loc_2016/BooksAll.2016.part33.utf8:80313145:1373 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part33.utf8:80313145:1373?format=raw |
LEADER: 01373cam a22003134a 4500
001 2005922554
003 DLC
005 20080308092430.0
008 050217s2005 gw a bm 000 0 eng
010 $a 2005922554
020 $a3540250395 (softcover : alk. paper)
040 $aDLC$cDLC$dDLC
042 $apcc
050 00 $aHG4636$b.M66 2005
082 00 $a332.64$222
100 1 $aMönch, Burkart.
245 10 $aStrategic trading in illiquid markets /$cBurkart Mönch.
260 $aBerlin ;$aNew York :$bSpringer,$cc2005.
300 $axii, 116 p. :$bill. ;$c24 cm.
440 0 $aLecture notes in economics and mathematical systems,$x0075-8442 ;$v553
502 $aThesis (doctoral)--Johann Wolfgang Goethe-University, 2004.
505 0 $aModeling feedback effects with stochastic liquidity -- Optimal liquidation strategies -- The navigation of an iceberg : the optimal use of hidden orders.
504 $aIncludes bibliographical references.
650 0 $aStocks$xPrices$xMathematical models.
650 0 $aLiquidity (Economics)$xMathematical models.
650 0 $aOptions (Finance)$xMathematical models.
650 0 $aDerivative securities$xMathematical models.
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0663/2005922554-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0815/2005922554-t.html