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

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Обкладинка 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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Мова Англійська ● Формат PDF ● Сторінки 302 ● ISBN 9781498725484 ● Видавець CRC Press ● Опубліковано 2016 ● Завантажувані 3 разів ● Валюта EUR ● Посвідчення особи 7125337 ● Захист від копіювання Adobe DRM

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Olivier Gueant France) Gueant Olivier (Universite Paris Diderot

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