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Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

Language EnglishEnglish
Book Hardback
Book Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications Tim Leung
Libristo code: 11165289
Publishers World Scientific Publishing Co Pte Ltd, January 2016
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systemat... Full description
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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

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About the book

Full name Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Author Tim Leung, Xin Li
Language English
Binding Book - Hardback
Date of issue 2016
Number of pages 220
EAN 9789814725910
ISBN 9814725919
Libristo code 11165289
Weight 532
Dimensions 251 x 236 x 15
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