Multi-Period Trading Via Convex Optimization

Now Publishers Inc
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9781680833287
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ISBN13:
9781680833287
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This monograph collects in one place the basic de?nitions, 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.


  • | Author: Stephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Spethmann
  • | Publisher: Now Publishers Inc
  • | Publication Date: Aug 08, 2017
  • | Number of Pages: 92 pages
  • | Language: English
  • | Binding: Paperback
  • | ISBN-10: 1680833286
  • | ISBN-13: 9781680833287
Author:
Stephen Boyd, Enzo Busseti, Steven Diamond, Ronald N. Kahn, Kwangmoo Koh, Peter Nystrup, Jan Spethmann
Publisher:
Now Publishers Inc
Publication Date:
Aug 08, 2017
Number of pages:
92 pages
Language:
English
Binding:
Paperback
ISBN-10:
1680833286
ISBN-13:
9781680833287