[BOOK][B] Modern Equity Investing Strategies

AB Schmidt - 2021 - books.google.com
This book will satisfy the demand among college majors in Finance and Financial
Engineering, and mathematically-versed practitioners for description of both the classical …

Optimal Trading and Inventory Management in Electronic Markets

M Crisafi - 2017 - discovery.ucl.ac.uk
In this thesis three distinct trading scenarios are considered and stochastic optimal control
models are proposed to derive the optimal strategy the agent/firm should follow. First, we …