Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

Name: Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789814725910
Price: 2315 CZK
Availability: InStock

Autor: Tim Leung, Xin Li

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing Co Pte Ltd

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

2 315 Kč

Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systemat...

Informace o knize

Autor

Tim Leung, Xin Li

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2016

Stránek

220

EAN

9789814725910

ISBN

9814725919

Enbook ID

11165289

Vydavatel

World Scientific Publishing Co Pte Ltd

Hmotnost

532

Rozměry

251 x 236 x 15

Kompletní popis

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 presentatio

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Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

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