Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices -1st ed., Agostino Capponi, C. -A. Lehalle
Автор: Monique Jeanblanc, Marc Yor, Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 58690.00 T Наличие на складе: Есть Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 69830.00 T Наличие на складе: Поставка под заказ. Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Dispas Название: Innovation and Financial Markets ISBN: 1786300664 ISBN-13(EAN): 9781786300669 Издательство: Wiley Рейтинг: Цена: 146730.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Tells you what a board secretary is and why you need one. It explains the roles, duties and responsibilities depending on your organisation and how an effective board and robust governance depend on having a top board secretary. A must-read for anyone who is or about to become a board secretary. Valuable too for trustees, CEOs and leadership teams.
Автор: Ruttiens Alain Название: Mathematics of the Financial Markets ISBN: 1118513452 ISBN-13(EAN): 9781118513453 Издательство: Wiley Рейтинг: Цена: 63360.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
The book aims to prioritise what needs mastering and presentsthe content in the most understandable, concise and pedagogical wayillustrated by real market examples. Given the variety and thecomplexity of the materials the book covers, the author sortsthrough a vast array of topics in a subjective way, relying uponmore than twenty years of experience as a market practitioner. Thebook only requires the reader to be knowledgeable in the basics ofalgebra and statistics.
The Mathematical formulae are only fully proven when the proofbrings some useful insight. These formulae are translated fromalgebra into plain English to aid understanding as the vastmajority of practitioners involved in the financial markets are notrequired to compute or calculate prices or sensitivities themselvesas they have access to data providers. Thus, the intention of thisbook is for the practitioner to gain a deeper understanding ofthese calculations, both for a safety reason - it is betterto understand what is behind the data we manipulate - andsecondly being able to appreciate the magnitude of the prices weare confronted with and being able to draft a rough calculation, aside of the market data.
The author has avoided excessive formalism where possible.Formalism is securing the outputs of research, but may, in othercircumstances, burden the understanding by non-mathematicians; anexample of this case is in the chapter dedicated to the basis ofstochastic calculus.
The book is divided into two parts:
First, the deterministic world, starting from the yield curvebuilding and related calculations (spot rates, forward rates, discrete versus continuous compounding, etc.), and continuing withspot instruments valuation (short term rates, bonds, currencies andstocks) and forward instruments valuation (forward forex, FRAs andvariants, swaps & futures);
Second, the probabilistic world, starting with the basis ofstochastic calculus and the alternative approach of ARMA to GARCH, and continuing with derivative pricing: options, second generationoptions, volatility, credit derivatives;
This second part is completed by a chapter dedicated to marketperformance & risk measures, and a chapter widening the scopeof quantitative models beyond the Gaussian hypothesis andevidencing the potential troubles linked to derivative pricingmodels.
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making.
The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established.
Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community
Автор: Matthieu Cristelli Название: Complexity in Financial Markets ISBN: 3319032739 ISBN-13(EAN): 9783319032733 Издательство: Springer Рейтинг: Цена: 95770.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book explains the self-organization of financial markets. It provides new metrics for economic complexity and applies big data and new generation tools for forecasting economic growth.
Название: International Financial Markets ISBN: 1138060925 ISBN-13(EAN): 9781138060920 Издательство: Taylor&Francis Рейтинг: Цена: 163330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.
Автор: Fanelli, Viviana Название: Financial Modelling in Commodity Markets ISBN: 1138739103 ISBN-13(EAN): 9781138739109 Издательство: Taylor&Francis Рейтинг: Цена: 148010.00 T Наличие на складе: Нет в наличии. Описание: Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.
Автор: Rigatos Gerasimos G. Название: State-Space Approaches for Modelling and Control in Financial Engineering: Systems Theory and Machine Learning Methods ISBN: 3319850040 ISBN-13(EAN): 9783319850047 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Systems theory and stability concepts.- Main approaches to nonlinear control.- Main approaches to nonlinear estimation.- Linearizing control and filtering for nonlinear dynamics in financial systems.- Nonlinear optimal control and filtering for financial systems.- Kalman Filtering Approach for detection of option mispricing inthe Black-Scholes PDE.- Kalman Filtering approach to the detection of option mispricing inelaborated PDE finance models.- Corporations' default probability forecasting using theDerivative-free nonlinear Kalman Filter.- Validation of financial options models using neural networks with invariance to Fourier transform.- Statistical validation of financial forecasting tools with generalized likelihood ratio approaches.- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach.- Stabilization of financial systems dynamics through feedbackcontrol of the Black-Scholes PDE.- Stabilization of the multi-asset Black-Scholes PDE using differentialflatness theory.- Stabilization of commodities pricing PDE using differential flatnesstheory.- Stabilization of mortgage price dynamics using differential flatness theory.v>
Автор: Fanelli, Viviana Название: Financial modelling in commodity markets ISBN: 0367442868 ISBN-13(EAN): 9780367442866 Издательство: Taylor&Francis Рейтинг: Цена: 50010.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.
Автор: Deep Название: Logistics, Supply Chain and Financial Predictive Analytics ISBN: 9811308713 ISBN-13(EAN): 9789811308710 Издательство: Springer Рейтинг: Цена: 167700.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: and determining initial, basic and feasible solutions for transportation problems by means of the "supply demand reparation method" and "continuous allocation method." In addition, the book delves into a comparison study on exponential smoothing and the Arima model for fuel prices;
Автор: Barucci Emilio Название: Financial Markets Theory / Equilibrium, Efficiency and Information ISBN: 185233469X ISBN-13(EAN): 9781852334697 Издательство: Springer Рейтинг: Цена: 79150.00 T Наличие на складе: Поставка под заказ. Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.
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