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Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making (Hardcover) (Olivier

Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making (Hardcover) (Olivier - image 1 of 1

About this item

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.

Number of Pages: 278
Genre: Business + Money Management, Mathematics
Sub-Genre: Finance
Series Title: Chapman and Hall/CRC Financial Mathematics
Format: Hardcover
Publisher: Taylor & Francis
Author: Olivier Gueant
Language: English
Street Date: April 1, 2016
TCIN: 51213369
UPC: 9781498725477
Item Number (DPCI): 248-17-8670
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$89.95
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