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

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Sampul 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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Bahasa Inggris ● Format PDF ● Halaman 302 ● ISBN 9781498725484 ● Penerbit CRC Press ● Diterbitkan 2016 ● Diunduh 3 kali ● Mata uang EUR ● ID 7125337 ● Perlindungan salinan Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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