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The Mathematics of Money Management: Risk Analysis Techniques for Traders

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The Mathematics of Money Management: Risk Analysis Techniques for Traders - Vince, Ralph
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Permits traders in the futures, options and stock markets to create profitable trading formulas based on the rules of probability and modern portfolio theory. Shows how to develop and utilize key formulas which minimize losses, maximize profits and avoid excessive risk. Reintroduces the idea of "optimal-f" and its use in weighing and assigning values to the components of a trader's portfolio. Includes a computer program for immediate hands-on usage of techniques described.

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The Mathematics of Money Management: Risk Analysis Techniques for Traders 1992, Wiley, New York, NY

ISBN-13: 9780471547389

Hardcover