Maximum Adverse Excursion: Analyzing Price Fluctuations for Trading ManagementISBN: 978-0-471-14152-5
Hardcover
176 pages
January 1997
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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The Idea.
Defining Max Adverse Excursion.
Displaying MAE.
Defining Profit by Bin.
Impact of Volatility Changes.
Runs Effects.
Martingales.
Trading Management.
Appendices.
Index.
Defining Max Adverse Excursion.
Displaying MAE.
Defining Profit by Bin.
Impact of Volatility Changes.
Runs Effects.
Martingales.
Trading Management.
Appendices.
Index.