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  |