Pairs Trading

Pairs Trading

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qWritten in an easy, accessible style, the book is a seamless blend of ideas ranging from econometrics, control theory, and operations research to core financial theories like arbitrage pricing theory and the theory of contingent claims. It is organized in three information-packed parts. Part I sets the context for the rest of the book by introducing material on key topics including time series, factor models, and Kalman filtering.q--Jacket.Quantitative Methods and Analysis Ganapathy Vidyamurthy ... probahilities, 172 Risk on portfolio, calculating, 44-47 r-squared measure, 105 Ross, Stephen A., 39 Rubbermaid Corporation, 180 ... 142 Target stock, 144 Target stock quantity, 154 Tartaglia, Nunzio, 73, 74 Technical analysis, 53, 54, 198 Tender offer, 139- 140anbsp;...

Title:Pairs Trading
Author:Ganapathy Vidyamurthy
Publisher:John Wiley & Sons - 2004-08-30


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