Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD point 990 Ft DPD courier 1 190 Ft GLS point 1 190 Ft Hungarian Post 1 795 Ft Hungarian Post 1 690 Ft Hungarian Post 1 690 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft GLS courier 1 690 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Arbitrage Detection: Simulation-Based Approach

Name: Arbitrage Detection: Simulation-Based Approach
Brand: LAP Lambert Academic Publishing
SKU: 13411752
Price: 17741 HUF
Availability: InStock
Author: Reza Habibi
ISBN: 9783659891816

Reza Habibi

Language

English

Book Paperback

Libristo code: 13411752

Publishers LAP Lambert Academic Publishing, June 2016

This book considers the simulation-based approaches to arbitrage detection. A random weight approach... Full description

Libristo code: 13411752

119 b

17 741 Ft

In stock at our supplier Shipping in 5-8 days

Up to 30 days for returns

Customers also purchased

Die Migrane: Und Der Umschriebene Gesichtsschwund (1894) Paul Julius Mobius

Paperback

9 777 Ft

L Gumsoda Instit Ta Tiesisk Regul Juma Probl Mas Latvij Valdis Freimanis

Paperback

11 632 Ft

Diseno de Conjuntos Habitacionales Multifamiliares Jannyne Borja

Paperback

11 632 Ft

Manos Sanadoras Divinas: Experimenta el poder divino para sanarte a ti mismo, sanar a los animales, a la naturaleza y para transformar toda la Y. Maestro Zhi Gang Sha

Paperback

8 261 Ft

Ważne, nieważne Kwiatkowski Tadeusz

Hardback

7 020 Ft

Muži v zbrani Terry Pratchett

Paperback

4 357 Ft

Krhútská kronika Ervín Hrych; Pavel Weigel

Hardback

3 248 Ft

Hohe Freunde: Novelle Aus Der Jugendzeit Des Klassischen Weimar (1862) Robert Heller

Paperback

12 350 Ft

Podstawy chemii nieorganicznej Tom 1 Bielański Adam

Paperback

10 287 Ft

Zeittafel und Register zu Curtius griechischer Geschichte Ernst Curtius

Paperback

5 854 Ft

Santo Ant?o Cabo Verde Tourist Map 1:55300 Edition Belavista

Map

3 965 Ft

Judith Butler : pensamiento en acción VICKI KIRBY

Paperback

8 606 Ft

HOTWIRE Simon Ings

Paperback

5 061 Ft

Arbeitshefte W II 3 und W II 4 Marie-Luise Haase

Hardback

182 738 Ft

Laserbasierte Herstellung nanokeramischer Verschleißschutzschichten auf temperaturempfindlichen Substraten Dominik Hawelka

Paperback

13 714 Ft

Johann Wolfgang Von Goethe: Le Divan D'Orient Et D'Occident (West-Ostlicher Divan) Johann Wolfgang Goethe

Paperback

24 553 Ft

EUFORIA LILY KING

Paperback

8 771 Ft

Neue Studien uber die Trennung der morgenlandischen Joseph Hergenröther

Paperback

4 235 Ft

Die Sozioprudenz des Verführens. Kierkegaards "Tagebuch des Verführers" Tim Huyeng

Paperback

6 406 Ft

Leopoldina K. von Fritsch

Paperback

6 826 Ft

Funktionsfaehigkeit Des Wettbewerbs Auf Maerkten Des Faehrverkehrs Gernot Tesch

Paperback

33 980 Ft

Küresel Adalet Ernesto Che Guevara

Paperback

3 234 Ft

La bicicleta : su mantenimiento y repación paso a paso Rob va der Plas

Paperback

11 335 Ft

Slayers Evolution-R KANZAKA

Paperback

3 876 Ft

This book considers the simulation-based approaches to arbitrage detection. A random weight approach is introduced for construction of pairs trading strategies. First, condition for market neutrality of portfolio is considered then, the probability of attaining the profit is maximized. The portfolio contains long position in random units of first asset and random units of another asset in short position. Strategies are given and their performances are evaluated throughout some examples.