Hakutulokset: Sarja Modern Trends in Financial Engineering
yhteensä 4 hakutulosta
Stochastic Drawdowns
Stochastic Drawdowns consists of some recent advances on Dr Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this …
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of …
Employee Stock Options: Exercise Timing, Hedging, And Valuation
Employee stock options (ESOs) are an integral component of compensation in the US. In fact, almost all S&P 500 companies grant options to their top executives, and the total value …
Applied Mathematical Programming For Business And Economics
This introductory/intermediate level textbook focuses on mathematical programming and its applications. It introduces basic linear programming — the easiest form of mathematical …