LECTURE SLIDES

Optimal order execution
Jim Gatheral
Merrill Lynch

This web presentation contains the slides of a lecture given at the Fields Institute on March 23, 2010 as part of the Workshop on Computational Methods in Finance.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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