Maximum adverse excursion : analyzing price fluctuations for trading management

Author(s)

• Sweeney, John

Bibliographic Information

Maximum adverse excursion : analyzing price fluctuations for trading management

John Sweeney

（Wiley trader's advantage series / series editor, Perry J. Kaufman）

J. Wiley, c1997

Note

Includes index

Details

• NCID: BA39556440
• ISBN:
  • 0471141526
• LCCN: 96029431
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xiv, 160 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.15
  • LCC : HG4529
  • DC20 : 332.64/01/51
• Subject Headings:
  • LCSH : Investment analysis -- Mathematical models
  • LCSH : Securities -- Prices -- Mathematical models
  • LCSH : Risk management -- Mathematical models
• Parent Bibliography ID:
  • BA20652584