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Author: Tim Leung (Professor of industrial engineering)
Publisher: World Scientific
ISBN: 9814725927
Category : Business & Economics
Languages : en
Pages : 221
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Book Description
"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."--
Author: Tim Leung (Professor of industrial engineering)
Publisher: World Scientific
ISBN: 9814725927
Category : Business & Economics
Languages : en
Pages : 221
Get Book Here
Book Description
"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."--
Author: Tim Siu-tang Leung
Publisher: World Scientific
ISBN: 9814725935
Category : Business & Economics
Languages : en
Pages : 221
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Book Description
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.
Author: Mitsuru Kodama
Publisher: World Scientific
ISBN: 1908979496
Category : Business & Economics
Languages : en
Pages : 285
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Book Description
With the development of information technology in recent years, there is a growing need to merge different technologies and services, to develop products, services and business models that span different industries. Corporations must have processes through which they can access share, and integrate diverse knowledge. In this book, the author proposes a dynamic yet practical method for project leaders to integrate diverse knowledge distributed on projects network to develop new products, services and business models. Case studies on companies such as Vodafone, SHARP, Mitsubishi Electric, Canon, Sony, Matsushita Electric are considered. The book can be used by high-tech organizations from the standpoint of project management or team management for innovation./a
Author: Daniel Wallach
Publisher: Academic Press
ISBN: 0444594469
Category : Business & Economics
Languages : en
Pages : 504
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Book Description
This second edition of Working with Dynamic Crop Models is meant for self-learning by researchers or for use in graduate level courses devoted to methods for working with dynamic models in crop, agricultural, and related sciences. Each chapter focuses on a particular topic and includes an introduction, a detailed explanation of the available methods, applications of the methods to one or two simple models that are followed throughout the book, real-life examples of the methods from literature, and finally a section detailing implementation of the methods using the R programming language. The consistent use of R makes this book immediately and directly applicable to scientists seeking to develop models quickly and effectively, and the selected examples ensure broad appeal to scientists in various disciplines. - 50% new content – 100% reviewed and updated - Clearly explains practical application of the methods presented, including R language examples - Presents real-life examples of core crop modeling methods, and ones that are translatable to dynamic system models in other fields
Author: Anatoly B. Schmidt
Publisher: John Wiley & Sons
ISBN: 1118093658
Category : Business & Economics
Languages : en
Pages : 195
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Book Description
An informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, shaped by the forces of technology, globalization, and market innovations to name a few. In order to operate effectively in today's markets, you need more than just the motivation to succeed, you need a firm understanding of how modern financial markets work and what professional trading is really about. Dr. Anatoly Schmidt, who has worked in the financial industry since 1997, and teaches in the Financial Engineering program of Stevens Institute of Technology, puts these topics in perspective with his new book. Divided into three comprehensive parts, this reliable resource offers a balance between the theoretical aspects of market microstructure and trading strategies that may be more relevant for practitioners. Along the way, it skillfully provides an informative overview of modern financial markets as well as an engaging assessment of the methods used in deriving and back-testing trading strategies. Details the modern financial markets for equities, foreign exchange, and fixed income Addresses the basics of market dynamics, including statistical distributions and volatility of returns Offers a summary of approaches used in technical analysis and statistical arbitrage as well as a more detailed description of trading performance criteria and back-testing strategies Includes two appendices that support the main material in the book If you're unprepared to enter today's markets you will underperform. But with Financial Markets and Trading as your guide, you'll quickly discover what it takes to make it in this competitive field.
Author: Norsidah Ujang
Publisher: Springer Nature
ISBN: 3030635678
Category : Science
Languages : en
Pages : 268
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Book Description
This book focuses on the ways in which resiliency can foster the transformation of cities. There is a growing need for our cities to be transformed into “smart” cities; in this regard, tremendous efforts are called for in order to face the environmental challenges that play a major role in the creation or transformation of cities and environments. This book covers a broad range of applications and approaches that are “smart” and “resilient,” which, when combined, offer much more flexibility concerning the future of our cities. Consequently, this simple combination, which is producing sweeping changes around the globe, has attracted considerable attention from scholars and decision-makers alike.
