Ameba Ownd

アプリで簡単、無料ホームページ作成

ykogydajukib's Ownd

Free ebooks for mobipocket download The

2021.05.18 18:25

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. Olivier Gueant

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making


The-Financial-Mathematics.pdf
ISBN: 9781498725477 | 304 pages | 8 Mb
Download PDF
Download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making

Free ebooks for mobipocket download The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making MOBI PDB PDF 9781498725477 by Olivier Gueant (English literature)

Overview

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.

Links:
Public domain downloads books Purge: Rehab Diaries iBook CHM (English Edition) 9781580052740 by Nicole Johns