An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives

An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives
Author: Dena Firoozi
Publisher:
Total Pages:
Release: 2017
Genre:
ISBN:

Download An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives Book in PDF, Epub and Kindle


An Optimal Execution Problem in Finance with Acquisition and Liquidation Objectives
Language: en
Pages:
Authors: Dena Firoozi
Categories:
Type: BOOK - Published: 2017 - Publisher:

GET EBOOK

Advances in Dynamic and Mean Field Games
Language: en
Pages: 368
Authors: Joseph Apaloo
Categories: Mathematics
Type: BOOK - Published: 2018-01-03 - Publisher: Birkhäuser

GET EBOOK

This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the Internation
Optimal Execution Strategy of Liquidation
Language: en
Pages: 10
Authors: Yue Kuen Kwok
Categories:
Type: BOOK - Published: 2005 - Publisher:

GET EBOOK

Liquidity risks arise from the presence of execution time lags on execution of market orders in trading securities and quot;quantityquot; effect (liquidation di
Algorithmic and High-Frequency Trading
Language: en
Pages: 360
Authors: Álvaro Cartea
Categories: Mathematics
Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press

GET EBOOK

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
Empirical Market Microstructure
Language: en
Pages: 209
Authors: Joel Hasbrouck
Categories: Business & Economics
Type: BOOK - Published: 2007-01-04 - Publisher: Oxford University Press

GET EBOOK

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b