OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS (Modern Trends in Financial Engineering)
Language: English
Published by World Scientific Publishing Company, 2015
Series: Book 1 of 4 - Modern Trends in Financial Engineering
- Hardcover
- New
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
AbeBooks seller since January 19, 2007
Condition: New
£ 94.32
Quantity: 3 available
Add to basketItem description from seller
pp. 224.
Seller Inventory # 372755345
- Title
- OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS (Modern Trends in Financial Engineering)
- Author
- Tim Leung; Xin Li
- Publisher
- World Scientific Publishing Company
- Publication year
- 2015
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 9814725919
- ISBN 13
- 9789814725910
- Series
- Book 1 of 4: Modern Trends in Financial Engineering
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.
"Synopsis" may belong to another edition of this title.
Majestic Books
Hounslow, United Kingdom
AbeBooks seller since January 19, 2007
Shipping rates from United Kingdom to U.S.A.
| Item | 14 to 45 business days | 5 to 10 business days |
|---|---|---|
| First item | £ 6.50 | £ 9.85 |
Payment methods
Store description
We specialise in General Interest Books from South Asian countries.
Specialty
Art, Economics, Buddhism, Religion, Sociology, PaintingSeller's business information
BOOKS AND PERIODICALS AGENCY LTD
Unit 4 Alice way,
Hounslow, United Kingdom TW3 3UD
Terms of sale
Returns accepted if you are not satisfied with the Service or Book.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Majestic Books, Hounslow, United Kingdom, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Best packaging and fast delivery