Read [Pdf]> The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making..
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. Olivier Gueant
The-Financial-Mathematics-of.pdf
ISBN: 9781498725477 | 304 pages | 8 Mb
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Olivier Gueant
Page: 304
Format: pdf, ePub, fb2, mobi
ISBN: 9781498725477
Publisher: Taylor & Francis
Download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Free ebooks download for smartphone The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making PDB RTF
Overview
This book is devoted to mathematical models for execution problems in finance. The main goal is to present a general framework (inspired from the Almgren-Chriss approach) for optimal execution problems, and then to use it in a wide range of areas. The book covers applications to the different types of execution proposed within the brokerage industry. It also presents applications to block trade pricing, to portfolio management and to option pricing.
0 comments
Be the first to comment!
This post is waiting for your feedback.
Share your thoughts and join the conversation.