Frequently Asked Questions In Quantitative Finance

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Chapter 2: FAQs 205


  • If neither of the above is possible then he could
    widen his bid-ask spreads. He will then only trade
    with those people who have significantly different
    market views from him.


References and Further Reading


Mandelbrot, B & Hudson, R 2004The (Mis)Behaviour of Mar-
kets: A Fractal View of Risk, Ruin and Reward. Profile Books
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