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

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ปกของ 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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ภาษา อังกฤษ ● รูป PDF ● หน้า 302 ● ISBN 9781498725484 ● สำนักพิมพ์ CRC Press ● การตีพิมพ์ 2016 ● ที่สามารถดาวน์โหลดได้ 3 ครั้ง ● เงินตรา EUR ● ID 7125337 ● ป้องกันการคัดลอก Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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