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The financial mathematics of market ...

Guéant, Olivier.

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The financial mathematics of market liquidity :/ Olivier Guéant.
Reminder of title:	from optimal execution to market making /
Author:	Guéant, Olivier.
Published:	Boca Raton :CRC Press, Taylor & Francis Group, : c2016.,
Description:	xxiii, 278 p. :ill. ;25 cm.
Subject:	Finance - Mathematical models. -
ISBN:	9781498725477

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

The financial mathematics of market liquidity :from optimal execution to market making /Olivier Guéant. - Boca Raton :CRC Press, Taylor & Francis Group,c2016. - xxiii, 278 p. :ill. ;25 cm. - Chapman & Hall/CRC financial mathematics series.

Includes bibliographical references (p. 265-276) and index.

ISBN: 9781498725477UK57.99

LCCN: 2015046425Subjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .G84 2016

Dewey Class. No.: 332.6401/51

The financial mathematics of market liquidity : = from optimal execution to market making /
LDR:00719cam a2200205 a 4500 001 2017413
003 DLC
005 20160620122944.0
008 161003s2016 flua b 001 0 eng
010 $a 2015046425
020 $a 9781498725477 $q (alk. paper) : $c UK57.99
020 $a 1498725473 $q (alk. paper)
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a HG106 $b .G84 2016
082 0 0 $a 332.6401/51 $2 23
100 1 $a Guéant, Olivier. $3 2184864
245 1 4 $a The financial mathematics of market liquidity : $b from optimal execution to market making / $c Olivier Guéant.
260 $a Boca Raton : $b CRC Press, Taylor & Francis Group, $c c2016.
300 $a xxiii, 278 p. : $b ill. ; $c 25 cm.
490 0 $a Chapman & Hall/CRC financial mathematics series
504 $a Includes bibliographical references (p. 265-276) and index.
650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Liquidity (Economics) $x Mathematical models. $3 749173
650 0 $a Money market $x Mathematical models. $3 749176