Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization - Stephen Boyd - Books - now publishers Inc - 9781680833287 - August 8, 2017
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Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization

Stephen Boyd

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Multi-Period Trading via Convex Optimization - Foundations and Trends in Optimization

Multi-Period Trading via Convex Optimization collects in one place the basic definitions, 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.


88 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 8, 2017
ISBN13 9781680833287
Publishers now publishers Inc
Pages 88
Dimensions 140 g

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