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

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. Read More

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. Read Less

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  	This is a digital edition of this title. Rent eBook (2 Options) 180 Day Rental: $35.73 (Expires May 23, 2025) 365 Day Rental: $42.22 (Expires Nov 24, 2025) Buy eBook Lifetime Access: $64.95 Title: The Financial Mathematics of Market Liquidity by Olivier Gueant Publisher: Taylor & Francis Print ISBN: 9781498725477, 1498725473 eText ISBN: 9781498725484 Edition: 2016 1st edition Format: PDF eBook	$35.73 Rent eBook This is a digital eBook Nothing will be shipped to you Works with web browsers and the VitalSource app on all Windows, Mac, Chromebook, Kindle Fire, iOS, and Android devices Most eBooks are returnable within 14 days of purchase Questions? See our eBook FAQ