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Pairs Trading: Quantitative Methods and Analysis

ISBN: 978-0-471-46067-1
Hardcover
224 pages
August 2004
List Price: US $130.00
Government Price: US $69.36
Enter Quantity:   Buy
Pairs Trading: Quantitative Methods and Analysis (0471460672) cover image
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.

Ganapathy Vidyamurthy has been working in the financial markets for nearly a decade. During this time, he created the entire risk management software infrastructure for RBC Dominion Securities in New York, and built valuation models and automated execution strategies for UBS Warburg and JP Morgan Fleming. He is currently the principal of Himalaya Consulting. Beyond finance, Mr. Vidyamurthy’s interests range from discrete optimization to algorithmic music composition–a field in which he is often cited. Mr. Vidyamurthy has a master’s degree in electrical communication engineering from the Indian Institute of Science and a master’s degree from the Courant Institute of Mathematical Sciences of New York University.
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