Mohlo by sa vám tiež páčiť

Viac informácií o knihe Arbitrage Detection: Simulation-Based Approach

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 145 bodov

Anotácia knihy

This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples.

Parametre knihy

• Celý názov: Arbitrage Detection: Simulation-Based Approach
• Autor: Reza Habibi
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 92
• EAN: 9783659891816
• ISBN: 3659891819
• ID: 13411752
• Nakladateľ: LAP Lambert Academic Publishing
• Hmotnosť: 153 g
• Rozmery: 220 × 150 × 6 mm
• Dátum vydania: 11. June 2016

Obľúbené z iného súdka

---

---

---