Quantitative Investment Analysis, Workbook, Cfa Institute
Автор: McNeil Alexander J. Название: Quantitative Risk Management ISBN: 0691166277 ISBN-13(EAN): 9780691166278 Издательство: Wiley Рейтинг: Цена: 15048.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.
Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.
Fully revised and expanded to reflect developments in the field since the financial crisis
Features shorter chapters to facilitate teaching and learning
Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
Includes a new chapter on market risk and new material on risk measures and risk aggregation
The companion workbook to the Investment Management volume in the CFA Institute's PortfolioManagement in Practice series provides students and professionals with essential practice regarding key concepts in the portfolio management process. Filled with stimulating exercises, this text is designed to help learners explore the multifaceted topic of investment management in a meaningful and productive way.
The Investment Management Workbook is structured to further readers' hands-on experience with a variety of learning outcomes, summary overview sections, challenging practice questions, and solutions. Featuring the latest tools and information to help users become confident and knowledgeable investors, this workbook includes sections on professionalism in the industry, fintech, hedge fund strategies, and more.
With the workbook, readers will learn to:
Form capital market expectations
Understand the principles of the asset allocation process
Determine comprehensive investment strategies within each asset class
Integrate considerations specific to high net worth individuals or institutions into the selection of strategies
Execute and evaluate chosen strategies and investment managers
Well suited for individuals who learn on their own, this companion resource delivers an example-driven method for practicing the tools and techniques covered in the primary Investment Management volume, incorporating world-class exercises based on actual scenarios faced by finance professionals every day.
Автор: Institute, Cfa Название: Quantitative investment analysis ISBN: 1119743621 ISBN-13(EAN): 9781119743620 Издательство: Wiley Рейтинг: Цена: 13464.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Whether you are a novice investor or an experienced practitioner, Quantitative Investment Analysis, 4th Edition has something for you.
Part of the CFA Institute Investment Series, this authoritative guide is relevant the world over and will facilitate your mastery of quantitative methods and their application in todays investment process. This updated edition provides all the statistical tools and latest information you need to be a confident and knowledgeable investor. This edition expands coverage of Machine Learning algorithms and the role of Big Data in an investment context along with capstone chapters in applying these techniques to factor modeling, risk management and backtesting and simulation in investment strategies.
The authors go to great lengths to ensure an even treatment of subject matter, consistency of mathematical notation, and continuity of topic coverage that is critical to the learning process. Well suited for motivated individuals who learn on their own, as well as a general reference, this complete resource delivers clear, example-driven coverage of a wide range of quantitative methods. Inside you'll find:
Learning outcome statements (LOS) specifying the objective of each chapter
A diverse variety of investment-oriented examples both aligned with the LOS and reflecting the realities of todays investment world
A wealth of practice problems, charts, tables, and graphs to clarify and reinforce the concepts and tools of quantitative investment management
You can choose to sharpen your skills by furthering your hands-on experience in the Quantitative Investment Analysis Workbook, 4th Edition (sold separately)--an essential guide containing learning outcomes and summary overview sections, along with challenging problems and solutions.
Описание: The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis.
Автор: DeFusco Название: Quantitative investment analysis 2e ISBN: 0470052201 ISBN-13(EAN): 9780470052204 Издательство: Wiley Рейтинг: Цена: 10561.00 р. Наличие на складе: Поставка под заказ.
Описание: Outlines the tools and techniques needed to understand and apply quantitative methods to investment process. This book contains challenging problems and a set of solutions as well as learning outcome statements and summary overviews. It covers topics such as: The time value of money; Discounted cash flow; Probability distributions; and more.
Автор: Williams Edward E, Dobelman John A Название: Quantitative Financial Analytics: The Path To Investment Profits ISBN: 9813224258 ISBN-13(EAN): 9789813224254 Издательство: World Scientific Publishing Рейтинг: Цена: 10930.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.
The statistical analysis framework of markets and institutions in the book meets the need for advanced undergraduates and graduate students in quantitative disciplines, who wish to apply their craft to the world of investments. In addition, entrepreneurs will find the volume to be especially useful. It also contains a clearly detailed explanation of many recent developments in portfolio and capital market theory as well as a thorough procedural discussion of security analysis. Professionals preparing for the CPA, CFA, and or CFP examinations will also benefit from a close scrutiny of the many problems following each chapter.
The level of difficulty progresses through the textbook with more advanced treatment appearing in the latter sections of each chapter, and the last chapters of the volume.
Описание: The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis.
Автор: Williams Edward E, Dobelman John A Название: Quantitative Financial Analytics: The Path To Investment Profits ISBN: 981322424X ISBN-13(EAN): 9789813224247 Издательство: World Scientific Publishing Рейтинг: Цена: 22018.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.
The statistical analysis framework of markets and institutions in the book meets the need for advanced undergraduates and graduate students in quantitative disciplines, who wish to apply their craft to the world of investments. In addition, entrepreneurs will find the volume to be especially useful. It also contains a clearly detailed explanation of many recent developments in portfolio and capital market theory as well as a thorough procedural discussion of security analysis. Professionals preparing for the CPA, CFA, and or CFP examinations will also benefit from a close scrutiny of the many problems following each chapter.
The level of difficulty progresses through the textbook with more advanced treatment appearing in the latter sections of each chapter, and the last chapters of the volume.
Автор: Guida Название: Big Data and Machine Learning in Quantitative Investment ISBN: 1119522196 ISBN-13(EAN): 9781119522195 Издательство: Wiley Рейтинг: Цена: 6653.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Get to know the 'why' and 'how' of machine learning and big data in quantitative investment
Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it's a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance.
The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning.
- Gain a solid reason to use machine learning
- Frame your question using financial markets laws
- Know your data
- Understand how machine learning is becoming ever more sophisticated
Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment -- and this book shows you how.
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