Petter Kolm – 23/08/21
Quantcast – a Risk.net Cutting Edge podcast - A podcast by Quantcast – a Risk.net Cutting Edge podcast
Categories:
TCA methodologies that ignore partial fills “might be off by 20% to 30%”, says Petter Kolm, professor of finance and director of the Mathematics in Finance master’s program at NYU’s Courant Institute of Mathematical Sciences