Optimisation, Econometric and Financial Analysis, Kontoghiorghes Erricos J., Gatu Cristian

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
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Цена: 52790.00 T
Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
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Цена: 60550.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 0521883814 ISBN-13(EAN): 9780521883818
Издательство: Cambridge Academ
Цена: 70750.00 T
Наличие на складе: Невозможна поставка.
Описание: A unique, self-contained introduction to nonequilibrium many-body theory, with a focus on the time-dependent aspect. Topics range from basic quantum mechanics to nonequilibrium Green`s function formalisms, and with full derivations of every result and an abundance of illustrative examples, this accessible book is ideal for graduate students and researchers alike.

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 052171009X ISBN-13(EAN): 9780521710091
Издательство: Cambridge Academ
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Цена: 49630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.

Автор: Raymond Chiong
Название: Nature-Inspired Algorithms for Optimisation
ISBN: 3642101305 ISBN-13(EAN): 9783642101304
Издательство: Springer
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Цена: 243800.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nature-inspired algorithms have become popular because many real-world optimization problems have become increasingly large, complex and dynamic. This book covers the latest algorithms and important studies for tackling various kinds of optimization problems.

Автор: Ait-Sahalia Yacine
Название: High-Frequency Financial Econometrics
ISBN: 0691161437 ISBN-13(EAN): 9780691161433
Издательство: Wiley
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Цена: 58080.00 T
Наличие на складе: Поставка под заказ.
Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.

Автор: Alexander
Название: Market Risk Analysis ; Practical Financial Econometrics, Volume II
ISBN: 0470998016 ISBN-13(EAN): 9780470998014
Издательство: Wiley
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Цена: 58080.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.

Автор: Andrew Lewis; Sanaz Mostaghim; Marcus Randall
Название: Biologically-Inspired Optimisation Methods
ISBN: 3642012612 ISBN-13(EAN): 9783642012617
Издательство: Springer
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Цена: 174150.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book covers the latest theories, applications and techniques in Biologically-Inspired Optimisation Methods. Many chapters derive from studies presented at workshops and international conferences on e-Science, Grid Computing and Evolutionary computation.

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 250630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.