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Financial Mathematics of Market Liquidity

Language EnglishEnglish
Book Hardback
Book Financial Mathematics of Market Liquidity Olivier Gueant
Libristo code: 10037219
Publishers Taylor & Francis Inc, April 2016
This book is among the first to present the mathematical models most commonly used to solve optimal... Full description
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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

About the book

Full name Financial Mathematics of Market Liquidity
Author Olivier Gueant
Language English
Binding Book - Hardback
Date of issue 2016
Number of pages 278
EAN 9781498725477
ISBN 9781498725477
Libristo code 10037219
Publishers Taylor & Francis Inc
Weight 578
Dimensions 241 x 165 x 22

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
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