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Olivier Gueant
Financial Mathematics of Market Liquidity [PDF ebook]
From Optimal Execution to Market Making

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This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss app

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Sprache Englisch ● Format PDF ● Seiten 302 ● ISBN 9781498725484 ● Verlag CRC Press ● Erscheinungsjahr 2016 ● herunterladbar 3 mal ● Währung EUR ● ID 7125337 ● Kopierschutz Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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