Yang provides a solid foundation to address the question of how to trade derivatives. He offers a systematic way of determining the optimal trading size under a

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financi

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today