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  • THE FINANCIAL MATHEMATICS OF MARKET LIQUIDITY
    ebook
    THE FINANCIAL MATHEMATICS OF MARKET LIQUIDITY
    OLIVIER 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 app ...

    $2,700.00

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