Faithin Omaha eBook Collection

This book is devoted to mathematical models for execution problems in finance. The main goal is to present a general framework (inspired from the Almgren-Chriss

This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. Th

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit

A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord

"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the