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Book Trade Archives to Book Trade Networks
Bibliologia : An International Journal of Bibliography, Library Science, History of Typography and the BookVan der Weel, Adriaan, Verhaar, Peter
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Trading Book—Standardized Approaches
2018Abstract This chapter discusses trading book models. Risk models come in a variety of types. However, for market risk purposes there have been a number of types which may be used within the framework. The simplest is the ‘CAD 1’ model — named after the first Capital Adequacy Directive, which permitted such models to be used in the ...
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Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Finance and Stochastics, 2021Thomas Kruse, Julia Ackermann
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Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
SIAM Journal on Financial Mathematics, 2010Aurélien Alfonsi, Alexander Schied
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Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters
SIAM Journal on Financial Mathematics, 2021exaly