Описание: Trading Rules that Work provides a blueprint for trading success by introducing readers to a set of rules that work for many styles of trading, risk tolerance, and emotional makeup. It details 28 positive rules for traders to follow and debunks numerous market aphorisms, such as buy low/sell high and dona t follow the crowd.
Автор: Davis Mark H A Название: Risk-sensitive Investment Management ISBN: 9814578045 ISBN-13(EAN): 9789814578042 Издательство: World Scientific Publishing Рейтинг: Цена: 8554 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.
This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes.
With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management.
This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful.
Описание: Financial World Publishing has developed a series of dictionaries on international banking and finance. As the publishing imprint of an educational institute that delivers and administers professional finance qualifications at a variety of levels around the world, they appreciate the need for and are able to deliver simplified explanations of terms in use within the global financial system for students and practitioners alike. Their range of dictionaries has been developed with an international audience in mind, and each provides succinct, clear explanations. This diconary provides a summary of terms applicable to investing in financial markets around the world. For the broker, investor, company accountant, fund manager and private investor this volume provides an explanation of all main stock market terms, indices and regulations. It includes terms in the field of personal finance as well as stocks and shares.
Описание: Analyzes investment vanes, from stock indexes to measures of housing affordably to leading economic reports. This book helps reader learn what these measures are, who is compiling them, where they are easily found, and how they can or cannot be used to guide investment decisions. It provides reliable explanations for various everyday terms.
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