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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management

Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management

Paperback

Investing & FinanceProbability & StatisticsProgramming

ISBN13: 9798313844978
Publisher: Independently Published
Published: Mar 12 2025
Pages: 394
Weight: 1.04
Height: 0.98 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

In modern financial markets, traditional models like Black-Scholes fail to capture the complexity of asset price movements, especially during periods of volatility and extreme events. Lévy processes offer a powerful alternative by extending Brownian motion to account for jump dynamics, heavy-tailed distributions, and market microstructure effects-making them essential for algorithmic traders, quants, and risk analysts.

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