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The Financial Mathematics of Market Liquidity
Olivier Gueant
其他書名
From Optimal Execution to Market Making
出版
CRC Press
, 2016-03-30
主題
Business & Economics / Finance / General
Mathematics / General
Mathematics / Probability & Statistics / General
Business & Economics / Accounting / General
Mathematics / Applied
Business & Economics / Statistics
ISBN
1498725481
9781498725484
URL
http://books.google.com.hk/books?id=uL_1CwAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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