Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | 332.60285 VEL (Browse shelf) | Available | 033770 |
332.6 QIA Portfolio rebalancing | 332.60151 ROS Elementary introduction to mathematical finance | 332.60151 YIN Mathematics of finance | 332.60285 VEL Algorithmic trading and quantitative strategies | 332.60683 GRO Chasing stars : the myth of talent and the portability of performance | 332.6092 LOO Tap dancing to work : Warren Buffett on practically everything, 1966-2012 : a Fortune magazine book | 332.6092 LOW Buffett : the making of an American capitalist |
Includes bibliographical references and index.
Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.
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