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desertcart.com: The Financial Mathematics of Market Liquidity (Chapman and Hall/CRC Financial Mathematics Series): 9781498725477: Gueant, Olivier: Books Review: a very nice good for introduction to algorithmic trading - 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. Review: Better than most - Better than most, but still not great. The writing is very choppy (I know English is not the author's first language, but still) and explanations need significant improvement. Still a worthwhile buy if you're interested in the area.
| Best Sellers Rank | #1,988,039 in Books ( See Top 100 in Books ) #435 in Probability & Statistics (Books) #951 in Business Investments #2,432 in Investing (Books) |
| Customer Reviews | 4.6 4.6 out of 5 stars (7) |
| Dimensions | 6.38 x 0.87 x 9.45 inches |
| Edition | 1st |
| ISBN-10 | 1498725473 |
| ISBN-13 | 978-1498725477 |
| Item Weight | 1.26 pounds |
| Language | English |
| Part of series | Chapman and Hall/CRC Financial Mathematics |
| Print length | 302 pages |
| Publication date | May 5, 2016 |
| Publisher | Chapman and Hall/CRC |
J**Z
a very nice good for introduction to algorithmic trading
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.
A**T
Better than most
Better than most, but still not great. The writing is very choppy (I know English is not the author's first language, but still) and explanations need significant improvement. Still a worthwhile buy if you're interested in the area.
Trustpilot
2 months ago
2 days ago