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Intraday market making with overnight inventory costs

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Bibliographic Details
Authors and Corporations: Adrian, Tobias (Author), Capponi, Agostino (Author), Vogt, Erik (Author), Zhang, Hongzhong (Author)
Other Authors: Capponi, Agostino [Author] • Vogt, Erik 1985- [Author] • Zhang, Hongzhong 1981- [Author]
Type of Resource: E-Book
Language: English
published:
Series: Federal Reserve Bank of New York: Staff reports ; no. 799 (October 2016)
Subjects:
Öffentliche Anleihe
Rentenmarkt
Marktmikrostruktur
Börsenmakler
Wertpapierdepot
Bestandsmanagement
Interbankenmarkt
Kosten
Wohlfahrtsanalyse
Schätzung
USA
Arbeitspapier
Online-Publikation
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
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