Buy CRC Press The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making by Gueant, Olivier online on desertcart.ae at best prices. ✓ Fast and free shipping ✓ free returns ✓ cash on delivery available on eligible purchase. Review: a very nice book for introduction to algorithmic trading. It discusses both the mathematical framework and the practical considerations. Too many academic papers focus on the HJB framework, but seldom talk about the numerical solution. This book serves quants from the industry better.
| Best Sellers Rank | #361,399 in Books ( See Top 100 in Books ) #274 in Econometrics & Economic Statistics #1,097 in Applied Mathematics #3,014 in Investing |
| Customer reviews | 4.8 4.8 out of 5 stars (6) |
| Dimensions | 16.2 x 2.21 x 23.99 cm |
| Edition | 1st |
| ISBN-10 | 1498725473 |
| ISBN-13 | 978-1498725477 |
| Item weight | 572 g |
| Language | English |
| Print length | 302 pages |
| Publication date | 1 April 2016 |
| Publisher | Chapman and Hall/CRC |
J**Z
a very nice book for introduction to algorithmic trading. It discusses both the mathematical framework and the practical considerations. Too many academic papers focus on the HJB framework, but seldom talk about the numerical solution. This book serves quants from the industry better.
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