Maximum adverse excursion
Subtitle: analyzing price fluctuations for trading management
By: John Sweeney.
Series: Wiley trader's advantage series
Publisher: J. Wiley
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 160
Subjects: Investment analysis -- Mathematical models.; Securities -- Prices -- Mathematical models.; Risk management -- Mathematical models.
Notes: Includes bibliographical references and index.