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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por Chapman and Hall/CRC 2016-04-04, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Librería: Chiron Media, Wallingford, Reino Unido
EUR 107,25
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Añadir al carritoCondición: Sehr gut. Zustand: Sehr gut | Seiten: 359 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
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Original o primera edición
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Añadir al carritoCondición: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 302 pages, 31 black & white illustrations, 8 black & white tables. BIC Classification: KFFM; PBWH. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 165 x 241 x 22. Weight in Grams: 592. . 2016. 1st Edition. Hardcover. . . . .
Librería: Speedyhen, Hertfordshire, Reino Unido
EUR 99,88
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Idioma: Inglés
Publicado por Taylor and Francis Inc, US, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
EUR 150,67
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Añadir al carritoHardback. Condición: New. This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts.What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
EUR 164,48
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Añadir al carritoCondición: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 302 pages, 31 black & white illustrations, 8 black & white tables. BIC Classification: KFFM; PBWH. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 165 x 241 x 22. Weight in Grams: 592. . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Librería: Studibuch, Stuttgart, Alemania
EUR 109,91
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Añadir al carritohardcover. Condición: Sehr gut. 278 Seiten; 9781498725477.2 Gewicht in Gramm: 1.
Librería: moluna, Greven, Alemania
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Librería: Mispah books, Redhill, SURRE, Reino Unido
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Librería: Revaluation Books, Exeter, Reino Unido
EUR 186,44
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Añadir al carritoHardcover. Condición: Brand New. 250 pages. 9.75x6.50x1.00 inches. In Stock.
Idioma: Inglés
Publicado por Taylor and Francis Inc, US, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Librería: Rarewaves.com UK, London, Reino Unido
EUR 142,73
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Añadir al carritoHardback. Condición: New. This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts.What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg, 2010
ISBN 10: 3642146597 ISBN 13: 9783642146596
Librería: moluna, Greven, Alemania
EUR 48,74
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Añadir al carritoKartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The fourth volume in the series, inspired by exchanges between finance and financial mathematics experts in Paris and PrincetonOffers expository articles from outstanding specialists, both established and emergingIncludes articles by Jean-Paul Laure.
Idioma: Inglés
Publicado por Chapman And Hall/CRC Apr 2016, 2016
ISBN 10: 1498725473 ISBN 13: 9781498725477
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 113,80
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts.What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management. 304 pp. Englisch.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 139,73
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Añadir al carritoHardcover. Condición: Brand New. 250 pages. 9.75x6.50x1.00 inches. In Stock. This item is printed on demand.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 127,28
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Añadir al carritoBuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss approach-and then demonstrates the use of that framework across a wide range of areas.The book introduces the classical tools of optimal execution and market making, along with their practical use. It also demonstrates how the tools used in the optimal execution literature can be used to solve classical and new issues where accounting for liquidity is important. In particular, it presents cutting-edge research on the pricing of block trades, the pricing and hedging of options when liquidity matters, and the management of complex share buy-back contracts.What sets this book apart from others is that it focuses on specific topics that are rarely, or only briefly, tackled in books dealing with market microstructure. It goes far beyond existing books in terms of mathematical modeling-bridging the gap between optimal execution and other fields of Quantitative Finance.The book includes two appendices dedicated to the mathematical notions used throughout the book. Appendix A recalls classical concepts of mathematical economics. Appendix B recalls classical tools of convex analysis and optimization, along with central ideas and results of the calculus of variations.This self-contained book is accessible to anyone with a minimal background in mathematical analysis, dynamic optimization, and stochastic calculus. Covering post-electronification financial markets and liquidity issues for pricing, this book is an ideal resource to help investment banks and asset managers optimize trading strategies and improve overall risk management.