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20110921093000.0 |
| 008 |
110621s2011 nju eng |
| 020 |
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|a 0470633735
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| 020 |
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|a 9780470633731
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| 050 |
0 |
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|a HG4529
|b .Y42 2011
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| 090 |
0 |
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|a HG4529
|b .Y42 2011
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| 100 |
1 |
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|a Ye, Gewei ,
|d 1971- ,
|e author
|
| 245 |
1 |
0 |
|a High-frequency trading models
|c Gewei Ye
|
| 260 |
|
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|a Hoboken, N.J. :
|b John Wiley & Sons ,
|c c2011
|
| 300 |
|
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|a xiv, 322 p. :
|b ill. ;
|c 24 cm.
|
| 490 |
1 |
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|a Wiley trading series
|
| 504 |
|
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|a Includes bibliographical references and index
|
| 505 |
0 |
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|a 1. High-frequency trading and existing revenue models -- 2. Roots of high-frequency trading in revenue models of investment management -- 3. History and future of high-frequency trading with investment management -- 4. Behavioral economics models on loss aversion -- 5. Loss aversion in option pricing: integrating two Nobel models -- 6. Expanding the size of options in option pricing -- 7. Multinomial models for equity returns -- 8. More multinomial models and signal detection models for risk propensity -- 9. Behavioral economics models on fund switching and reference prices -- 10. A unique model of sentiment asset pricing engine for portfolio management -- 11. SAPE for portfolio management-effectiveness and strategies -- 12. Derivatives -- 13. Technology infrastructure for creating computer algos -- 14. Creating computer algos for high-frequency trading
|
| 650 |
|
0 |
|a Financial engineering
|
| 650 |
|
0 |
|a Investment analysis
|
| 650 |
|
0 |
|a Portfolio management
|x Mathematical models
|
| 650 |
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0 |
|a Speculation
|x Mathematical models
|
| 999 |
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|a 1000141080
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|