Economic and Financial Modelling with EViews, Aljandali

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
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Цена: 78250.00 T
Наличие на складе: Есть
Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

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: D. Chorafas
Название: Modelling the Survival of Financial and Industrial Enterprises
ISBN: 0333984668 ISBN-13(EAN): 9780333984666
Издательство: Springer
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Цена: 125770.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book analyses the use of modelling in charting the survival of financial and industrial enterprises. The author shows how to use models effectively, and goes on to consider the pitfalls that can occur. The book contains plenty of practical examples, making this a useful `how to` guide.

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: Marek Musiela; Marek Rutkowski
Название: Martingale Methods in Financial Modelling
ISBN: 3642058981 ISBN-13(EAN): 9783642058981
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.

Автор: Agung
Название: Time Series Data Analysis Using Eviews
ISBN: 0470823674 ISBN-13(EAN): 9780470823675
Издательство: Wiley
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Цена: 104490.00 T
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Описание: This book is a practical guide to selecting and applying the most appropriate time series model and analysis of data sets using EViews.

Автор: Agung I Gusti Ngurah
Название: Panel Data Analysis Using eViews
ISBN: 1118715586 ISBN-13(EAN): 9781118715581
Издательство: Wiley
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Цена: 109770.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets.

Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes
Название: Nonlinear Economic Dynamics and Financial Modelling
ISBN: 3319074695 ISBN-13(EAN): 9783319074696
Издательство: Springer
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Цена: 130430.00 T
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Описание: Nonlinear Economic Dynamics and Financial Modelling

Автор: Roberto Dieci; Xue-Zhong He; Cars Hommes
Название: Nonlinear Economic Dynamics and Financial Modelling
ISBN: 3319379615 ISBN-13(EAN): 9783319379616
Издательство: Springer
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Цена: 121110.00 T
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Описание: Carl Chiarella: An Interview and Some Perspectives.- Nonlinear Economic Dynamics.- Financial Market Modelling.- Quantitative Finance.

Автор: Emmanuel Haven and Philip Molyneux
Название: The Handbook of Post Crisis Financial Modelling
ISBN: 1137494484 ISBN-13(EAN): 9781137494481
Издательство: Springer
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Цена: 83850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.

Автор: Terasvirta Clive W J
Название: Modelling Nonlinear Economic Time Series
ISBN: 0199587159 ISBN-13(EAN): 9780199587155
Издательство: Oxford Academ
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Цена: 43810.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

Автор: Maria Bonilla; Trinidad Casasus; Ramon Sala
Название: Financial Modelling
ISBN: 379081282X ISBN-13(EAN): 9783790812824
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These 27 papers from the 24th EURO Working Group on Financial Modelling Meeting deal with financial theory, financial time series, risk analysis, portfolio analysis, financial institutions, microstructures market and corporate finance, methods in finance, and models in finance and derivatives.