The Financial Mathematics of Market Liquidity

Download or Read eBook The Financial Mathematics of Market Liquidity PDF written by Olivier Gueant and published by CRC Press. This book was released on 2016-03-30 with total page 302 pages. Available in PDF, EPUB and Kindle.

Author	: Olivier Gueant
Publisher	: CRC Press
Total Pages	: 302
Release	: 2016-03-30
ISBN-10	: 9781498725484
ISBN-13	: 1498725481
Rating	: 4/5 (84 Downloads)

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Book Synopsis The Financial Mathematics of Market Liquidity by : Olivier Gueant

Book excerpt: 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

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