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Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Language: en
Pages: 221
Authors: Tim Siu-tang Leung
Categories: Business & Economics
Type: BOOK - Published: 2015-11-26 - Publisher: World Scientific

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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
Optimal Mean Reversion Trading
Language: en
Pages: 221
Authors: Tim Leung (Professor of industrial engineering)
Categories: Business & Economics
Type: BOOK - Published: 2015-11-26 - Publisher: World Scientific

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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
Optimal Mean Reversion Trading
Language: en
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Authors: Tim Leung
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Type: BOOK - Published: 2019 - Publisher:

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This book provides a systematic study on the optimal timing of trades in markets with mean-reverting price dynamics. We present a financial engineering approach
Applied Probabilistic Calculus for Financial Engineering
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Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction U
Mathematical Modeling of Food Processing
Language: en
Pages: 1275
Authors: Mohammed M. Farid
Categories: Science
Type: BOOK - Published: 2010-05-21 - Publisher: CRC Press

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Written by international experts from industry, research centers, and academia, Mathematical Modeling of Food Processing discusses the physical and mathematical