Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | 332.60285 VEL (Browse shelf) | Available | 033770 |
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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