Portfolio Analytics, Wolfgang Marty

Автор: Bolder, David Jamieson
Название: Fixed-income portfolio analytics
ISBN: 3319126660 ISBN-13(EAN): 9783319126661
Издательство: Springer
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Цена: 74530.00 T
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Описание: Fixed-Income Portfolio Analytics

Автор: Back, Kerry E.
Название: Asset Pricing and Portfolio Choice Theory
ISBN: 0190241144 ISBN-13(EAN): 9780190241148
Издательство: Oxford Academ
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Цена: 139920.00 T
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Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.

Автор: David Jamieson Bolder
Название: Fixed-Income Portfolio Analytics
ISBN: 3319365444 ISBN-13(EAN): 9783319365442
Издательство: Springer
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Цена: 74530.00 T
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Описание: The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.

Автор: Joshi
Название: Introduction to Mathematical Portfolio Theory
ISBN: 1107042313 ISBN-13(EAN): 9781107042315
Издательство: Cambridge Academ
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Цена: 60190.00 T
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Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

Автор: Fabozzi Frank J.
Название: Portfolio Construction and Analytics
ISBN: 1118445597 ISBN-13(EAN): 9781118445594
Издательство: Wiley
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Цена: 105600.00 T
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Описание: A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike.

Автор: Wolfgang Marty
Название: Portfolio Analytics
ISBN: 3319345257 ISBN-13(EAN): 9783319345253
Издательство: Springer
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Цена: 65210.00 T
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Описание: This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared.

Автор: Siegel Eric
Название: Predictive Analytics
ISBN: 1118356853 ISBN-13(EAN): 9781118356852
Издательство: Wiley
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Цена: 20050.00 T
Наличие на складе: Поставка под заказ.
Описание:

"Mesmerizing & fascinating..." --"The Seattle Post-Intelligencer"

"The "Freakonomics" of big data." --Stein Kretsinger, founding executive of Advertising.com

Award-winning - Used by over 30 universities - Translated into 9 languages

"An introduction for everyone. ""In this rich, fascinating -- surprisingly accessible -- introduction, leading expert Eric Siegel reveals how predictive analytics works, and how it affects everyone every day. Rather than a "how to" for hands-on techies, the book serves lay readers and experts alike by covering new case studies and the latest state-of-the-art techniques."

Prediction is booming. It reinvents industries and runs the world. Companies, governments, law enforcement, hospitals, and universities are seizing upon the power. These institutions predict whether you're going to click, buy, lie, or die. Why? For good reason: predicting human behavior combats risk, boosts sales, fortifies healthcare, streamlines manufacturing, conquers spam, optimizes social networks, toughens crime fighting, and wins elections. How? Prediction is powered by the world's most potent, flourishing "unnatural" resource: data. Accumulated in large part as the by-product of routine tasks, data is the unsalted, flavorless residue deposited en masse as organizations churn away. Surprise This heap of refuse is a gold mine. "Big data" embodies an extraordinary wealth of experience from which to learn." Predictive Analytics" unleashes the power of data. With this technology," " the computer literally learns from data how to predict the future behavior of individuals. Perfect prediction is not possible, but putting odds on the future drives millions of decisions more effectively, determining whom to call, mail, investigate, incarcerate, set up on a date, or medicate. In this lucid, captivating introduction -- "now in its Revised and Updated edition" -- former Columbia University professor and Predictive Analytics World founder Eric Siegel reveals the power and perils of prediction: What type of mortgage risk Chase Bank predicted before the recession. Predicting which people will drop out of school, cancel a subscription, or get divorced before they even know it themselves. Why early retirement predicts a shorter life expectancy and vegetarians miss fewer flights. Five reasons why organizations predict death -- including one health insurance company. How U.S. Bank and Obama for America calculated -- and Hillary for America 2016 plans to calculate -- the way to most strongly persuade each individual. Why the NSA wants all your data: machine learning supercomputers to fight terrorism. How IBM's Watson computer used "predictive modeling" to answer questions and beat the human champs on TV's "Jeopardy " How companies ascertain untold, private truths -- how Target figures out you're pregnant and Hewlett-Packard deduces you're about to quit your job. How judges and parole boards rely on crime-predicting computers to decide how long convicts remain in prison. 183 examples from Airbnb, the BBC, Citibank, ConEd, Facebook, Ford, Google, the IRS, LinkedIn, Match.com, MTV, Netflix, PayPal, Pfizer, Spotify, Uber, UPS, Wikipedia, and more.

How does predictive analytics work? This jam-packed book satisfies by demystifying the intriguing science under the hood. For future hands-on practitioners pursuing a career in the field, it sets a strong foundation, delivers the prerequisite knowledge, and whets your appetite for more.""

A truly omnipresent science, predictive analytics constantly affects our daily lives. Whether you are a consumer of it -- or consumed by it -- get a handle on the power of "Predictive Analytics."

Автор: Jac Fitz?€“enz,John Mattox II
Название: Predictive Analytics for Human Resources
ISBN: 1118893670 ISBN-13(EAN): 9781118893678
Издательство: Wiley
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Цена: 41190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Create and run a human resource analytics project with confidence For any human resource professional that wants to harness the power of analytics, this essential resource answers the questions: "Where do I start?" and "What tools are available?" Predictive Analytics for Human Resources is designed to answer these and other vital questions.

Автор: Hilpisch Y
Название: Derivatives Analytics with Python
ISBN: 1119037999 ISBN-13(EAN): 9781119037996
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language.

Автор: Marston R
Название: Portfolio Design
ISBN: 047093123X ISBN-13(EAN): 9780470931233
Издательство: Wiley
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Цена: 50160.00 T
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Описание: Portfolio Design choosing the right mix of assets appropriate to a particular investor is the key to successful investing. It can help you accumulate wealth over time, while cushioning the blow of possible economic downturns.

Автор: Elton, Edwin J. Gruber, Martin J. Brown, Stephen J
Название: Modern portfolio theory and investment analysis
ISBN: 1119427290 ISBN-13(EAN): 9781119427292
Издательство: Wiley
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Цена: 59080.00 T
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Описание: Real-world examples are integrated throughout the pages to reinforce important concepts. The text demonstrates how to apply modern tools such as equilibrium theory to the management of a portfolio. Up-to-date with the rapidly changing environment of modern portfolio theory and investment analysis.

Mathematical proofs can be found in the footnotes, appendices, and specially noted sections of the text in order to enhance student application.

Автор: Hunseler Michael
Название: Credit Portfolio Management
ISBN: 0230391494 ISBN-13(EAN): 9780230391499
Издательство: Springer
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Цена: 74530.00 T
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Описание: Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.