Code: 11165289

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: 11165289
Price: 103.37 EUR
Availability: InStock
Author: Tim Leung
ISBN: 9789814725910

by Tim Leung, Xin Li

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 or ... more

Language: English
Binding: Hardback
Number of pages: 220
Publisher: World Scientific Publishing Co Pte Ltd, 2016
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103.37 €

Full title: Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Author: Tim Leung, Xin Li
Language: English
Binding: Hardback
Number of pages: 220
EAN: 9789814725910
ISBN: 9814725919
ID: 11165289
Publisher: World Scientific Publishing Co Pte Ltd
Weight: 532 g
Dimensions: 236 × 251 × 15 mm
Date of publishing: 13. January 2016