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Multi-Period Trading via Convex Optimization - Stephen Boyd - Bog

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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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781680833287
  • Indbinding:
  • Paperback
  • Sideantal:
  • 88
  • Udgivet:
  • 8. August 2017
  • 2-3 uger.
  • 8. Oktober 2024

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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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