Knowledge management is essential to modern organizations. Due to the information overload problem, mangers are facing critical challenges in utilizing the data in the organizations. Although several automated tools have been applied, previous applications often deem knowledge items independent...

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