LIBRISTO
LIBROAMANTO
mandatory
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
0
Free delivery for purchases over 19 990 Ft
DPD courier 1 190 Ft Post 1 795 Ft Post 1 690 Ft Post 1 690 Ft GLS point 1 390 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft DPD point 990 Ft GLS courier 1 790 Ft

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

Arbitrage Detection: Simulation-Based Approach

Language EnglishEnglish
Book Paperback
Book Arbitrage Detection: Simulation-Based Approach Reza Habibi
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
? points 130 b
18 965 Ft
In stock at our supplier Shipping in 5-8 days

30-day return policy


Customers also purchased


Ważne, nieważne Kwiatkowski Tadeusz / Book Hardback
common.buy 6 673 Ft
Top
Muži v zbrani Terry Pratchett / Book Paperback
common.buy 4 259 Ft
Podstawy chemii nieorganicznej Tom 1 Bielański Adam / Book Paperback
common.buy 9 584 Ft
Santo Ant?o Cabo Verde Tourist Map 1:55300 Edition Belavista / Printed items Map
common.buy 4 227 Ft
Neue Studien uber die Trennung der morgenlandischen Joseph Hergenröther / Book Paperback
common.buy 4 536 Ft
Leopoldina K. von Fritsch / Book Paperback
common.buy 7 286 Ft
Küresel Adalet Ernesto Che Guevara / Book Paperback
common.buy 3 161 Ft
Slayers Evolution-R KANZAKA / Book Paperback
common.buy 3 835 Ft
Escritos de avanguardia Daniil Charms / Book Paperback
common.buy 5 487 Ft
Judith Butler : pensamiento en acción VICKI KIRBY / Book Paperback
common.buy 8 472 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.

Actress & Polyglot
EWA KASP for
Play video
Ewa Kasp
Libristo has the largest selection of foreign-language books. That’s why I buy my books there.

About the book

Full name Arbitrage Detection: Simulation-Based Approach
Author Reza Habibi
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 92
EAN 9783659891816
ISBN 3659891819
Libristo code 13411752
Weight 153
Dimensions 150 x 220 x 6
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's address

You might also be interested in


Folio Ronnie Scott / Book Hardback
common.buy 65 220 Ft
The Ureter H. Bergman / Book Hardback
common.buy 32 209 Ft
Weapons of a Praying Mother that Avails Praying Mother Kimberly Frye / Book Paperback
common.buy 5 694 Ft
The Seven Love Letters of Jesus Pastor Steve Berger / Book Paperback
common.buy 3 950 Ft
Mystery in the High Cascades Mark Owen / Book Paperback
common.buy 2 926 Ft
Emilio Pettoruti Edward J. Sullivan / Book Hardback
common.buy 25 490 Ft
Top
Tiamat's Wrath James S. A. Corey / Book Paperback
common.buy 4 125 Ft
Top
I Have No Mouth and I Must Scream Harlan Ellison / E-book Adobe ePub DRM
common.buy 3 895 Ft
Royal Events Jennifer Laing / Book Paperback
common.buy 24 189 Ft
A to Z of the Philippines Artemio R. Guillermo / Book Paperback
common.buy 25 739 Ft
Couchbase Essentials John Zablocki / Book Paperback
common.buy 13 170 Ft
Top
Numicon: 80 Coloured Pegs Oxford University Press / Game/Toy Game
common.buy 5 736 Ft

Login

Log in to your account. Don't have a Libristo account? Create one now!

 
mandatory
mandatory

Don’t have an account? Discover the benefits of having a Libristo account!

With a Libristo account, you'll have everything under control.

Create a Libristo account