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


Best audio books torrent download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making MOBI

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.



Other ebooks:
[PDF] NOTRE-DAME DE PARIS descargar gratis
LA HABITACION DE GIOVANNI leer el libro pdf
LOS FABULOSOS FRANK leer epub gratis
Download Pdf AutoCAD 2020 Tutorial First Level 2D Fundamentals
Read online: Dragon Ball Super, Vol. 9
[PDF/Kindle] 24 HEURES EN BRETAGNE + MP3 DESCARGABLE descargar gratis
LA FERIA DE LOS DISCRETOS PIO BAROJA ePub gratis
Descargar ebook HAZAÑAS EROTICAS DEL CUARENTON HIJOPUTA | Descarga Libros Gratis (PDF - EPUB)
{epub download} Vivre vite