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Record Nr. |
UNINA9910830613903321 |
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Autore |
Ye Gewei <1971-> |
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Titolo |
High-frequency trading models [[electronic resource] /] / Gewei Ye |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley & Sons, c2011 |
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ISBN |
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1-119-20172-1 |
1-283-02551-5 |
9786613025517 |
0-470-92584-1 |
0-470-92582-5 |
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Descrizione fisica |
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1 online resource (xiv, 322 pages) : illustrations |
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Collana |
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Disciplina |
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Soggetti |
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Investment analysis |
Speculation - Mathematical models |
Portfolio management - Mathematical models |
Financial engineering |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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pt. 1. Revenue models of high-frequency trading -- pt. 2. Theoretical models as foundation of computer algos for high-frequency trading -- pt. 3. A unique model of sentiment asset pricing engine for portfolio management -- pt. 4. New models of high-frequency trading. |
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