Economic and Financial Modelling with EViews, Abdulkader Aljandali; Motasam Tatahi
Автор: Musiela Marek Название: Martingale Methods in Financial Modelling ISBN: 3540209662 ISBN-13(EAN): 9783540209669 Издательство: Springer Рейтинг: 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: Ball, Laurence M. Название: Fed and lehman brothers ISBN: 1108420966 ISBN-13(EAN): 9781108420969 Издательство: Cambridge Education Рейтинг: Цена: 22170.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book will interest scholars and practitioners in economics, finance, accounting and law; all areas in which the Lehman bankruptcy has been a major controversy. It will also appeal to a broad audience who care about the causes of the financial crisis and the role of the Federal Reserve`s leaders.
Автор: Linton Oliver Название: Financial Econometrics: Models and Methods ISBN: 1316630331 ISBN-13(EAN): 9781316630334 Издательство: Cambridge Academ Рейтинг: Цена: 54910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This thorough exploration of the models and methods of financial econometrics is written by one of the world`s leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.
Автор: Anthony Brabazon; Michael O`Neill Название: Biologically Inspired Algorithms for Financial Modelling ISBN: 3642065732 ISBN-13(EAN): 9783642065736 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling.
In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.
The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain."
Автор: D. Chorafas Название: Modelling the Survival of Financial and Industrial Enterprises ISBN: 0333984668 ISBN-13(EAN): 9780333984666 Издательство: Springer Рейтинг: 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: Bryan Christiansen, Mirjana ?imei??ija, Tihana i??krinjari? Название: Recent Applications of Financial Risk Modelling and Portfolio Management ISBN: 1799850838 ISBN-13(EAN): 9781799850830 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 174630.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. The book explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods.
Автор: Marek Musiela; Marek Rutkowski Название: Martingale Methods in Financial Modelling ISBN: 3642058981 ISBN-13(EAN): 9783642058981 Издательство: Springer Рейтинг: 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: Roberto Dieci; Xue-Zhong He; Cars Hommes Название: Nonlinear Economic Dynamics and Financial Modelling ISBN: 3319074695 ISBN-13(EAN): 9783319074696 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Nonlinear Economic Dynamics and Financial Modelling
Автор: Patrick Honohan Название: Currency, Credit and Crisis: Central Banking in Ireland and Europe ISBN: 1108741584 ISBN-13(EAN): 9781108741583 Издательство: Cambridge Academ Рейтинг: Цена: 33790.00 T Наличие на складе: Невозможна поставка. Описание: Ireland`s spectacular financial bubble, bust and recovery has been an important strand of the global financial crisis. In this book, an experienced insider provides a detailed narrative of Ireland`s crisis and recovery within a discussion of what central banks do well, what they do poorly and how policymaking should adjust.
Автор: Bastick Liam Название: Continuing Financial Modelling: Working Those Optimal Figures for the (Financial) Modelling Industry ISBN: 1615470689 ISBN-13(EAN): 9781615470686 Издательство: Gazelle Book Services Рейтинг: Цена: 62850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is aimed at those who wish to advance their knowledge and expertise in financial modelling by addressing common problems that occur day to day in the world of business/decision analyses, forecasting, and valuations. Building on the sister book, An Introduction to Financial Modelling, this book begins where the other ends considering typical issues and traps in cashflow forecasting, inventory modelling, depreciation calculations, debt sculpting, rolling budgets and charts, and valuation construction, to name just a few relevant topics.
Автор: Aljandali Название: Economic and Financial Modelling with EViews ISBN: 3319929844 ISBN-13(EAN): 9783319929842 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and econometrics concepts are explained visually with examples, problems, and solutions.Developed by economists, the Eviews statistical software package is used most commonly for time-series oriented econometric analysis. It allows users to quickly develop statistical relations from data and then use those relations to forecast future values of the data. The package provides convenient ways to enter or upload data series, create new series from existing ones, display and print series, carry out statistical analyses of relationships among series, and manipulate results and output. This highly hands-on resource includes more than 200 illustrative graphs and tables and tutorials throughout. Abdulkader Aljandali is Senior Lecturer at Coventry University in London. He is currently leading the Stochastic Finance Module taught as part of the Global Financial Trading MSc. His previously published work includes Exchange Rate Volatility in Emerging Markers, Quantitative Analysis, Multivariate Methods & Forecasting with IBM SPSS Statistics and Multivariate Methods and Forecasting with IBM® SPSS® Statistics. Dr Aljandali is an established member of the British Accounting and Finance Association and the Higher Education Academy.Motasam Tatahi is a specialist in the areas of Macroeconomics, Financial Economics, and Financial Econometrics at the European Business School, Regent’s University London, where he serves as Principal Lecturer and Dissertation Coordinator for the MSc in Global Banking and Finance at The European Business School-London.
Автор: Agung Название: Advanced Time Series Data Analysis: Forecasting Using Eviews ISBN: 1119504716 ISBN-13(EAN): 9781119504719 Издательство: Wiley Рейтинг: Цена: 90760.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Introduces the latest developments in forecasting in advanced quantitative data analysis
This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable.
Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers.
Presents models that are all classroom tested
Contains real-life data samples
Contains over 350 equation specifications of various time series models
Contains over 200 illustrative examples with special notes and comments
Applicable for time series data of all quantitative studies
Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.
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