[Pdf/ePub] The Financial Mathematics of Market

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. Olivier Gueant

The-Financial-Mathematics.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 new ebook download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making CHM English version by Olivier Gueant

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.

The Financial Mathematics of Market Liquidity: From Optimal
The Financial Mathematics of Market Liquidity: From Optimal Execution to MarketMaking Chapman and Hall/CRC Financial Mathematics: Amazon.de: Olivier 
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