Author: Georgios M. Kontogeorgis
Publisher: John Wiley & Sons
ISBN: 9780470747544
Category : Technology & Engineering
Languages : en
Pages : 710
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Book Description
Using an applications perspective Thermodynamic Models for Industrial Applications provides a unified framework for the development of various thermodynamic models, ranging from the classical models to some of the most advanced ones. Among these are the Cubic Plus Association Equation of State (CPA EoS) and the Perturbed Chain Statistical Association Fluid Theory (PC-SAFT). These two advanced models are already in widespread use in industry and academia, especially within the oil and gas, chemical and polymer industries. Presenting both classical models such as the Cubic Equations of State and more advanced models such as the CPA, this book provides the critical starting point for choosing the most appropriate calculation method for accurate process simulations. Written by two of the developers of these models, Thermodynamic Models for Industrial Applications emphasizes model selection and model development and includes a useful “which model for which application” guide. It also covers industrial requirements as well as discusses the challenges of thermodynamics in the 21st Century.
Author: Caroline L. Davey
Publisher: Routledge
ISBN: 1317152646
Category : Business & Economics
Languages : en
Pages : 147
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Book Description
Design Against Crime will aid the design profession to meet the challenges presented by the competing needs and complex systems around crime and security. It proposes that designers should use their creative talents to develop innovative solutions to security problems that contribute to the ongoing fight against crime. The authors first explain the design against crime approach to security and security. They go on to provide practical advice on addressing crime and insecurity within the design process and offer practical examples of design being applied to security and safety. They also examine crime victimisation from a global perspective, highlighting the benefits worldwide of reducing opportunities for crime, including issues of national security, such as terrorism and natural disasters. A design-led, human-centred approach provides a way forward that is both aspirational and practical. The book is aimed primarily at design professionals, educators and students interested in safety and security, from all design disciplines, including product design, architecture, service design and communication design. The book should also be read by crime prevention experts, planners, local authorities, managers of urban environments and policymakers.
Author: Paulo Jorge da Silva Bartolo
Publisher: CRC Press
ISBN: 0415684188
Category : Technology & Engineering
Languages : en
Pages : 870
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Book Description
Innovative Developments in Virtual and Physical Prototyping presents essential research in the area of Virtual and Rapid Prototyping. The volume contains reviewed papers presented at the 5th International Conference on Advanced Research in Virtual and Rapid Prototyping, hosted by the Centre for Rapid and Sustainable Product Development of the Polytechnic Institute of Leiria, Portugal, from September 28 to October 1, 2011. A wide range of topics is covered, such as CAD and 3D Data Acquisition Technologies, Additive and Nano Manufacturing Technologies, Rapid Tooling & Manufacturing, Biomanufacturing, Materials for Advanced Manufacturing Processes, Virtual Environments and Simulation, Applications of Virtual and Physical Prototyping Technologies. Innovative Developments in Virtual and Physical Prototyping is intended for engineers, designers and manufacturers who are active in the areas of mechanical, industrial and biomedical engineering.
Author: Neville Morley
Publisher: Routledge
ISBN: 1134709838
Category : History
Languages : en
Pages : 258
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Book Description
Ancient History: Key Themes and Approaches is a sourcebook of writings on ancient history. It presents over 500 of the most important stimulating and provocative arguments by modern writers on the subject, and as such constitutes an invaluable reference resource. The first section deals with different aspects of life in the ancient world, such as democracy, imperialism, slavery and sexuality, while the second section covers the ideas of key ancient historians and other writers on classical antiquity. Overall this book offers an invaluable introduction to the most important ideas, theories and controversies in ancient history, and a thought-provoking survey of the range of views and approaches to the subject.
