Paul Wilmott on Quantitative Finance 2nd Edition: 3 Volume Set/Книга: Келли, Шон.Пол Уилмотт о количественных финансах, 2-е издание: набор из трех томов, Kelly, Sean
Discover the ins and outs of designing predictive trading models
Drawing on the expertise of WorldQuant's global network, this new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains significant changes and updates to the original material, with new and updated data and examples.
Nine chapters have been added about alphas - models used to make predictions regarding the prices of financial instruments. The new chapters cover topics including alpha correlation, controlling biases, exchange-traded funds, event-driven investing, index alphas, intraday data in alpha research, intraday trading, machine learning, and the triple axis plan for identifying alphas. You'll also find details of how to use WebSim, WorldQuant's web-based simulation platform, to test your alphas.
- Provides more references to the academic literature
- Includes new, high-quality material
- Organizes content in a practical and easy-to-follow manner
- Adds new alpha examples with formulas and explanations
If you're looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.
Автор: Wilmott Название: Paul Wilmott Introduces Quantitative Finance 2e +CD ISBN: 0470319585 ISBN-13(EAN): 9780470319581 Издательство: Wiley Рейтинг: Цена: 8712.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.
Автор: Wilmott, Paul P. Название: Frequently asked questions in quantitative finance ISBN: 0470748753 ISBN-13(EAN): 9780470748756 Издательство: Wiley Рейтинг: Цена: 5544.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough.
Автор: Velu Название: Algorithmic Trading & Quantitative ISBN: 1498737161 ISBN-13(EAN): 9781498737166 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Brings together the literature in main stream finance and the tools presented in quantitative finance with a focus on what is being practiced in industry. The author begins with the economic theory behind price formation and tests the model that results from the theory and suggests algorithms to detect and exploit the anomalies.
Описание: This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.
"Dr Jan Dash has achieved a success that is truly unique. It is common to find texts from authors steeped in climate science or in decision making processes. But it is rare to find someone skilled at both. Dr Dash knows his science and he knows how to use it to make informed decisions as we face a changing and challenging climate."
Dr John Abraham University of St Thomas, USA
Review of the First Edition:
"... this document brings a wealth of practical information on how work is done in real world financial markets, and covers an impressive number of topics, ranging from management and computer system issues to research themes whose potential applications are yet to be explored. It can prove a useful tool to anyone already well acquainted with the basics of mathematical finance, including financial mathematicians, but also quantitative analysts wishing to learn more of the fundamentals without paying too high a price in mathematical prerequisites."
Mathematical Reviews
Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers. A "Technical Index" indicates the mathematical level for each chapter.
This second edition includes some new, expanded, and wide-ranging considerations for risk management: Climate Change and its long-term systemic risk; Markets in Crisis and the Reggeon Field Theory; "Smart Monte Carlo" and American Monte Carlo; Trend Risk -- time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations -- new techniques; and Psychology and option models.
Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management -- traditional/exotic derivatives, fat tails, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a function toolkit; risk lab -- the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and "Life as a Quant" -- communication issues, sociology, stories, and advice.
Автор: Henrard Marc Название: Interest Rate Modelling in the Multi-Curve Framework ISBN: 1137374659 ISBN-13(EAN): 9781137374653 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.
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: Inci, Ahmet Can Название: Contemporary issues in quantitative finance ISBN: 1032101121 ISBN-13(EAN): 9781032101125 Издательство: Taylor&Francis Рейтинг: Цена: 7654.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contemporary Quantitative Finance connects the abstract theory and the practical use of financial innovations such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications.
Автор: Elton Edwin J Et Al Название: Investments And Portfolio Performance ISBN: 9814335398 ISBN-13(EAN): 9789814335393 Издательство: World Scientific Publishing Рейтинг: Цена: 20592.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains the contributions to the field of investments.
Описание: Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.
Автор: Kalinowski, Marcin Название: Global Stock Market Development ISBN: 1032109084 ISBN-13(EAN): 9781032109084 Издательство: Taylor&Francis Рейтинг: Цена: 6430.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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