FINANCIAL TRADING AND MARKET MICRO-STRUCTURE. MGT 4850 Spring 2011 University of Lethbridge. Topics. The power of Numbers Quantitative Finance Risk and Return Asset Pricing Risk Management and Hedging Volatility Models Matrix Algebra. MATRIX ALGEBRA. Definition Row vector
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FINANCIAL TRADING AND MARKET MICRO-STRUCTURE
University of Lethbridge
these matrices have the same size, and for each index pair (i, j), aij = bij , Matrices
that is, corresponding entries of A and B are equal.
Portfolio variance ΓTS Γ (S var/cov matrix)