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Language: en
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Type: BOOK - Published: 2016-03-15 - Publisher: Chapman and Hall/CRC
This book is devoted to mathematical models for execution problems in finance. The main goal is to present a general framework (inspired from the Almgren-Chriss
Language: en
Pages: 302
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Type: BOOK - Published: 2016-03-30 - Publisher: CRC Press
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. Th
Language: en
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Type: BOOK - Published: 2017 - Publisher:
Language: en
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Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
Language: en
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Type: BOOK - Published: 2014 - Publisher: