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Discrete Time Series, Processes, and Applications in Finance, Gilles Zumbach


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Цена: 11173.00р.
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Автор: Gilles Zumbach
Название:  Discrete Time Series, Processes, and Applications in Finance
ISBN: 9783642436543
Издательство: Springer
Классификация: ISBN-10: 3642436544
Обложка/Формат: Paperback
Страницы: 322
Вес: 0.48 кг.
Дата издания: 15.10.2014
Серия: Springer Finance
Язык: English
Размер: 234 x 156 x 18
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание:

Preface.- List of Figures.-List of Tables.- 1. Introduction.- 2.Notation, naming and general definitions.- 3.Stylized facts.- 4.Empirical mug shots.- 5.Process Overview.- 6.Logarithmic versus relative random walks.- 7.ARCH processes.- 8.Stochastic volatility processes.- 9.Regime switching process.- 10.Price and volatility using high-frequency data.- 11.Time reversal asymmetry.- 12.Characterizing heteroskedasticity.- 13.The innovation distributions.- 14.Leverage effect.- 15.Processes and market risk evaluation.- 16.Option pricing.- 17.Properties of large covariance matrices.- 18.Multivariate ARCH processes.- 19.The processes compatible with the stylized facts.- 20.Further thoughts.-Bibliography.- Index.




Core principles and applications of Corporate Finance, global edition

Автор: Ross Stephen
Название: Core principles and applications of Corporate Finance, global edition
ISBN: 0071221166 ISBN-13(EAN): 9780071221160
Издательство: McGraw-Hill
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Цена: 8578.00 р.
Наличие на складе: Поставка под заказ.

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.

Econometric Methods And Their Applications In Finance, Macro And Related Fields

Автор: Hadri K., Mikhail W.
Название: Econometric Methods And Their Applications In Finance, Macro And Related Fields
ISBN: 9814513466 ISBN-13(EAN): 9789814513463
Издательство: World Scientific Publishing
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Цена: 30888.00 р.
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Описание: The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.

Time Series Analysis and Its Applications

Автор: Robert H. Shumway
Название: Time Series Analysis and Its Applications
ISBN: 1461427592 ISBN-13(EAN): 9781461427599
Издательство: Springer
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Цена: 12571.00 р.
Наличие на складе: Поставка под заказ.

Описание: Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.

Multivariate Time Series Analysis: With R and Financial Applications

Автор: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
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Цена: 18842.00 р.
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Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.

Discrete Mathematics and its Applications, Global Edition

Автор: Rosen
Название: Discrete Mathematics and its Applications, Global Edition
ISBN: 9814670138 ISBN-13(EAN): 9789814670135
Издательство: McGraw-Hill
Цена: 6143.00 р.
Наличие на складе: Поставка под заказ.

Time Series - Applications to Finance with R and S-Plus 2e

Автор: Chan
Название: Time Series - Applications to Finance with R and S-Plus 2e
ISBN: 0470583622 ISBN-13(EAN): 9780470583623
Издательство: Wiley
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Цена: 19000.00 р.
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Описание: * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe.

Financial Statistics and Mathematical Finance: Methods, Models and Applications

Автор: Steland
Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications
ISBN: 0470710586 ISBN-13(EAN): 9780470710586
Издательство: Wiley
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Цена: 10217.00 р.
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Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.

Essentials of Time Series for Financial Applications

Автор: Guidolin, Massimo
Название: Essentials of Time Series for Financial Applications
ISBN: 0128134097 ISBN-13(EAN): 9780128134092
Издательство: Elsevier Science
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Цена: 13304.00 р.
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Описание: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advancedchapters providediscussion sections that refer to more advanced textbooks or detailed proofs.


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