£90.96

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£91 today · usual range £68–£93 · best ever £68

CRC Press Financial Mathematics of Market Liquidity Book

Amazon

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£92.97 £65.98 £71.87 £77.76 £83.64 £89.53 £95.42 25 July 2026 16 August 2026 07 September 2026 29 September 2026 21 October 2026
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Price distribution over 89 days • 8 price levels

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5 days 6 days 1 day 7 days 1 day 6 days 31 days · current 32 days 0 8 16 24 32 £68 £81 £86 £88 £89 £90 £91 £93 Days at Price

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Most common price: £93 (32 days, 36.0%)

Price range: £68 - £93

Price levels: 8 different prices over 89 days

Description

Explore the mathematical models used to solve optimal execution and market making problems in finance. This book from the Chapman and Hall/CRC Financial Mathematics Series presents a general modeling framework for optimal execution problems inspired by the Almgren-Chriss approach. It demonstrates how to apply this framework across a wide range of financial areas. Readers will learn about the classical tools of optimal execution and market making alongside their practical applications. The text also shows how these mathematical tools are used in real-world financial contexts, making it a valuable resource for those studying modeling within the science and mathematics disciplines.

Key Features

This book presents mathematical models used to solve optimal execution and market making problems in finance.

The text provides a general modeling framework for optimal execution inspired by the Almgren-Chriss approach.

It demonstrates the practical use of classical tools for both optimal execution and market making.

This title is part of the Chapman and Hall/CRC Financial Mathematics Series.

The content covers the application of mathematical modeling across a wide range of financial areas.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
05 May 2016
Listed Since
15 April 2015

Barcode

No barcode data available

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