The financial mathematics of market liquidity : from optimal execution to market making / Olivier Guéant.

Bibliographic Details

Uniform Title:	Chapman & Hall/CRC financial mathematics series.
Main Author:	Guéant, Olivier (Author)
Language:	English
Published:	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]
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Finance > Mathematical models. Liquidity (Economics) > Mathematical models. Money market > Mathematical models.
Physical Description:	xxiii, 278 pages : illustrations ; 25 cm.
Format:	Book