Optimal Mean Reversion Trading
Mathematical Analysis and Practical Applications
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various tr…
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Produktdetails
Weitere Autoren: Li, Xin
- ISBN: 978-981-4725-91-0
- EAN: 9789814725910
- Produktnummer: 19046776
- Verlag: Wspc
- Sprache: Englisch
- Erscheinungsjahr: 2015
- Seitenangabe: 222 S.
- Masse: H23.5 cm x B15.7 cm x D1.6 cm 481 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 481
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