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
• Page: 304
• Format: pdf, ePub, mobi, fb2
• ISBN: 9781498725477
• Publisher: Taylor & Francis

Download eBook

Free ebook pdf download no registration The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making by Olivier Gueant English version 9781498725477

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: Free books pdf free download Tomb of Ancients by Madeleine Roux MOBI CHM FB2 in English read book, Download free pdf books online The Galleons: Poems site, Descargar libros de audio gratis para ipod It Ends with Us: A Novel 9781501110368 here, Free download electronic books Allegories of the End of Capitalism: Six Films on the Revolutions of Our Times 9781785358623 PDB download link, Descarga gratuita de libros electrónicos en Android. Electric Soul de Taylor Saracen (Literatura española) PDF 9781732322547 here,