Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong Название: Quantitative Trading ISBN: 0367871815 ISBN-13(EAN): 9780367871819 Издательство: Taylor&Francis Рейтинг: Цена: 9492.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove
Автор: John Knight Название: Linear Factor Models in Finance, ISBN: 0750660066 ISBN-13(EAN): 9780750660068 Издательство: Elsevier Science Рейтинг: Цена: 14885.00 р. Наличие на складе: Поставка под заказ.
Описание: The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.
Автор: Paczkowski, Walter R. (rutgers University, Usa) Название: Pricing analytics ISBN: 1138623938 ISBN-13(EAN): 9781138623934 Издательство: Taylor&Francis Рейтинг: Цена: 6123.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The theme of this book is simple. The price - the number someone puts on a product to help consumers decide to buy that product - comes from data. Specifically, itcomes from statistically modeling the data.
This book gives the reader the statistical modeling tools needed to get the number to put on a product. But statistical modeling is not done in a vacuum. Economic and statistical principles and theory conjointly provide the background and framework for the models. Therefore, this book emphasizes two interlocking components of modeling: economic theory and statistical principles.
The economic theory component is sufficient to provide understanding of the basic principles for pricing, especially about elasticities, which measure the effects of pricing on key business metrics. Elasticity estimation is the goal of statistical modeling, so attention is paid to the concept and implications of elasticities.
The statistical modeling component is advanced and detailed covering choice (conjoint, discrete choice, MaxDiff) and sales data modeling. Experimental design principles, model estimation approaches, and analysis methods are discussed and developed for choice models. Regression fundamentals have been developed for sales model specification and estimation and expanded for latent class analysis.
Описание: Offering a clear set of workable examples with data and explanations, Interaction Effects in Linear and Generalized Linear Models is a comprehensive and accessible text that provides a unified approach to interpreting interaction effects.
Автор: Gill, Jefferson M. Torres Pacheco, Silvia Michelle Название: Generalized linear models ISBN: 1506387349 ISBN-13(EAN): 9781506387345 Издательство: Sage Publications Рейтинг: Цена: 5859.00 р. Наличие на складе: Поставка под заказ.
Описание: Explaining the theoretical underpinning of generalized linear models, this text enables researchers to decide how to select the best way to adapt their data for this type of analysis, with examples to illustrate the application of GLM.
Автор: Marcoulides, George A. Название: Latent Variable and Latent Structure Models ISBN: 0415649617 ISBN-13(EAN): 9780415649612 Издательство: Taylor&Francis Рейтинг: Цена: 8573.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Ravindran Kannoo Название: Mathematics of Financial Models + Website ISBN: 1118004612 ISBN-13(EAN): 9781118004616 Издательство: Wiley Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood.
Описание: The second part contains descriptions and discussions of numerous indexes for the evaluation of the productivity of researchers and groups of researchers of different size (up to the comparison of research productivities of research communities of nations).
Описание: This book puts numerical methods in action for the purpose of solving practical problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, Laplace transforms and quadrature methods. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab or Visual Basic. The book originates from class notes and case-studies developed within courses on Numerical Methods for Finance and Exotic Derivatives held by the authors at Bocconi University since the year 2000.
Автор: Le Bellac Mathieu Et Al Название: Deep Dive Into Financial Models: Modeling Risk And Uncertainty ISBN: 9813142103 ISBN-13(EAN): 9789813142107 Издательство: World Scientific Publishing Цена: 6336.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.
Автор: Le Bellac Mathieu Et Al Название: Deep Dive Into Financial Models: Modeling Risk And Uncertainty ISBN: 9813143711 ISBN-13(EAN): 9789813143715 Издательство: World Scientific Publishing Цена: 12830.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.
Автор: Scandizzo Sergio Название: Validation of Risk Models ISBN: 1137436956 ISBN-13(EAN): 9781137436955 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
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