Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization - Stephen Boyd - Bøker - now publishers Inc - 9781680833287 - 8. august 2017
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Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization

Stephen Boyd

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Multi-Period Trading via Convex Optimization - Foundations and Trends in 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.


88 pages

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 8. august 2017
ISBN13 9781680833287
Utgivere now publishers Inc
Antall sider 88
Mål 140 g
Språk Engelsk  

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