The Financial Mathematics Of Market Liquidity Av Olivier (universite Paris Diderot France) Gueant

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 approach¿and then demonstrates the use of that framework across a wide range of areas. The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts. What sets this book apart from others is that it focuses

Pris: kr 1011.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	The Financial Mathematics Of Market Liquidity Av Olivier (universite Paris Diderot France) Gueant	Se butikk	kr 1011.00	Besøk butikk

Financial Modelling With Jump Processes Av Peter (universite Paris Vii France) Tankov, Rama (university Of Oxford Uk) Cont

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but...

kr 1359.00
Mer informasjon
Exercises In Probability Av Loic (universite D'angers France) Chaumont, Marc (universite De Paris Vi (pierre Et Marie Curie)) Yor

Ideal for independent study or as a companion to a course in advanced probability theory, this book now includes over 100 exercises. In each case, the authors provide a detailed solution and references for preliminary and further reading. Insightful notes...

kr 619.00
Mer informasjon
Revolt, She Said Av Julia (universite Paris Diderot) Kristeva

Julia Kristeva extends the definition of revolt beyond politics per se.May ''68 in France expressed a fundamental version of freedom: not freedom to succeed, but freedom to revolt. Political revolutions ultimately...

kr 199.00
Mer informasjon
Ho Chi Minh Av Pierre (universite De Paris Vii (denis Diderot)) Brocheux

Ho Chi Minh is one of the towering figures of the twentieth century, considered as an icon by many Vietnamese. Pierre Brocheux negotiates the many twists and turns of his life and multiple identities, from impoverished beginnings as a communist revolutionary...

kr 349.00
Mer informasjon

The Financial Mathematics Of Market Liquidity Av Olivier (universite Paris Diderot France) Gueant

Relaterte produkter