Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong Название: Quantitative Trading ISBN: 0367871815 ISBN-13(EAN): 9780367871819 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove
Автор: Paczkowski, Walter R. (rutgers University, Usa) Название: Pricing analytics ISBN: 1138623938 ISBN-13(EAN): 9781138623934 Издательство: Taylor&Francis Рейтинг: Цена: 40820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
The theme of this book is simple. The price - the number someone puts on a product to help consumers decide to buy that product - comes from data. Specifically, itcomes from statistically modeling the data.
This book gives the reader the statistical modeling tools needed to get the number to put on a product. But statistical modeling is not done in a vacuum. Economic and statistical principles and theory conjointly provide the background and framework for the models. Therefore, this book emphasizes two interlocking components of modeling: economic theory and statistical principles.
The economic theory component is sufficient to provide understanding of the basic principles for pricing, especially about elasticities, which measure the effects of pricing on key business metrics. Elasticity estimation is the goal of statistical modeling, so attention is paid to the concept and implications of elasticities.
The statistical modeling component is advanced and detailed covering choice (conjoint, discrete choice, MaxDiff) and sales data modeling. Experimental design principles, model estimation approaches, and analysis methods are discussed and developed for choice models. Regression fundamentals have been developed for sales model specification and estimation and expanded for latent class analysis.
Автор: Kaufman Robert L. Название: Interaction Effects in Linear and Generalized Linear Models: Examples and Applications Using Stata ISBN: 150636537X ISBN-13(EAN): 9781506365374 Издательство: Sage Publications Рейтинг: Цена: 120390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Offering a clear set of workable examples with data and explanations, Interaction Effects in Linear and Generalized Linear Models is a comprehensive and accessible text that provides a unified approach to interpreting interaction effects.
Автор: Gill, Jefferson M. Torres Pacheco, Silvia Michelle Название: Generalized linear models ISBN: 1506387349 ISBN-13(EAN): 9781506387345 Издательство: Sage Publications Рейтинг: Цена: 39060.00 T Наличие на складе: Поставка под заказ. Описание: Explaining the theoretical underpinning of generalized linear models, this text enables researchers to decide how to select the best way to adapt their data for this type of analysis, with examples to illustrate the application of GLM.
Автор: Marcoulides, George A. Название: Latent Variable and Latent Structure Models ISBN: 0415649617 ISBN-13(EAN): 9780415649612 Издательство: Taylor&Francis Рейтинг: Цена: 57150.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Fusai Название: Implementing Models in Quantitative Finance: Methods and Cases ISBN: 3540223487 ISBN-13(EAN): 9783540223481 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book puts numerical methods in action for the purpose of solving practical problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, Laplace transforms and quadrature methods. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab or Visual Basic. The book originates from class notes and case-studies developed within courses on Numerical Methods for Finance and Exotic Derivatives held by the authors at Bocconi University since the year 2000.
Автор: Ravindran Kannoo Название: Mathematics of Financial Models + Website ISBN: 1118004612 ISBN-13(EAN): 9781118004616 Издательство: Wiley Рейтинг: Цена: 79200.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood.
Автор: Crispoldi Christian Название: SABR and SABR LIBOR Market Models in Practice ISBN: 1137378638 ISBN-13(EAN): 9781137378637 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.
Автор: Brockhaus Oliver Название: Equity Derivatives and Hybrids ISBN: 1137349484 ISBN-13(EAN): 9781137349484 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner`s perspective.
Автор: Vitanov Название: Science Dynamics and Research Production ISBN: 3319416294 ISBN-13(EAN): 9783319416298 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book deals with methods to evaluate scientific productivity. In the book statistical methods, deterministic and stochastic models and numerous indexes are discussed that will help the reader to understand the nonlinear science dynamics and to be able to develop or construct systems for appropriate evaluation of research productivity and management of research groups and organizations. The dynamics of science structures and systems is complex, and the evaluation of research productivity requires a combination of qualitative and quantitative methods and measures. The book has three parts. The first part is devoted to mathematical models describing the importance of science for economic growth and systems for the evaluation of research organizations of different size. The second part contains descriptions and discussions of numerous indexes for the evaluation of the productivity of researchers and groups of researchers of different size (up to the comparison of research productivities of research communities of nations). Part three contains discussions of non-Gaussian laws connected to scientific productivity and presents various deterministic and stochastic models of science dynamics and research productivity. The book shows that many famous fat tail distributions as well as many deterministic and stochastic models and processes, which are well known from physics, theory of extreme events or population dynamics, occur also in the description of dynamics of scientific systems and in the description of the characteristics of research productivity. This is not a surprise as scientific systems are nonlinear, open and dissipative.
Автор: John Knight Название: Linear Factor Models in Finance, ISBN: 0750660066 ISBN-13(EAN): 9780750660068 Издательство: Elsevier Science Рейтинг: Цена: 99230.00 T Наличие на складе: Поставка под заказ. Описание: The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.
Автор: Vitanov Nikolay K. Название: Science Dynamics and Research Production: Indicators, Indexes, Statistical Laws and Mathematical Models ISBN: 3319824015 ISBN-13(EAN): 9783319824017 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The second part contains descriptions and discussions of numerous indexes for the evaluation of the productivity of researchers and groups of researchers of different size (up to the comparison of research productivities of research communities of nations).
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
