Unified Theories in Finance (Paperback) (ISBN-13: 9780244373153)

This book provides a new framework for asset dynamics modelling. Known models are naturally parametrized and new models of increasing sophistication emerge. The theory provides for an internally consistent framework that results to interrelated dynamics across all asset classes. Hence once the exogenously specified "chaos parameters" are chosen, dynamics for equity, foreign exchange pairs, interest rates and the like are all simultaneously being produced, therefore eliminating the need for a separate ad hoc choice for each. Applications to non linear asset pricing and delta one algorithmic trading strategies are being discussed and basic examples are provided.

Author: Avraam Rafailidis
ISBN-10: 0244373159
ISBN-13: 9780244373153
Publisher: Lulu.com
Language: English
Published: 04/02/2018
Pages: 94
Format: Paperback
Weight: 0.54lbs
Size: 11.69h x 8.27w x 0.19d