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

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Capa do 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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Língua Inglês ● Formato PDF ● Páginas 302 ● ISBN 9781498725484 ● Editora CRC Press ● Publicado 2016 ● Carregável 3 vezes ● Moeda EUR ● ID 7125337 ● Proteção contra cópia Adobe DRM

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