Portfolio management formulas : mathematical trading methods for the futures, options, and stock markets
| 000 | 01037pamuu2200313 a 4500 | |
| 001 | 000045345124 | |
| 005 | 20070430144705 | |
| 008 | 900226s1990 nyua b 001 0 eng | |
| 010 | ▼a 90012145 | |
| 015 | ▼a GB92-41822 | |
| 020 | ▼a 0471527564 | |
| 020 | ▼a 9780471527565 | |
| 035 | ▼a (KERIS)BIB000001074467 | |
| 040 | ▼a 211048 ▼c 211048 ▼d 211009 | |
| 050 | 0 0 | ▼a HG6046 ▼b .V56 1990 |
| 082 | 0 0 | ▼a 332.64/5 ▼2 22 |
| 090 | ▼a 332.645 ▼b V767p | |
| 100 | 1 | ▼a Vince, Ralph , ▼d 1958-. |
| 245 | 1 0 | ▼a Portfolio management formulas : ▼b mathematical trading methods for the futures, options, and stock markets / ▼c Ralph Vince. |
| 260 | ▼a New York : ▼b Wiley , ▼c c1990. | |
| 300 | ▼a xxv, 253 p. : ▼b ill. ; ▼c 24 cm. | |
| 440 | 0 | ▼a Wiley finance editions |
| 504 | ▼a Includes bibliographical references (p. 246-247) and index. | |
| 650 | 0 | ▼a Commodity futures. |
| 650 | 0 | ▼a Futures. |
| 650 | 0 | ▼a Options (Finance) |
| 653 | 0 | ▼a Commodity markets ▼a Econometric models |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.645 V767p | 등록번호 121145059 (1회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
Explores two neglected mathematical tools essential for competing successfully in today's frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns (diversification), which shows not only which markets and systems to trade, but how to diversify with respect to trading the right quantities for each market. By using these lesser known tools in conjunction with the more popular trade/system selection tools, readers will see mathematically how success in the markets can be achieved, and how ``success'' without using all three is most likely incidental. In addition, non-stationary distribution of profits and losses and drawdowns are incorporated into the discussions to expose traders to the highs and lows of commodities markets and how best to leverage their assets.
정보제공 :
목차
The Random Process and Gambling Theory.
Systems and Optimization.
Reinvestment of Returns and Geometric Growth Concepts.
Optimal Fixed Fractional Trading.
Risk of Ruin.
The Total Portfolio Approach.
Covering the Periphery.
Appendices.
Bibliography and Suggested Reading.
Index.
정보제공 :