Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Description
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications By Leung, Tim Siu-tang Published by World Scientific Publishing Company Publication Date: 2016-01-13 Subject: Business & Economics Finance Financial Engineering, Business & Economics Investments & Securities Analysis & Trading Strategies, Business & Economics Finance - Financial Engineering, Business & Economics Investments & Securities - Analysis & Trading Strategies, Mathematics Mathematical Analysis, Mathematics Mathematical Analysis, Finance, Finance And The Finance Industry, Finance & Accounting, Finance, Business & Economics Finance Financial Engineering, Business & Economics, Financial Engineering, Business & Economics Investments & Securities Analysis & Trading Strategies, Investments & Securities, Analysis & Trading Strategies, Mathematics Mathematical Analysis, Mathematics, Mathematical Analysis, Finance And The Finance Industry, Anf: Finance And Accounting Subject Keywords: Trading Strategies; Mean Reversion; Optimal Stopping; Optimal Switching; Stop-Loss; Stochastic Processes; Exchange-Traded Funds (ETFS); Cox-Ingersoll-Ross (CIR) Model; Ornstein–Uhlenbeck Model Genre: Finance, Business & Economics, Finance, Financial Engineering, Business & Economics, Investments & Securities, Analysis & Trading Strategies, Mathematics, Mathematical Analysis, Finance And The Finance Industry Target Audience: Tertiary education
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