Statistics and Data Analysis for Financial Engineering, Ruppert
Новое издание
Автор: Ruppert David Название: Statistics and Data Analysis for Financial Engineering ISBN: 1493926136 ISBN-13(EAN): 9781493926138 Издательство: Springer Цена: 12577.00 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering.
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 10475.00 р. Наличие на складе: Поставка под заказ.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Marius-Christian Frunza Название: Data Mining and Crime Analysis in Financial Markets ISBN: 0128012218 ISBN-13(EAN): 9780128012215 Издательство: Elsevier Science Рейтинг: Цена: 12462.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Introduction to the Theories and Varieties of Modern Crime in Financial Markets explores statistical methods and data mining techniques that, if used correctly, can help with crime detection and prevention. The three sections of the book present the methods, techniques, and approaches for recognizing, analyzing, and ultimately detecting and preventing financial frauds, especially complex and sophisticated crimes that characterize modern financial markets.
The first two sections appeal to readers with technical backgrounds, describing data analysis and ways to manipulate markets and commit crimes. The third section gives life to the information through a series of interviews with bankers, regulators, lawyers, investigators, rogue traders, and others.
The book is sharply focused on analyzing the origin of a crime from an economic perspective, showing Big Data in action, noting both the pros and cons of this approach.
Описание: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
