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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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Bahasa Inggeris ● Format PDF ● Halaman-halaman 302 ● ISBN 9781498725484 ● Penerbit CRC Press ● Diterbitkan 2016 ● Muat turun 3 kali ● Mata wang EUR ● ID 7125337 ● Salin perlindungan Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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