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Science of algorithmic trading and portfolio management / Robert Kissell. Ph.D.

By: Publisher: Amsterdam : Academiress is an imprint of Elsevier, 2014Description: xviii, 473 pages ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780124016897
Subject(s): DDC classification:
  • 658. .K61
Summary: "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.
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Holdings
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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