Handbook of Alternative Data in Finance, Volume I, Mitra, Gautam
Название: Handbook of research on interdisciplinary approaches to digital transformation and innovation ISBN: 1799818799 ISBN-13(EAN): 9781799818793 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 193110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Provides emerging research exploring the complex interconnections of technological business practices within society. The book explores the practical and theoretical aspects of e-business technology within the fields of engineering, health, and social sciences.
Автор: Stylianos Perrakis Название: Stochastic Dominance Option Pricing ISBN: 3030115895 ISBN-13(EAN): 9783030115890 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology was developed primarily by the author, working independently or jointly with other co-authors, over the course of more than thirty years. Among others, it yields the fundamental Black-Scholes-Merton option value when markets are complete, presents a new approach to the pricing of rare event risk, and uncovers option mispricing that leads to tradeable strategies in the presence of transaction costs. In the latter case it shows how a utility-maximizing investor trading in the market and a riskless bond, subject to proportional transaction costs, can increase his/her expected utility by overlaying a zero-net-cost portfolio of options bought at their ask price and written at their bid price, irrespective of the specific form of the utility function. The book contains a unified presentation of these methods and results, making it a highly readable supplement for educators and sophisticated professionals working in the popular field of option pricing. It also features a foreword by George Constantinides, the Leo Melamed Professor of Finance at the Booth School of Business, University of Chicago, USA, who was a co-author in several parts of the book.
Автор: Veronesi Pietro Название: Handbook of Fixed-Income Securities ISBN: 1118709195 ISBN-13(EAN): 9781118709191 Издательство: Wiley Рейтинг: Цена: 134060.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods.
Автор: Ionut Florescu, Maria C. Mariani, H. Eugene Stanley, Frederi G. Viens Название: Handbook of High-Frequency Trading and Modeling in Finance ISBN: 1118443985 ISBN-13(EAN): 9781118443989 Издательство: Wiley Рейтинг: Цена: 138280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.
Автор: Francois Longin Название: Extreme Events in Finance - A Handbook of Extreme Value Theory and its Applications ISBN: 1118650190 ISBN-13(EAN): 9781118650196 Издательство: Wiley Рейтинг: Цена: 138280.00 T Наличие на складе: Поставка под заказ. Описание: "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
Автор: Kurowicka Dorota Et Al Название: Dependence Modeling: Vine Copula Handbook ISBN: 9814299871 ISBN-13(EAN): 9789814299879 Издательство: World Scientific Publishing Рейтинг: Цена: 137280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Research and applications in vines have been growing rapidly. This book traces historical developments, standardizing notation and terminology. It summarizes results on bivariate copulae and results for regular vines. It gives an overview of its applications.
Автор: Jin-Chuan Duan; Wolfgang Karl H?rdle; James E. Gen Название: Handbook of Computational Finance ISBN: 3662507072 ISBN-13(EAN): 9783662507070 Издательство: Springer Рейтинг: Цена: 269260.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more.
Автор: Svetlozar T. Rachev; George A. Anastassiou Название: Handbook of Computational and Numerical Methods in Finance ISBN: 1461264766 ISBN-13(EAN): 9781461264767 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored.
Название: The Banking Crisis Handbook ISBN: 1138114138 ISBN-13(EAN): 9781138114135 Издательство: Taylor&Francis Рейтинг: Цена: 76550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Explores the Origin of the Recent Banking Crisis and how to Preclude Future Crises
Shedding new light on the recent worldwide banking debacle, The Banking Crisis Handbook presents possible remedies as to what should have been done prior, during, and after the crisis. With contributions from well-known academics and professionals, the book contains exclusive, new research that will undoubtedly assist bank executives, risk management departments, and other financial professionals to attain a clear picture of the banking crisis and prevent future banking collapses.
The first part of the book explains how the crisis originated. It discusses the role of subprime mortgages, shadow banks, ineffective risk management, poor financial regulations, and hedge funds in causing the collapse of financial systems. The second section examines how the crisis affected the global market as well as individual countries and regions, such as Asia and Greece. In the final part, the book explores short- and long-term solutions, including government intervention, financial regulations, efficient bank default risk approaches, and methods to evaluate credit risk. It also looks at when government intervention in financial markets can be ethically justified.
Название: Handbook of research on expanding business opportunities with information systems and analytics / ISBN: 1522562257 ISBN-13(EAN): 9781522562252 Издательство: Turpin Рейтинг: Цена: 274730.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Recent advancements in data collection will affect all aspects of businesses, improving and bringing complexity to management and demanding integration of all resources, principles, and processes. The interpretation of these new technologies is essential to the advancement of management and business.The Handbook of Research on Expanding Business Opportunities With Information Systems and Analytics is a vital scholarly publication that examines technological advancements in data collection that will influence major change in many aspects of business through a multidisciplinary approach. Featuring coverage on a variety of topics such as market intelligence, knowledge management, and brand management, this book explores new complexities to management and other aspects of business. This publication is designed for entrepreneurs, business managers and executives, researchers, business professionals, data analysts, academicians, and graduate-level students seeking relevant research on data collection advancements.
Название: Handbook of Empirical Economics and Finance ISBN: 1138113662 ISBN-13(EAN): 9781138113664 Издательство: Taylor&Francis Рейтинг: Цена: 76550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields.
Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.
This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Автор: Jansen Stefan Название: Machine Learning for Algorithmic Trading - Second Edition ISBN: 1839217715 ISBN-13(EAN): 9781839217715 Издательство: Неизвестно Рейтинг: Цена: 84430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This thoroughly revised and expanded second edition demonstrates on over 800 pages how machine learning can add value to algorithmic trading in a practical yet comprehensive way. It has four parts that cover how to work with a diverse set of market, fundamental, and alternative data sources, design ML solutions for real-world trading ...
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