Essays about: "request for quote"
Found 1 essay containing the words request for quote.
-
1. Bidding models for bond market auctions
University essay from KTH/Matematisk statistikAbstract : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. READ MORE
Result pages:
1