Kwant Atlas
Search
Search
Explorer
Tag: brunnermeier-pedersen
2 items with this tag.
Sep 12, 2026
2.10.4 Predatory Trading and Games Among Competing Liquidators
pillar-algorithmic-hft
market-microstructure-game-theory
predatory-trading
brunnermeier-pedersen
execution-game
schied-zhang
nash-equilibrium
Oct 03, 2026
4.6.4 Margin, Funding Spirals & the Brunnermeier–Pedersen Mechanism
pillar-quantitative-risk
liquidity-risk-and-funding
margin-spirals
funding-liquidity
brunnermeier-pedersen
lcr-nsfr