Stochastic Control Approach To Futures Trading
Tim Siu-tang Leung · Yang Zhou
Nov 2024 · Modern Trends In Financial Engineering Buku 4 · World Scientific
eBook
176
Halaman
family_home
Memenuhi syarat
info
reportRating dan ulasan tidak diverifikasi Pelajari Lebih Lanjut
Tentang eBook ini
Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price dynamics. Managed futures portfolios and commodity trading advisors (CTAs), with hundreds of billions under management, are major parts of the hedge fund industry.This book presents a unique stochastic control approach to dynamic futures trading. Multiple stochastic models are designed to capture the salient features of various market regimes and dynamics. They are useful for pricing futures contracts and building futures portfolios. The authors analyze the mathematical problems associated with futures trading problems in different market environments. A series of numerical examples are presented to illustrate the optimal trading strategies. In addition, analytic formulas and numerical methods are provided for fast implementation. The book is useful for practitioners interested in futures trading as well as graduate students and researchers in Quantitative Finance.
Beri rating eBook ini
Sampaikan pendapat Anda.
Informasi bacaan
Smartphone dan tablet
Instal aplikasi Google Play Buku untuk Android dan iPad/iPhone. Aplikasi akan disinkronkan secara otomatis dengan akun Anda dan dapat diakses secara online maupun offline di mana saja.
Laptop dan komputer
Anda dapat mendengarkan buku audio yang dibeli di Google Play menggunakan browser web komputer.
eReader dan perangkat lainnya
Untuk membaca di perangkat e-ink seperti Kobo eReaders, Anda perlu mendownload file dan mentransfernya ke perangkat Anda. Ikuti petunjuk Pusat bantuan yang mendetail untuk mentransfer file ke eReaders yang didukung.
