Read online: The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Par stephens ada le samedi, novembre 13 2021, 19:14 - Lien permanent
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. Olivier Gueant
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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 free books for ipad yahoo The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 9781498725477 by Olivier Gueant (English literature)
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.
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