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Optimal mean reversion trading = mat...
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Leung, Tim.
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Optimal mean reversion trading = mathematical analysis and practical applications /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Optimal mean reversion trading/ Tim Leung, Xin Li.
其他題名:
mathematical analysis and practical applications /
作者:
Leung, Tim.
其他作者:
Li, Xin.
出版者:
Singapore ;World Scientific, : c2016.,
面頁冊數:
1 online resource (ix, 210 p.) :ill.
內容註:
Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index.
標題:
Financial engineering. -
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/9839#t=toc
ISBN:
9789814725927
Optimal mean reversion trading = mathematical analysis and practical applications /
Leung, Tim.
Optimal mean reversion trading
mathematical analysis and practical applications /[electronic resource] :Tim Leung, Xin Li. - 1st ed. - Singapore ;World Scientific,c2016. - 1 online resource (ix, 210 p.) :ill. - Modern trends in financial engineering ;v. 1. - Modern trends in financial engineering ;v. 1..
Includes bibliographical references (p. 201-207) and index.
Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index.
ISBN: 9789814725927
LCCN: 2015034540Subjects--Topical Terms:
550926
Financial engineering.
LC Class. No.: HG176.7 / .L478 2016
Dewey Class. No.: 332.63/2042
Optimal mean reversion trading = mathematical analysis and practical applications /
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http://www.worldscientific.com/worldscibooks/10.1142/9839#t=toc
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