Kód: 11165289
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Autor 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 ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 220
Nakladateľ: World Scientific Publishing Co Pte Ltd, 2016
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Anotácia knihy
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
Parametre knihy
130.32 €
- Celý názov: Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
- Autor: Tim Leung, Xin Li
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 220
- EAN: 9789814725910
- ISBN: 9814725919
- ID: 11165289
- Nakladateľ: World Scientific Publishing Co Pte Ltd
- Hmotnosť: 532 g
- Rozmery: 236 × 251 × 15 mm
- Dátum vydania: 13. January 2016
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