The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss app
- Copyright:
- 2016
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781040067659
- Related ISBNs:
- 9781498725477, 9781498725484, 9780429153778
- Publisher:
- CRC Press
- Date of Addition:
- 12/05/24
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.