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Financial Mathematics Of Market Liquidity eBook

From Optimal Execution To Market Making

by Olivier Gueant
Book eBook
language: english
Publisher: CRC PRESS, March of 2016 ‧
128,51€
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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

Financial Mathematics Of Market Liquidity

From Optimal Execution To Market Making

by Olivier Gueant

Property Description
ISBN: 9781040067659
Publisher: CRC PRESS
Release Date: March of 2016
Language: English
Format: eBook
File Format and Compatibility:
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781040067659
Acessibilidade: Ver características de acessibilidade indicadas pelo editor