Catalog > Social Sciences > Economy > Olivier Gueant: Financial Mathematics of Market Liquidity (PDF)

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

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Cover of 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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Language English ● Format PDF ● Pages 302 ● ISBN 9781498725484 ● Publisher CRC Press ● Published 2016 ● Downloadable 3 times ● Currency EUR ● ID 7125337 ● Copy protection Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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