Описание: Designed to help improve student performance, meaning that students are prepared for class and can successfully solve problems and analyse the results, this title provides opportunities for students to practice solving financial problems and apply what they`ve learned.
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 5203 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.
Автор: Ross Stephen Название: Core principles and applications of Corporate Finance, global edition ISBN: 0071221166 ISBN-13(EAN): 9780071221160 Издательство: McGraw-Hill Рейтинг: Цена: 3657 р. 5224.00-30% Наличие на складе: Есть (1 шт.) Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.
Описание: An updated guide to risk analysis and modeling
Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the "Second Edition" of "Analyzing and Modeling Risk, " expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it.
This "Second Edition" provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007 Book supported by author's proprietary risk analysis software found on the companion CD-ROM Offers both a qualitative and quantitative description of risk
Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis.
Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Автор: Baker H Kent Название: Behavioral Finance ISBN: 0470499117 ISBN-13(EAN): 9780470499115 Издательство: Wiley Рейтинг: Цена: 8360 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A definitive guide to the growing field of behavioral finance
This reliable resource provides a comprehensive view of behavioral finance and its psychological foundations, as well as its applications to finance.
Автор: Gerard Cornuejols Название: Optimization Methods in Finance ISBN: 0521861705 ISBN-13(EAN): 9780521861700 Издательство: Cambridge Academ Рейтинг: Цена: 6453 р. Наличие на складе: Поставка под заказ.
Описание: Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
Автор: Manfred Gilli Название: Numerical Methods and Optimization in Finance, ISBN: 0123756626 ISBN-13(EAN): 9780123756626 Издательство: Elsevier Science Рейтинг: Цена: 7475 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This bookdescribes computational financetools. It covers fundamental numerical analysis and computational techniques, such asoption pricing, and givesspecial attention tosimulation and optimization. Many chapters are organized as case studies aroundportfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website.
Автор: Craven Название: Optimization in Economics and Finance ISBN: 0387242791 ISBN-13(EAN): 9780387242798 Издательство: Springer Рейтинг: Цена: 15894 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows the application of some of the developments in the mathematics of optimization, including the concepts of invexity and quasimax to models of economic growth, and to finance and investment. This book introduces a computational package called SCOM, for solving optimal control problems on MATLAB.
Автор: Don L. McLeish Название: Monte Carlo Simulation and Finance ISBN: 0471677787 ISBN-13(EAN): 9780471677789 Издательство: Wiley Рейтинг: Цена: 5748 р. Наличие на складе: Поставка под заказ.
Описание: Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.
Описание: Explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, this book provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.
Developed from the author 's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.
The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes.
Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding of the basics. It includes a large number of examples as well as MATLAB coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed.
Описание: Praise for "Robust Portfolio Optimization and Management" - 'In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios,
investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm,
Pachamanova, and Focardi deserve high praise for producing a technically rigoro
s yet remarkably accessible guide to the latest advances in portfolio construction' - Mark Kritzman, President and CEO, Windham Capital Management, LLC.'The topic of robust
optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented
classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor
Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive,
easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike' - John M.
Mulvey, Professor of Operations Research and Financial Engineering, Princeton University.
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