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

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Обложка 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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язык английский ● Формат PDF ● страницы 302 ● ISBN 9781498725484 ● издатель CRC Press ● опубликованный 2016 ● Загружаемые 3 раз ● валюта EUR ● Код товара 7125337 ● Защита от копирования Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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