Monch, Burkart.

Strategic Trading in Illiquid Markets [electronic resource] / by Burkart Monch. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005. - xii, 116 p. : ill., digital ; 24 cm. - Lecture Notes in Economics and Mathematical Systems, 553 0075-8442 ; .

9783540263159 (electronic bk.) 9783540250395 (paper)


Stocks--Prices--Mathematical models.
Liquidity (Economics)--Mathematical models.
Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Economics/Management Science.
Financial Economics.
Quantitative Finance.
Finance /Banking.

HG4636 / .M66 2005

332.64