Описание: Does the stock market overreact? Recent capital market turbulences have cast doubt whether the behaviour of stock markets is in line with rational investor behaviour. To which extent stock returns are predictable is the question at the heart of the controversy between the paradigms of rational asset pricing and behavioural finance. This new and revised edition discusses the empirical evidence from both perspectives. Theory and empirical analysis are blended with feedback from security analysts to offer a road towards a deeper understanding of the underlying forces to drive performance in the stock market.In his book "Irrational Exuberance" Robert Shiller offered an analysis of the US stock market in 2000. The focus of his book was the level of the stock market, which he thought to be overvalued at the time. This monograph offers a complementary analysis of the cross section of stock returns.
Автор: David G McMillan Название: Predicting Stock Returns ISBN: 3319690078 ISBN-13(EAN): 9783319690070 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a comprehensive analysis of asset price movement. It examines different aspects of stock return predictability, the interaction between stock return and dividend growth predictability, the relationship between stocks and bonds, and the resulting implications for asset price movement.
Описание: Offering insights and advice, this book shows you how to incorporate index investing into your portfolio. It attempts to change the way you think about investing. It helps you discover how to make investing a winner`s game and why business reality - dividend yields and earnings growth - is more important than market expectations.
Автор: Alain Goergen; Thierry Vialar Название: Complex and Chaotic Nonlinear Dynamics ISBN: 3642099475 ISBN-13(EAN): 9783642099472 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book brings together an extensive body of knowledge regarding complex dynamics from various academic disciplines. It includes numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab.
Название: Market microstructure and nonlinear dynamics ISBN: 331905211X ISBN-13(EAN): 9783319052113 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Market Microstructure and Nonlinear Dynamics
Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes Название: Nonlinear Economic Dynamics and Financial Modelling ISBN: 3319074695 ISBN-13(EAN): 9783319074696 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nonlinear Economic Dynamics and Financial Modelling
Автор: Gilles Dufr?not; Fredj Jawadi; Wa?l Louhichi Название: Market Microstructure and Nonlinear Dynamics ISBN: 3319343254 ISBN-13(EAN): 9783319343259 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed.
Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes Название: Nonlinear Economic Dynamics and Financial Modelling ISBN: 3319379615 ISBN-13(EAN): 9783319379616 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Carl Chiarella: An Interview and Some Perspectives.- Nonlinear Economic Dynamics.- Financial Market Modelling.- Quantitative Finance.
Автор: B?rbel Finkenst?dt Название: Nonlinear Dynamics in Economics ISBN: 3540593748 ISBN-13(EAN): 9783540593744 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One of the main reasons why nonlinear dynamic models are so interesting to economists is that they are able to produce a great variety of possible dynamic outcomes - from regular predictable behavior to the most complex irregular behavior - rich enough to meet the economists` objectives of modeling.
Автор: Judith Kl?hn Название: The Predictabilty of German Stock Returns ISBN: 3824471027 ISBN-13(EAN): 9783824471027 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dissertation Universitat Trier 1998
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Автор: Gian Italo Bischi; Carl Chiarella; Laura Gardini Название: Nonlinear Dynamics in Economics, Finance and the Social Sciences ISBN: 3642424538 ISBN-13(EAN): 9783642424533 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Encompassing the current research on the topic, this volume illustrates instances of theoretical nonlinear dynamical systems in economics, finance and the social sciences. Topics covered include structural change and economic growth, and economic policy.
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