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Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications, Leung Tim Siu-Tang & Li Xin


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Цена: 13939.00р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: Есть  Склад Америка: Есть  
При оформлении заказа до: 2025-08-04
Ориентировочная дата поставки: Август-начало Сентября

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Автор: Leung Tim Siu-Tang & Li Xin
Название:  Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
ISBN: 9789814725910
Издательство: World Scientific Publishing
Классификация:
ISBN-10: 9814725919
Обложка/Формат: Hardback
Страницы: 220
Вес: 0.50 кг.
Серия: Economics/Business/Finance
Язык: English
Размер: 234 x 158 x 18
Читательская аудитория: College/higher education
Ключевые слова: Finance, MATHEMATICS / Mathematical Analysis
Поставляется из: Англии
Описание:

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 unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature.

This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments.




Reversing: Secrets of Reverse Engineering

Автор: Eldad Eilam
Название: Reversing: Secrets of Reverse Engineering
ISBN: 0764574817 ISBN-13(EAN): 9780764574818
Издательство: Wiley
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Цена: 4277.00 р.
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Описание: Beginning with a basic primer on reverse engineering including computer internals, operating systems, and assembly language and then discussing the various applications of reverse engineering, this book provides readers with practical, in-depth techniques for software reverse engineering.

Practical Reverse Engineering

Автор: Dang Bruce
Название: Practical Reverse Engineering
ISBN: 1118787315 ISBN-13(EAN): 9781118787311
Издательство: Wiley
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Цена: 6653.00 р.
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Описание: Analyzing how hacks are done, so as to stop them in the future Reverse engineering is the process of analyzing hardware or software and understanding it, without having access to the source code or design documents. Hackers are able to reverse engineer systems and exploit what they find with scary results.

Real analysis with economic applications

Автор: Ok, E.
Название: Real analysis with economic applications
ISBN: 0691117683 ISBN-13(EAN): 9780691117683
Издательство: Wiley
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Цена: 17266.00 р.
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Описание: Addressing the topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. It includes fixed point theorems and applications to functional equations and optimization theory.

Mathematical Theory of Oil and Gas Recovery: With Applications to Ex-USSR Oil and Gas Fields (Softcover Reprint of the Origi) ( Petroleum Engineering and Development Studies #4 )

Автор: Bedrikovetsky, P (Author), Bedrikovetsky, Pavel (A
Название: Mathematical Theory of Oil and Gas Recovery: With Applications to Ex-USSR Oil and Gas Fields (Softcover Reprint of the Origi) ( Petroleum Engineering and Development Studies #4 )
ISBN: 9048143004 ISBN-13(EAN): 9789048143009
Издательство: Springer
Цена: 36570.00 р.
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Описание: It is a pleasure to be asked to write the foreword to this interesting new book. When Professor Bedrikovetsky first accepted my invitation to spend an extended sabbatical period in the Department of Mineral Resources Engineering at Imperial College of Science, Technology and Medicine, I hoped it would be a period of fruitful collaboration. This book, a short course and a variety of technical papers are tangible evidence of a successful stay in the UK.

I am also pleased that Professor Bedrikovetsky acted on my suggestion to publish this book with Kluwer as part of the petroleum publications for which I am Series Editor. The book derives much of its origin from the unpublished Doctor of Science thesis which Professor Bedrikovetsky prepared in Russian while at the Gubkin Institute. The original DSc contained a number of discrete publications unified by an analytical mathematics approach to fluid flow in petroleum reservoirs.

During his sabbatical stay at Imperial College, Professor Bedrikovetsky has refined and extended many of the chapters and has discussed each one with internationally recognised experts in the field. He received great encouragement and editorial advice from Dr Gren Rowan, who pioneered analytical methods in reservoir modelling at BP for many years.

Mathematical Analysis of Continuum Mechanics and Industrial Applications

Автор: Itou
Название: Mathematical Analysis of Continuum Mechanics and Industrial Applications
ISBN: 9811026327 ISBN-13(EAN): 9789811026324
Издательство: Springer
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Цена: 27950.00 р.
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Описание: This book focuses on mathematical theory and numerical simulation related to various aspects of continuum mechanics, such as fracture mechanics, elasticity, plasticity, pattern dynamics, inverse problems, optimal shape design, material design, and disaster estimation related to earthquakes. Because these problems have become more important in engineering and industry, further development of mathematical study of them is required for future applications. Leading researchers with profound knowledge of mathematical analysis from the fields of applied mathematics, physics, seismology, engineering, and industry provide the contents of this book. They help readers to understand that mathematical theory can be applied not only to different types of industry, but also to a broad range of industrial problems including materials, processes, and products.

Global and Stochastic Analysis with Applications to Mathematical Physics

Автор: Yuri E. Gliklikh
Название: Global and Stochastic Analysis with Applications to Mathematical Physics
ISBN: 1447126203 ISBN-13(EAN): 9781447126201
Издательство: Springer
Цена: 13275.00 р.
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Описание:

Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems.

This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation.

Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces and manifolds. Topics covered include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, and hydrodynamics.

A self-contained book that provides a large amount of preliminary material and recent results which will serve to be a useful introduction to the subject and a valuable resource for further research. It will appeal to researchers, graduate and PhD students working in global analysis, stochastic analysis and mathematical physics.

Financial Statistics and Mathematical Finance: Methods, Models and Applications

Автор: Steland
Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications
ISBN: 0470710586 ISBN-13(EAN): 9780470710586
Издательство: Wiley
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Цена: 10217.00 р.
Наличие на складе: Поставка под заказ.

Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.

Mathematical Analysis, Probability and Applications – Plenary Lectures

Автор: Qian
Название: Mathematical Analysis, Probability and Applications – Plenary Lectures
ISBN: 3319419439 ISBN-13(EAN): 9783319419435
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book collects lectures given by the plenary speakers at the 10th International ISAAC Congress, held in Macau, China in 2015. The contributions, authored by eminent specialists, present some of the most exciting recent developments in mathematical analysis, probability theory, and related applications. Topics include: partial differential equations in mathematical physics, Fourier analysis, probability and Brownian motion, numerical analysis, and reproducing kernels. The volume also presents a lecture on the visual exploration of complex functions using the domain coloring technique. Thanks to the accessible style used, readers only need a basic command of calculus.

Mathematical Analysis, Approximation Theory and Their Applications

Автор: Rassias
Название: Mathematical Analysis, Approximation Theory and Their Applications
ISBN: 3319312790 ISBN-13(EAN): 9783319312798
Издательство: Springer
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Цена: 23058.00 р.
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Описание: Designed for graduate students, researchers, and engineers in mathematics, optimization, and economics, this self-contained volume presents theory, methods, and applications in mathematical analysis and approximation theory. Specific topics include: approximation of functions by linear positive operators with applications to computer aided geometric design, numerical analysis, optimization theory, and solutions of differential equations. Recent and significant developments in approximation theory, special functions and q-calculus along with their applications to mathematics, engineering, and social sciences are discussed and analyzed. Each chapter enriches the understanding of current research problems and theories in pure and applied research.


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