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The Financial Mathematics Of Market Liquidity From Optimal Execution To Market Making Olivier Gueant

  • SKU: BELL-55484352
The Financial Mathematics Of Market Liquidity From Optimal Execution To Market Making Olivier Gueant
$ 31.00 $ 45.00 (-31%)

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The Financial Mathematics Of Market Liquidity From Optimal Execution To Market Making Olivier Gueant instant download after payment.

Publisher: CRC Press
File Extension: PDF
File size: 12.71 MB
Author: Olivier Gueant
ISBN: 9781498725484, 1498725481
Language: English
Year: 2016

Product desciption

The Financial Mathematics Of Market Liquidity From Optimal Execution To Market Making Olivier Gueant by Olivier Gueant 9781498725484, 1498725481 instant download after payment.

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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