ampampnbspOptimal Mean Reversion Trading Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of meanreverting price dynamics. It is selfcontained and organized in its presentation and provides rigorous mathematical analysis as well as computational methods for trading ETFs options futures on commodities or volatility indices and credit risk derivatives.This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of realworld examples. It extracts the mathematical problems from various trading approaches and scenarios but also addresses the practical aspects of trading problems such as model estimation risk premium risk constraints and transaction costs.