Science of algorithmic trading and portfolio management / Robert Kissell. Ph.D.
Publisher: Amsterdam : Academiress is an imprint of Elsevier, 2014Description: xviii, 473 pages ; 24 cmContent type:- text
- unmediated
- volume
- 9780124016897
- 658. .K61
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Print Materials | Graduate School Library Master in Business Administration | 332.6 .K61 2014 (Browse shelf(Opens below)) | Available | 0114324 |
"First published in 2014."
Includes bibliographical references (pages 453-463) and index.
"As the first author to discuss algorithmic trading across the various asset classes, Robert Kissell, Ph.D provides key insights into ways to develop, test, and build trading algorithms. He summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. He shows readers the underlying details and mathematics required to develop, build and test customized algorithms, providing them with advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques." -- Provided by publisher.
Text in English.
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