An Introduction to Quantitative Finance, Blyth, Stephen
Автор: T. W. Anderson Название: An Introduction to Multivariate Statistical Analysis, Third Edition ISBN: 0471360910 ISBN-13(EAN): 9780471360919 Издательство: Wiley Рейтинг: Цена: 184750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Автор: Becketti Название: Introduction to Time Series Using Stata ISBN: 1597181323 ISBN-13(EAN): 9781597181327 Издательство: Taylor&Francis Рейтинг: Цена: 75530.00 T Наличие на складе: Невозможна поставка. Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: 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: Baum Название: An Introduction to Modern Econometrics Using Stata ISBN: 1597180130 ISBN-13(EAN): 9781597180139 Издательство: Taylor&Francis Рейтинг: Цена: 88800.00 T Наличие на складе: Невозможна поставка. Описание:
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.
As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
Автор: Blyth Stephen Название: An Introduction to Quantitative Finance ISBN: 0199666598 ISBN-13(EAN): 9780199666591 Издательство: Oxford Academ Рейтинг: Цена: 45400.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Автор: Kolluri Bharat Название: Introduction to Quantitative Methods in Business: With Appli ISBN: 1119220971 ISBN-13(EAN): 9781119220978 Издательство: Wiley Рейтинг: Цена: 111880.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
A well-balanced and accessible introduction to the elementary quantitative methods and Microsoft(R) Office Excel(R) applications used to guide business decision making
Featuring quantitative techniques essential for modeling modern business situations, Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) provides guidance to assessing real-world data sets using Excel. The book presents a balanced approach to the mathematical tools and techniques with applications used in the areas of business, finance, economics, marketing, and operations.
The authors begin by establishing a solid foundation of basic mathematics and statistics before moving on to more advanced concepts. The first part of the book starts by developing basic quantitative techniques such as arithmetic operations, functions and graphs, and elementary differentiations (rates of change), and integration. After a review of these techniques, the second part details both linear and nonlinear models of business activity. Extensively classroom-tested, Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) also includes:
Numerous examples and practice problems that emphasize real-world business quantitative techniques and applications
Excel-based computer software routines that explore calculations for an assortment of tasks, including graphing, formula usage, solving equations, and data analysis
End-of-chapter sections detailing the Excel applications and techniques used to address data and solutions using large data sets
A companion website that includes chapter summaries, Excel data sets, sample exams and quizzes, lecture slides, and an Instructors' Solutions Manual
Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R) is an excellent textbook for undergraduate-level courses on quantitative methods in business, economics, finance, marketing, operations, and statistics. The book is also an ideal reference for readers with little or no quantitative background who require a better understanding of basic mathematical and statistical concepts used in economics and business.
Bharat Kolluri, Ph.D., is Professor of Economics in the Department of Economics, Finance, and Insurance at the University of Hartford. A member of the American Economics Association, his research interests include econometrics, business statistics, quantitative decision making, applied macroeconomics, applied microeconomics, and corporate finance.
Michael J. Panik, Ph.D., is Professor Emeritus in the Department of Economics, Finance, and Insurance at the University of Hartford. He has served as a consultant to the Connecticut Department of Motor Vehicles as well as to a variety of health care organizations. In addition, Dr. Panik is the author of numerous books, including Growth Curve Modeling: Theory and Applications and Statistical Inference: A Short Course, both published by Wiley.
Rao N. Singamsetti, Ph.D., is Associate Professor in the Department of Economics, Finance, and Insurance at the University of Hartford. A member of the American Economics Association, his research interests include the status of war on poverty in the United States since the 1960s and forecasting foreign exchange rates using econometric methods.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 183750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Название: An Introduction to Mathematical Finance ISBN: 0521770432 ISBN-13(EAN): 9780521770439 Издательство: Cambridge Academ Цена: 26350.00 T Наличие на складе: Невозможна поставка. Описание: A textbook presenting sophisticated financial topics in a mathematically accurate but accessible way.
Автор: Lamberton, Damien Название: Introduction to stochastic calculus applied to finance ISBN: 1584886269 ISBN-13(EAN): 9781584886266 Издательство: Taylor&Francis Рейтинг: Цена: 91860.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.
Автор: Kolluri Bharat Название: Solutions Manual to Accompany Introduction to Quantitative M ISBN: 1119221021 ISBN-13(EAN): 9781119221029 Издательство: Wiley Рейтинг: Цена: 27400.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Solutions Manual to accompany Introduction to Quantitative Methods in Business: With Applications Using Microsoft(R) Office Excel(R).
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