This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the Internation
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
This monograph collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-
Traditionally, economics training in public finances has focused more on tax than public expenditure issues, and within expenditure, more on policy consideratio
The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure pers