Mathematical Models of Trading
<p>This thesis presents a mathematical framework to model trading of financial assets on an exchange. The interaction between agents on the exchange is modeled as the Nash equilibrium of a demand schedule auction. The submission of demand schedules in the auction is meant to proxy for the subm...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
2021
|
| Online Access: | https://thesis.library.caltech.edu/13969/9/main.pdf Singh, Angad (2021) Mathematical Models of Trading. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/9ks2-fa45. https://resolver.caltech.edu/CaltechTHESIS:09282020-021601265 <https://resolver.caltech.edu/CaltechTHESIS:09282020-021601265> |
Internet
https://thesis.library.caltech.edu/13969/9/main.pdfSingh, Angad (2021) Mathematical Models of Trading. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/9ks2-fa45. https://resolver.caltech.edu/CaltechTHESIS:09282020-021601265 <https://resolver.caltech.edu/CaltechTHESIS:09282020-021601265>