The Financial Mathematics of Market Liquidity:From Optimal Execution to Market Making(Chapman and Hall/CRC Financial Mathematics Series)

市场流动性的金融数学:从优化执行到市场形成(丛书)

政治经济学

原   价:
1164.00
售   价:
931.00
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平台大促 低至8折优惠
发货周期:预计5-7周发货
作      者
出  版 社
出版时间
2016年04月01日
装      帧
精装
ISBN
9781498725477
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页      码
304
开      本
6-1/8x9-1/4
语      种
英文
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图书简介
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.
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Yale University Library
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