Mathematical Techniques in Financial Mar

Mathematical Techniques in Financial Mar

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Format E-Bok
Filformat PDF
Utgivelsesår 2006
Forlag World Scientific Publishing Co
Språk Engelsk
ISBN 9789812774064
Sider 320
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Om Mathematical Techniques in Financial Mar

The present book contains much more materials than the author's previous book The Science of Financial Market Trading. Spectrum analysis is again emphasized for the characterization of technical indicators employed by traders and investors. New indicators are created. Mathematical analysis is applied to evaluate the trading methodologies practiced by traders to execute a trade transaction. In addition, probability theory is employed to appraise the utility of money management techniques.The book: identifies the faultiness of some of the indicators used by traders and accentuates the potential of wavelets as a trading tool; describes the scientific evidences that the market is non-random, and that the non-randomness can vary with respect to time; demonstrates the validity of the claim by some traders that, with good money management techniques, the market is still profitable even if it were random; and analyzes why a popular trading tactic has a good probability of success and how it can be improved. Contents:Scientific Review of the Financial MarketCausal Low Pass FiltersReduced Lag FiltersCausal Wavelet FiltersInstantaneous FrequencyPhaseCausal High Pass FiltersSkipped ConvolutionTrading TacticsTrading SystemMoney Management — Time Independent CaseMoney Management — Time Dependent CaseThe Reality of TradingAppendices:Sinc FunctionsModified Low Pass FiltersFrequencyHigher Order Polynomial High Pass FiltersMATLAB Programs for Money ManagementReadership: Undergraduates, graduate students, academics, professionals and the general public interested in mathematical finance and computational methods for economics and finance.


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