Financial Mathematics of Market Liquidity

From Optimal Execution to Market Making

AvOlivier Gueant

E-bok

PDF, Engelska, 2016

1 631 kr

Läs direkt i Bokus Reader – eller ladda ned till din enhet (PDF kräver ofta zoom och scroll på små skärmar).

Fler format och utgåvor

E-bok

1 631 kr

Inbunden

1 469 kr

Beskrivning

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

Produktinformation

Utgivningsdatum:2016-03-30
Språk:Engelska
Filformat:PDF
Kopieringsskydd:LCP
ISBN:9781498725484
Förlag:CRC Press

Utforska kategorier

Mer från samma författare

Paris-Princeton Lectures on Mathematical Finance 2010

Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov, René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi

Häftad, 2010

544 kr

Paris-Princeton Lectures on Mathematical Finance 2010

Peter Tankov, Pierre-Louis Lions, Jean-Paul Laurent, Jean-Michel Lasry, Monique Jeanblanc, David Hobson, Olivier Gueant, Stephane Crepey, Areski Cousin, Nizar Touzi, Jose A. Scheinkman, Elyes Jouini, Ivar Ekeland, Erhan Cinlar, Rene Carmona