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Paris-Princeton Lectures on Mathematical Finance 2010
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Paris-Princeton Lectures on Mathematical Finance 2010 (Lecture Notes in Mathematics, 2003)
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Paris-Princeton Lectures on Mathematical Finance 2010
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Paris-Princeton Lectures on Mathematical Finance 2010 (Lecture Notes in Mathematics, 2003)
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Paris-Princeton Lectures on Mathematical Finance 2010
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Paris-Princeton Lectures on Mathematical Finance 2010
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The Financial Mathematics of M
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Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making
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The Financial Mathematics of Market Liquidity
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Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making
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The Financial Mathematics of Market Liquidity
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (Chapman & Hall/CRC Financial Mathematics Series)
Verlag: Chapman and Hall/CRC 2016-04-04, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Sprache: Englisch
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Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making
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The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series)
Anbieter: Lucky's Textbooks, Dallas, TX, USA
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The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series)
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (Chapman & Hall/CRC Financial Mathematics Series)
Verlag: Chapman and Hall/CRC 2016-04-04, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Sprache: Englisch
Anbieter: Chiron Media, Wallingford, Vereinigtes Königreich
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Sonderangebot
EUR 17,96
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In den WarenkorbZustand: Sehr gut. Zustand: Sehr gut | Seiten: 359 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
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Financial Mathematics of Market Liquidity : From Optimal Execution to Market Making
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
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The Financial Mathematics of Market Liquidity (Hardcover)
Verlag: Taylor & Francis Inc, Portland, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Sprache: Englisch
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: new. Hardcover. 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 problemsinspired from the Almgren-Chriss approachand 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 on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modelingbridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series)
Anbieter: California Books, Miami, FL, USA
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Anbieter: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
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Erstausgabe
Zustand: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 302 pages, 31 black & white illustrations, 8 black & white tables. BIC Classification: KFFM; PBWH. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 165 x 241 x 22. Weight in Grams: 592. . 2016. 1st Edition. Hardcover. . . . .
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FINANCIAL MATHEMATICS OF MARKET LIQUIDIT
Anbieter: Speedyhen, London, Vereinigtes Königreich
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EUR 94,03
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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In den WarenkorbHardcover. Zustand: Brand New. 250 pages. 9.75x6.50x1.00 inches. In Stock.
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The Financial Mathematics of Market Liquidity
Verlag: Taylor and Francis Inc, US, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Sprache: Englisch
Anbieter: Rarewaves.com USA, London, LONDO, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
EUR 157,49
Versand gratis
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In den WarenkorbHardback. Zustand: New. 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 on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Anbieter: Kennys Bookstore, Olney, MD, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 302 pages, 31 black & white illustrations, 8 black & white tables. BIC Classification: KFFM; PBWH. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 165 x 241 x 22. Weight in Grams: 592. . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making (Chapman and Hall/CRC Financial Mathematics Series)
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
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EUR 159,42
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The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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EUR 172,67
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In den WarenkorbHardcover. Zustand: Brand New. 250 pages. 9.75x6.50x1.00 inches. In Stock.
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The Financial Mathematics of Market Liquidity (Hardcover)
Verlag: Taylor & Francis Inc, Portland, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Sprache: Englisch
Anbieter: AussieBookSeller, Truganina, VIC, Australien
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: new. Hardcover. 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 problemsinspired from the Almgren-Chriss approachand 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 on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modelingbridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
