Автор: C. Gourieroux, J. Jasiak Название: Financial Econometrics: Problems, Models, and Methods ISBN: 0691242364 ISBN-13(EAN): 9780691242361 Издательство: Wiley Рейтинг: Цена: 12672.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products.
This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date-essential in today's rapidly evolving financial environment-Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances.
They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies.
Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference.
Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.
Автор: Donald F. Glut Название: Dinosaurs: The Encyclopedia, Supplement 4 ISBN: 1476689032 ISBN-13(EAN): 9781476689036 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 16355.00 р. Наличие на складе: Нет в наличии.
Описание: The fourth supplement to Dinosaurs: The Encyclopedia. This volume updates the concepts discussed in the encyclopedia and its earlier supplements. It includes a discussion of the Mesozoic Era, covers recent discoveries in paleontology, and furthers the ectothermy/endothermy debate from previous installments.
Автор: Bernanke Ben S Название: Firefighting ISBN: 1788163362 ISBN-13(EAN): 9781788163361 Издательство: Profile Рейтинг: Цена: 1820.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The primary architects of the response to the 2008 financial crisis offer a magnificent big-picture synthesis - from why it happened to where we are now.
Автор: Ramaprasad Bhar; Shigeyuki Hamori Название: Hidden Markov Models ISBN: 1441954481 ISBN-13(EAN): 9781441954480 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics.
Описание: Discusses methods and techniques that make financial administration more efficient for professionals in economic fields. Featuring relevant topics such as mean-variance portfolio theory, decision tree analysis, risk protection strategies, and asset-liability management, this publication is ideal for academics, students, economists, and researchers.
Автор: Severini, Thomas A Название: Introduction to Statistical Methods for Financial Models ISBN: 0367657872 ISBN-13(EAN): 9780367657871 Издательство: Taylor&Francis Рейтинг: Цена: 7501.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Vincenzo Formisano Название: Non-Knowledge Risk and Bank-Company Management ISBN: 1137497122 ISBN-13(EAN): 9781137497123 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the current economic scenario, the intangible assets contribute significantly to the construction of the competitive positioning of a company. The third part provides practical guidelines designed to configure desirable rating models in which the weight of intangible assets is correctly considered.
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: This Palgrave Pivot analyses the evolution of strategies and business models adopted by financial operators that employ technological solutions to deliver financial products and services. The analysis is performed on a proprietary dataset built on different sources that highlight important differences in strategical approaches taken by FinTech companies, TechFin and BigTech, and banks (traditional and digital native). For each type, the authors underline their distinctive patterns, strengths and weaknesses. The main focus of the analysis in on the European market that is investigated also in the light of the difference and similarities with other markets (such as US and China).The unbundling and re-bundling of productive processes in finance, the treatment of information and the level of innovation in the customer relationship highlight the intense change that the banking activities of new financial services providers are currently dealing with, especially the retail segment. Despite the main international banks’ implementation of innovative strategical approaches to take advantage of the digitalization of business and cope with competition, so far the level of the disruption brought by FinTech is not fully understood or widespread. This holds especially true for the smaller banks: the latter need to take a proactive approach to individuate a business model able to satisfy the new customer needs and the competitive pressure that are destined to increase and further evolve. This book addresses this and would appeal to academics, researchers and students of banking, FinTech and financial innovation alongside policy makers, regulatory authorities, FinTechs and banks.
Автор: Peprah Название: Financial Sector Development in Ghana ISBN: 3031093445 ISBN-13(EAN): 9783031093449 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book investigates factors that contribute to the development of an efficient financial sector in Ghana. While sustainable finance has long been known to propel economic growth and development, and while many African countries have taken initiatives to develop integrated frameworks of their financial sectors that tackle developmental challenges, scholars and policymakers have always grappled with understanding of factors that enhance performance of the financial sector. In this book, an expert team of authors examines the financial landscape, central bank policies, competition, financial innovation, financial inclusion and banking stability in Ghana, while also exploring how financing models such as enterprise finance and microfinance can be more effective in sustaining financial markets. The authors discuss how Ghana can build fortified institutions, regulatory frameworks, and productive capacity to strengthen the financial sector and foster pathways that will enhance economic development. Empirical and scientific evidence give this book a unique approach that is both qualitative and quantitative.
Автор: Gourieroux, C. Название: ARCH Models and Financial Applications ISBN: 0387948767 ISBN-13(EAN): 9780387948768 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The ARMA models have limitations when applied to the field of financial and monetary economics. Financial time series present nonlinear dynamic characteristics and ARCH models offer an adaptive framework for this problem. This book surveys the work in this area from the perspective of statistical theory, financial models, and applications.
Автор: Fabozzi Название: Encyclopedia of Financial Models V2 ISBN: 1118010337 ISBN-13(EAN): 9781118010334 Издательство: Wiley Рейтинг: Цена: 49104.00 р. Наличие на складе: Поставка под заказ.
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