Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780470175460

Contents : 1.Contents
2.Preface
3.Foreword
4.Acknowledgments
5.Monte Carlo or Bust
6.Statistical Arbitrage
7.Structural Models
8.Law of Reversion
9.Gauss Is Not the God of Reversion
10.Interstock Volatility
11.Quantifying Reversion Opportunities
12.Nobel Difficulties
13.Trinity Troubles
14.Arise Black Boxes
15.Statistical Arbitrage Rising
16.Bibliography
17.Index

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque