This book is devoted to mathematical models for execution problems in finance. The book presents a general framework--inspired by the Almgren-Chriss approach--for optimal execution problems and demonstrates its use across 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, option pricing and hedging, and the management of complex buy-back contracts.
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This book is devoted to mathematical models for execution problems in finance. The book presents a general framework--inspired by the Almgren-Chriss approach--for optimal execution problems and demonstrates its use across 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, option pricing and hedging, and the management of complex buy-back contracts.
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Add this copy of Chapman and Hall/Crc Financial Mathematics Series: the to cart. $107.58, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2016 by CRC Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9781498725477.
Add this copy of The Financial Mathematics of Market Liquidity: From to cart. $112.73, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2016 by CRC Press.
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New. Sewn binding. Cloth over boards. 302 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics, 33.
Add this copy of The Financial Mathematics of Market Liquidity: From to cart. $121.06, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by CRC Press.
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Fine. Sewn binding. Cloth over boards. 302 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics, 33. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of The Financial Mathematics of Market Liquidity: From to cart. $121.07, good condition, Sold by Pieuler LLC rated 3.0 out of 5 stars, ships from IPSWICH, SUFFOLK, UNITED KINGDOM, published 2016 by CRC Press.
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Good. Sewn binding. Cloth over boards. 302 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics, 33.
Add this copy of The Financial Mathematics of Market Liquidity: From to cart. $123.79, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by CRC Press.
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Seller's Description:
New. Sewn binding. Cloth over boards. 302 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics, 33. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
