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Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications (Modern Trends in Financial Engineering)

Tim Leung, Xin Li




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 | #1025815 in eBooks |  2015-11-26 |  2016-01-21 | File type: PDF

||About the Author|Professor Tim Leung is an Associate Professor in the Department of Applied Mathematics and the Director of the Computational Finance & Risk Management (CFRM) program. Professor Leung obtained his PhD in Operations Research & Financial Engineerin

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 presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives.

This book offers a un...

You easily download any file type for your device.Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications (Modern Trends in Financial Engineering)   |  Tim Leung, Xin Li. Which are the reasons I like to read books. Great story by a great author.

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