Author: Publisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 250
Book Description
The Journal of Derivatives
Author: Publisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 250
Book Description
Applied Quantitative Methods for Trading and Investment
Author: Christian L. DunisPublisher: John Wiley & Sons
ISBN: 0470871342
Category : Business & Economics
Languages : en
Pages : 426
Book Description
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Banks, Systemic Risk, and Design of Prudential Regulation
Author: Viral V. AcharyaPublisher:
ISBN:
Category : Banking law
Languages : en
Pages : 78
Book Description
Stochastic volatility and the pricing of financial derivatives
Author: Antoine Petrus Cornelius van der PloegPublisher: Rozenberg Publishers
ISBN: 9051705778
Category :
Languages : en
Pages : 358
Book Description
Statistical and Econometric Methods for Transportation Data Analysis
Author: Simon WashingtonPublisher: CRC Press
ISBN: 0429534221
Category : Technology & Engineering
Languages : en
Pages : 470
Book Description
The book's website (with databases and other support materials) can be accessed here. Praise for the Second Edition: The second edition introduces an especially broad set of statistical methods ... As a lecturer in both transportation and marketing research, I find this book an excellent textbook for advanced undergraduate, Master’s and Ph.D. students, covering topics from simple descriptive statistics to complex Bayesian models. ... It is one of the few books that cover an extensive set of statistical methods needed for data analysis in transportation. The book offers a wealth of examples from the transportation field. —The American Statistician Statistical and Econometric Methods for Transportation Data Analysis, Third Edition offers an expansion over the first and second editions in response to the recent methodological advancements in the fields of econometrics and statistics and to provide an increasing range of examples and corresponding data sets. It describes and illustrates some of the statistical and econometric tools commonly used in transportation data analysis. It provides a wide breadth of examples and case studies, covering applications in various aspects of transportation planning, engineering, safety, and economics. Ample analytical rigor is provided in each chapter so that fundamental concepts and principles are clear and numerous references are provided for those seeking additional technical details and applications. New to the Third Edition Updated references and improved examples throughout. New sections on random parameters linear regression and ordered probability models including the hierarchical ordered probit model. A new section on random parameters models with heterogeneity in the means and variances of parameter estimates. Multiple new sections on correlated random parameters and correlated grouped random parameters in probit, logit and hazard-based models. A new section discussing the practical aspects of random parameters model estimation. A new chapter on Latent Class Models. A new chapter on Bivariate and Multivariate Dependent Variable Models. Statistical and Econometric Methods for Transportation Data Analysis, Third Edition can serve as a textbook for advanced undergraduate, Masters, and Ph.D. students in transportation-related disciplines including engineering, economics, urban and regional planning, and sociology. The book also serves as a technical reference for researchers and practitioners wishing to examine and understand a broad range of statistical and econometric tools required to study transportation problems.
Making Corporate Governance Work
Author: Roy C. SmithThe Elements of Financial Econometrics
Author: Jianqing FanPublisher: Cambridge University Press
ISBN: 1107191173
Category : Business & Economics
Languages : en
Pages : 394
Book Description
A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
Prague Economic Papers
Author: Publisher:
ISBN:
Category : Czech Republic
Languages : en
Pages : 406
Book Description
Quarterly journal of economic theory and policy.
Complex Systems in Finance and Econometrics
Author: Robert A. MeyersPublisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919
Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Current Index to Statistics, Applications, Methods and Theory
Author: Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 798
Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.