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 |