Title Mathematical techniques in financial market trading / Don K. Mak

Published New Jersey : World Scientific Publishing, 2006

Copies

Location	Call no.	Vol.	Availability
MELB	332.6401513 Mak/Mti		AVAILABLE

Description 304 pages : illustrations ; 24 cm Contents 1. Introduction -- 2. Scientific review of the financial market -- 3. Causal low pass filters -- 4. Reduced lag filters -- 5. Causal wavelet filters -- 6. Instantaneous frequency -- 7. Phase -- 8. Causal high pass filters -- 9. Skipped convolution -- 10. Trading tactics -- 11. Trading system -- 12. Money management - time independent case -- 13. Money management - time dependent case -- 14. The reality of trading -- App. 1. Sinc functions -- App. 2. Modified low pass filters -- App. 3. Frequency -- App. 4. Higher order polynomial high pass filters -- App. 5. MATLAB programs for money management Bibliography Includes bibliographical references and index Subject Investments -- Mathematics. Finance -- Mathematical models. Speculation -- Mathematical models. LC no. 2006040528 ISBN 9812566996 alkaline paper

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