Code: 11165289
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
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
- More about this
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Book synopsis
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
Book details
113.73 €
- 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
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