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The financial mathematics of market liquidity : from optimal execution to market making

Title
The financial mathematics of market liquidity : from optimal execution to market making / Olivier Guéant.
ISBN
9781498725477 (alk. paper)
1498725473 (alk. paper)
Publication
Boca Raton : CRC, CRC Press, Taylor & Francis Group, CRC Press is an imprint of the Taylor & Francis Group, an informa business, A Chapman & Hall Book, [2016]
Physical Description
xxiii, 278 pages ; 25 cm.
Format
Books
Language
English
Added to Catalog
September 20, 2016
Series
Chapman & Hall/CRC financial mathematics series.
Chapman & Hall/CRC financial mathematics series
Bibliography
Includes bibliographical references (pages 265-276) and index.
Citation

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