Arbitrage Detection: Simulation-Based Approach - 6 Angebote vergleichen
Bester Preis: € 42,06 (vom 26.11.2019)1
Arbitrage Detection: Simulation-Based Approach
DE HC NWISBN: 9783659891816 bzw. 3659891819, in Deutsch, Lap Lambert Academic Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei innerhalb von Deutschland.
This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. Lieferzeit 1-2 Werktage.
This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. Lieferzeit 1-2 Werktage.
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Arbitrage Detection: Simulation-Based Approach
~EN NW ABISBN: 9783659891816 bzw. 3659891819, vermutlich in Englisch, neu, Hörbuch.
Lieferung aus: Deutschland, Lieferzeit: 5 Tage.
This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples.
This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples.
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Arbitrage Detection: Simulation-Based Approach
~EN PB NWISBN: 9783659891816 bzw. 3659891819, vermutlich in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Arbitrage Detection: Simulation-Based Approach: This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. Englisch, Taschenbuch.
Arbitrage Detection: Simulation-Based Approach: This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples. Englisch, Taschenbuch.
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Arbitrage Detection: Simulation-Based Approach (2016)
DE PB NW RPISBN: 9783659891816 bzw. 3659891819, in Deutsch, LAP Lambert Academic Publishing Jun 2016, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - 92 pp. Englisch.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - 92 pp. Englisch.
5
Symbolbild
Arbitrage Detection: Simulation-Based Approach (2016)
DE PB NW RPISBN: 9783659891816 bzw. 3659891819, in Deutsch, LAP LAMBERT Academic Publishing, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
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