grant

Over the Counter Market Making

Organization UKRILocation United Kingdom
UKRIUK ResearchGrantActive
Sign up free to applyApply link · pipeline · email alerts
— or —

Get email alerts for similar roles

Weekly digest · no password needed · unsubscribe any time

Description preview

In the former, we consider the problem of a trading desk which is faced with a
stochastic inflow and needs to unwind on the lit market while minimising trading costs.

The major novelty is that the inflow has an unobserved drift, interpreted as the toxic

component of flow, which reacts to the trader's unwind trades in a general linear

fashion.…

🔒

Full details available on the Agency plan

Unlock the complete grant description, eligibility criteria, contract value, evaluation details and apply link — plus alerts, pipeline tracking, and CSV export.

Start 7-day free trial — $29.99/mo →

Agency Plan

7-day free trial

Unlock procurement & grants

Upgrade to access active tenders from World Bank, UNDP, ADB and more — with email alerts and pipeline tracking.

$29.99 / month

  • 🔔Email alerts for new matching tenders
  • 🗂️Track tenders in your pipeline
  • 💰Filter by contract value
  • 📥Export results to CSV
  • 📌Save searches with one click
Start 7-day free trial →
Over the Counter Market Making — UKRI | United Kingdom | Dev Procure