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Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index
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Professor Peter Ping Li has made important contribution to the promotion of indigenous management research in China in general and application of Chinese Yin-Yang philosophy to organizational paradox research in particular. However, his interpretation of Yin-Yang is incomplete and inaccurate....
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