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

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Copertina de 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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Limba Engleză ● Format PDF ● Pagini 302 ● ISBN 9781498725484 ● Editura CRC Press ● Publicat 2016 ● Descărcabil 3 ori ● Valută EUR ● ID 7125337 ● Protecție împotriva copiilor Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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