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 Optimal Mean Reversion Trading - Tim Leung od authora Tim Leung a nakladatelství za skvělé ceny na e-shopu Martinus. cz.
| Autor |
Tim Leung |
| Jazyk |
anglický |
| Počet stran |
220 |
| Rok vydání |
2015 |
| Žánr |
naučná |
| Nakladatelství |
World Scientific |
