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Multi-Period Trading via Convex Optimization

Bag om Multi-Period Trading via Convex Optimization

Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781680833287
  • Indbinding:
  • Paperback
  • Sideantal:
  • 88
  • Udgivet:
  • 8. august 2017
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 6. december 2024

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Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.

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