Kod: 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 ... więcej
- Język:
Angielski - Oprawa: Twarda
- Liczba stron: 220
Wydawca: World Scientific Publishing Co Pte Ltd, 2016
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Opis
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
Szczegóły książki
136.39 €
- Pełny tytuł: Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
- Autor: Tim Leung, Xin Li
- Język: Angielski
- Oprawa: Twarda
- Liczba stron: 220
- EAN: 9789814725910
- ISBN: 9814725919
- ID: 11165289
- Wydawca: World Scientific Publishing Co Pte Ltd
- Waga: 532 g
- Wymiary: 236 × 251 × 15 mm
- Data wydania: 13. January 2016
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