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

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Couverture du Olivier Gueant: Financial Mathematics of Market Liquidity (PDF)

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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Langue Anglais ● Format PDF ● Pages 302 ● ISBN 9781498725484 ● Maison d’édition CRC Press ● Publié 2016 ● Téléchargeable 3 fois ● Devise EUR ● ID 7125337 ● Protection contre la copie Adobe DRM

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