• [PDF/Kindle] The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making by Olivier Gueant

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

     

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

     


    The-Financial-Mathematics-of.pdf
    ISBN: 9781498725477 | 304 pages | 8 Mb
    Download PDF



     

    • 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

     

     

    New books download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (English Edition) DJVU iBook ePub 9781498725477 by Olivier Gueant

     

    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.



     

    More eBooks:
    {epub download} Flirt the Art of Naughty Volume 1
    {epub download} Your Cosmic Compass: Do-It-Yourself Yearly Astrological Planner
    {pdf download} Bible Doctrines


  • Commentaires

    Aucun commentaire pour le moment

    Suivre le flux RSS des commentaires


    Ajouter un commentaire

    Nom / Pseudo :

    E-mail (facultatif) :

    Site Web (facultatif) :

    Commentaire :