Stochastic Control Approach to Futures Trading
Regular price
$82.27 USD
Regular price
$91.42 USD
Sale price
$82.27 USD
Unit price
per
You save $9.15 USD (10%)
In stock — Ships within 1–2 business days
Format
Print Book
Currently viewing
Hardcover
$82.27 USD
$91.42 USD
Secure CheckoutYour data is protected
Fast U.S. ShippingShips within 1–2 business days
Authentic Titles100% Genuine Books
Book Overview Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe ev...
Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price dynamics. Managed futures portfolios and commodity trading advisors (CTAs), with hundreds of billions under management, are major parts of the hedge fund industry.
This book presents a unique stochastic control approach to dynamic futures trading. Multiple stochastic models are designed to capture the salient features of various market regimes and dynamics. They are useful for pricing futures contracts and building futures portfolios. The authors analyze the mathematical problems associated with futures trading problems in different market environments. A series of numerical examples are presented to illustrate the optimal trading strategies. In addition, analytic formulas and numerical methods are provided for fast implementation. The book is useful for practitioners interested in futures trading as well as graduate students and researchers in Quantitative Finance.
Book Details Format: Hardcover | Pages: 150 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9811282749
FormatHardcover
Pages150
LanguageEnglish
ISBN9811282749
EAN9789811282744
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date2024-12-05
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight0.89 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.44 Inches
Shipping & Returns Fast, reliable shipping and easy returns on eligible items.
Most orders ship within 1–2 business days with fast, reliable U.S. delivery.
Eligible items can be returned within 30 days in line with our store return policy.
Why shop with AlbakiReads
Fresh Inventory from Major Publishers
Sourced through trusted book distributors, with fresh titles added regularly.
Secure Checkout
Your payment information is encrypted and protected every step of the way.
Fast U.S. Shipping
Most orders ship within 1–2 business days.
Books for Every Kind of Reader
From page-turners to timeless classics—find your next favorite read.
