Petter Kolm – 23/08/21 - Quantcast – a Risk.net Cutting E...

What this episode covers

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

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How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 32 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on August 25, 2021.

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