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Financial Mathematics of Market Liquidity (e-bog) af Gueant, Olivier
Gueant, Olivier (forfatter)

Financial Mathematics of Market Liquidity e-bog

436,85 DKK (inkl. moms 546,06 DKK)
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
E-bog 436,85 DKK
Kan læses i vores apps til iPhone/iPad og Android.
Forfattere Gueant, Olivier (forfatter)
Forlag Chapman and Hall/CRC
Udgivet 30 marts 2016
Længde 302 sider
Genrer Finance and the finance industry
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781498725484

Beskrivelse

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