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The Financial Mathematics of Market Liquidity
| Content Provider | Scilit |
|---|---|
| Author | Gueant, Olivier |
| Copyright Year | 2016 |
| Description | 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 Book Name: The Financial Mathematics of Market Liquidity |
| Related Links | https://api.taylorfrancis.com/content/books/mono/download?identifierName=doi&identifierValue=10.1201/b21350&type=googlepdf |
| DOI | 10.1201/b21350 |
| Language | English |
| Publisher | Informa UK Limited |
| Publisher Date | 2016-03-30 |
| Access Restriction | Open |
| Subject Keyword | Book Name: The Financial Mathematics of Market Liquidity Finance History and Philosophy of Science Optimal Models Financial Mathematics Market Liquidity Inspired Almgren |
| Content Type | Text |
| Resource Type | Chapter |