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:
Physical Description:xxiii, 278 pages : illustrations ; 25 cm.
Format: Book

MARC

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245 1 4 |a The financial mathematics of market liquidity :  |b from optimal execution to market making /  |c Olivier Guéant. 
264 1 |a Boca Raton :  |b CRC, CRC Press, Taylor & Francis Group, CRC Press is an imprint of the Taylor & Francis Group, an informa business, A Chapman & Hall Book,  |c [2016] 
300 |a xxiii, 278 pages :  |b illustrations ;  |c 25 cm. 
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490 1 |a Chapman & Hall/CRC financial mathematics series 
504 |a Includes bibliographical references (pages 265-276) and index. 
650 0 |a Finance  |x Mathematical models.  |0 http://id.loc.gov/authorities/subjects/sh85048260 
650 0 |a Liquidity (Economics)  |x Mathematical models.  |0 http://id.loc.gov/authorities/subjects/sh85077403 
650 0 |a Money market  |x Mathematical models.  |0 http://id.loc.gov/authorities/subjects/sh85086803 
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