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

By Tim Leung, Xin Li



Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications (Modern Trends in Financial Engineering) By Tim Leung, Xin Li

 |  2015-11-26  |  2016-01-21  | File type: PDF | File size: 65.Mb
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Most Helpful 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

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