Read online: The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Par meadows christine le dimanche, février 13 2022, 14:13 - Lien permanent
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 free books for kindle online The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
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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