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  • The Financial Mathematics of Market Liquidity

    From Optimal Execution to Market Making

    by Olivier Gueant ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    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 ... Read more

    $140.99 USD