The Stock Market: Bubbles, Volatility, and Chaos, G.P. Dwyer; R.W. Hafer

Автор: Bauwens
Название: Handbook of Volatility Models and Their Applications
ISBN: 0470872519 ISBN-13(EAN): 9780470872512
Издательство: Wiley
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Цена: 23594.00 р.
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Описание: A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.

Автор: Antonio Mele; Yoshiki Obayashi
Название: The Price of Fixed Income Market Volatility
ISBN: 3319265229 ISBN-13(EAN): 9783319265223
Издательство: Springer
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Цена: 8384.00 р.
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Описание: Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.

Автор: Eugenie M.J.H. Hol
Название: Empirical Studies on Volatility in International Stock Markets
ISBN: 1441953752 ISBN-13(EAN): 9781441953759
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application.

Автор: Keene Andrew
Название: Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings
ISBN: 1118590767 ISBN-13(EAN): 9781118590768
Издательство: Wiley
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Цена: 10296.00 р.
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Описание: A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income.

Автор: Harvey
Название: Dynamic Models for Volatility and Heavy Tails
ISBN: 1107034728 ISBN-13(EAN): 9781107034723
Издательство: Cambridge Academ
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Цена: 15682.00 р.
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Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.

Автор: Rachev, Svetlozar T. Kim, Young Shim Bianchi, Mich
Название: Financial models with levy processes and volatility clustering
ISBN: 0470482354 ISBN-13(EAN): 9780470482353
Издательство: Wiley
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Цена: 13464.00 р.
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Описание: * In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.

Автор: GASTON GELOS
Название: Managing Economic Volatility in Latin America
ISBN: 1484364988 ISBN-13(EAN): 9781484364987
Издательство: Mare Nostrum (Eurospan)
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Цена: 3742.00 р.
Наличие на складе: Нет в наличии.

Описание: After having shown resilience during the global financial crisis, and with prospects for interest rates in advanced economies to remain low, emerging markets are likely to face continued capital inflows looking forward.

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
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Цена: 8384.00 р.
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Описание: The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.

Автор: Hilpisch Yves
Название: Listed Volatility and Variance Derivatives
ISBN: 1119167914 ISBN-13(EAN): 9781119167914
Издательство: Wiley
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Цена: 9979.00 р.
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Описание: Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products.

Автор: G.P. Dwyer; R.W. Hafer
Название: The Stock Market: Bubbles, Volatility, and Chaos
ISBN: 0792390296 ISBN-13(EAN): 9780792390299
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Автор: Derman Emanuel
Название: The Volatility Smile
ISBN: 1118959167 ISBN-13(EAN): 9781118959169
Издательство: Wiley
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Цена: 10771.00 р.
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Описание: The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance.