CRC Press The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
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Description
📊 Elevate your trading IQ with the ultimate liquidity playbook!
- TRUSTED EXPERTISE - Authored by Olivier Gueant, a leading voice in financial mathematics.
- ACCESSIBLE LEARNING - Ideal for managers and analysts entering algorithmic trading.
- HIGHLY RATED RESOURCE - 4.8-star average from industry professionals and academics.
- COMPREHENSIVE COVERAGE - Bridges theory and practice in econometrics and applied math.
- MASTER MARKET LIQUIDITY - Unlock advanced strategies from optimal execution to market making.
CRC Press’s 'The Financial Mathematics of Market Liquidity' by Olivier Gueant is a highly rated, authoritative guide that demystifies complex market liquidity concepts. Ranked #278 in Econometrics and praised for its clear introduction to algorithmic trading, this book is a must-have for professionals aiming to master optimal execution and market making strategies.
Specifications
| Customer reviews | 4.8 4.8 out of 5 stars (7) |
| 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 |
Reviews
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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