Data Science for Financial Econometrics, Ngoc Thach Nguyen, Kreinovich Vladik, Trung Nguyen Duc
Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: Цена: 47520.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.
Автор: Buffett Mary Название: Warren Buffett and the Interpretation of Financial Statement ISBN: 1849833192 ISBN-13(EAN): 9781849833196 Издательство: Simon&Schuster UK Рейтинг: Цена: 10990.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A unique, accessible guide that explains how Warren Buffett deciphers corporate financial statements and how his methods can help others make winning
Автор: Wooldridge, Jeffrey Название: Introductory econometrics 7th edition ISBN: 1337558869 ISBN-13(EAN): 9781337558860 Издательство: Cengage Learning Рейтинг: Цена: 112190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Gain an understanding of how econometrics can answer today's questions in business, policy evaluation and forecasting with Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book's presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed.
This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats. Updates introduce the latest developments in the field, including the recent advances in the so-called "causal effects" or "treatment effects," to provide a complete understanding of the impact and importance of econometrics today.
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Автор: Capi?ski Название: Discrete Models of Financial Markets ISBN: 0521175720 ISBN-13(EAN): 9780521175722 Издательство: Cambridge Academ Рейтинг: Цена: 40130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.
Автор: Lim Kian Guan Название: Financial Valuation and Econometrics ISBN: 9814667722 ISBN-13(EAN): 9789814667722 Издательство: World Scientific Publishing Рейтинг: Цена: 50690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Reviews Of The First Edition:“The Book Provides Excellent Applications Of Some Econometric Techniques To Important Finance And Economic Problems. This Is A Useful Text For The Ms Students In The Quantitative Finance Programmes.”Andrew H ChenDistinguished Professor Of FinanceCox School Of BusinessSouthern Methodist University, Usa“This Book Combines Works On Empirical And Statistical Data With Concepts And Methods In Finance. Such A Presentation, Especially The ‘Application Chapters’, Is Refreshing And Gives The Student Of Quantitative Finance A Very Good View Of How Theory And Practice Come Together.”Chong Chi TatUniversity ProfessorDepartment Of Mathematics, National University Of Singapore“The Book Will Be Very Useful For Students Of Finance And Financial Engineering. The Arguments Are Presented Intuitively, Then Developed With Mathematical Rigor, And Supported With Excellent Examples And Problems — And They Cover A Wide Range Of Applications In Finance.”Krishna RamaswamyEdward Hopkinson, Jr. Professor Of Investment BankingWharton School, University Of Pennsylvania, Usa“A Really Useful Econometrics Book Written Specifically For Finance Readers. I Wish I Had A Copy Years Ago.”Dr Tee LimDirectorBarr Rosenberg Research Center, Usa“The Approach Of Explaining Quantitative Theories And Methods Through Examples Of Their Applications Is Very Useful. Beginners Will Find Econometrics A Lot Easier To Pick Up Using This Book, While Experienced Readers Will Enjoy Taking A Tour Over The Actual Case Studies To Appreciate The Power Of Econometrics.”Dr Liu XiaoqingSenior Vice PresidentTreasury And Market, Dbs Bank“Professor Kian Guan, A Respected Scholar In The Field Of Finance, Has Written Two Extremely Valuable Texts On ‘Financial Valuation And Econometrics’ And ‘Probability And Financial Theory’. These Texts Develop The Core Ideas Of Finance In The Last 40 Years And Their Applications In An Accessible Manner Without Sacrificing Rigor. I Recommend The Texts For Scholars Teaching Financial Theory, Capital Markets, And Financial Engineering.”Suresh M SundaresanChase Manhattan Bank Professor Of Economics And FinanceColumbia Business School, University Of Columbia, UsaThis Book Is An Introduction To Financial Valuation And Financial Data Analyses Using Econometric Methods. It Is Intended For Advanced Finance Undergraduates And Graduates. Most Chapters In The Book Would Contain One Or More Finance Application Examples Where Finance Concepts, And Sometimes Theory, Are Taught.This Book Is A Modest Attempt To Bring Together Several Important Domains In Financial Valuation Theory, In Econometrics Modelling, And In The Empirical Analyses Of Financial Data. These Domains Are Highly Intertwined And Should Be Properly Understood In Order To Correctly And Effectively Harness The Power Of Data And Statistical Or Econometrics Methods For Investment And Financial Decision-Making.The Contribution In This Book, And At The Same Time, Its Novelty, Is In Employing Materials In Basic Econometrics, Particularly Linear Regression Analyses, And Weaving Into It Threads Of Foundational Finance Theory, Concepts, Ideas, And Models. It Provides A Clear Pedagogical Approach To Allow Very Effective Learning By A Finance Student Who Wants To Be Well Equipped In Both Theory And Ability To Research The Data.This Is A Handy Book For Finance Professionals Doing Research To Easily Access The Key Techniques In Data Analyses Using Regression Methods. Students Learn All 3 Skills At Once — Finance, Econometrics, And Data Analyses. It Provides For Very Solid And Useful Learning For Advanced Undergraduate And Graduate Students Who Wish To Work In Financial Analyses, Risk Analyses, And Financial Research Areas.
Автор: Oliver Linton Название: Financial Econometrics: Models and Methods ISBN: 1107177154 ISBN-13(EAN): 9781107177154 Издательство: Cambridge Academ Рейтинг: Цена: 147840.00 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: Ngoc Thach, Nguyen, Kreinovich, Vladik, Trung, Ngu Название: Data Science for Financial Econometrics ISBN: 3030488527 ISBN-13(EAN): 9783030488529 Издательство: Springer Рейтинг: Цена: 186330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics.
Автор: Campbell, John W. Название: The econometrics of financial markets ISBN: 0691043019 ISBN-13(EAN): 9780691043012 Издательство: Wiley Рейтинг: Цена: 73920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
Автор: Easton, Wild, Halsey, McAnally Название: Financial Accounting for MBAs, 8e ISBN: 1618533584 ISBN-13(EAN): 9781618533586 Издательство: Amazon Internet Цена: 322210.00 T Наличие на складе: Невозможна поставка.
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: Rachev Название: Financial Econometrics - From Basics to Advanced Modeling Techniques ISBN: 0471784508 ISBN-13(EAN): 9780471784500 Издательство: Wiley Рейтинг: Цена: 100320.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics.
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