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Mathematical Techniques in Financial Market Trading

文件格式:Pdf 可复制性:可复制 TAG标签: Mathematical Techniques Financial Market Trading 点击次数: 更新时间:2009-10-09 16:21
介绍

Title:Mathematical Techniques in Financial Market Trading
     Author:Don K. Mak
     Edition:April 20, 2006
     Format:High Quality pdf Non-scanned Version
     Pages:320 pages
     Publisher:World Scientific Publishing Company
     Reference:http://www.amazon.com/Mathematical-Techniques-Financial-Market-Trading/dp/9812566996
     Note: Financial Engineering on Trading Reading for Graduates

Table of Contents
     1 Introduction 1
     2 Scientific review of the financial market 3
     3 Causal low pass filters 13
     4 Reduced lag filters 28
     5 Causal wavelet filters 44
     6 Instantaneous frequency 66
     7 Phase 79
     8 Causal high pass filters 97
     9 Skipped convolution 132
     10 Trading tactics 141
     11 Trading system 159
     12 Money management - time independent case 178
     13 Money management - time dependent case 187
     14 The reality of trading 209
     App. 1 Sinc functions 213
     App. 2 Modified low pass filters 216
     App. 3 Frequency 222
     App. 4 Higher order polynomial high pass filters 234
     App. 5 MATLAB programs for money management 245

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