Encyclopedia of Financial Models V3, Fabozzi

Автор: C. Gourieroux, J. Jasiak
Название: Financial Econometrics: Problems, Models, and Methods
ISBN: 0691242364 ISBN-13(EAN): 9780691242361
Издательство: Wiley
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Цена: 84480.00 T
Наличие на складе: Поставка под заказ.
Описание: Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products.

This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date-essential in today's rapidly evolving financial environment-Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances.

They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies.

Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference.

Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.

Автор: Glut Donald F.
Название: Dinosaurs: The Encyclopedia, Supplement 2
ISBN: 1476689016 ISBN-13(EAN): 9781476689012
Издательство: Mare Nostrum (Eurospan)
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Цена: 109030.00 T
Наличие на складе: Невозможна поставка.
Описание: The second supplement to Dinosaurs: The Encyclopedia. It follows the intent and format of the encyclopedia and first supplement. This continuation of what is now the standard encyclopedia provides up-to-date concepts and evidence of dinosaur paleobiology and evolution.

Автор: Lai, Tze Leung Xing, Haipeng
Название: Statistical models and methods for financial markets
ISBN: 1441926682 ISBN-13(EAN): 9781441926685
Издательство: Springer
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Цена: 68900.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.

Автор: Ravindran Kannoo
Название: Mathematics of Financial Models + Website
ISBN: 1118004612 ISBN-13(EAN): 9781118004616
Издательство: Wiley
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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: Andersen, Leif B.g. Piterbarg, Vladimir V.
Название: Interest rate modeling. volume 2
ISBN: 0984422110 ISBN-13(EAN): 9780984422111
Издательство: Неизвестно
Рейтинг:
Цена: 100230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For bookworms and lovers of bibliophile treasures, the Magneto Diary Antique Books 2023 by teNeues is exactly the right thing. Measuring 16 x 22cm, Its cover in vintage design is a daily invitation to bury oneself in books. The well-thought out features of this week to view diary make scheduling fun Inside you will find a ribbon bookmark that quickly refers you to the latest entry whilst a pocket on the inside back cover can be used to store business cards, receipts and similar things. Coloured book endpapers give the Diary a special appeal whilst the practical magnetic closure keeps the Diary securely closed. The clearly laid out Diary grid

Название: Liquidity Risk, Efficiency and New Bank Business Models
ISBN: 3319308181 ISBN-13(EAN): 9783319308180
Издательство: Springer
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Цена: 107130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model. This book will be of value to those with an interest in how Basel III has had a tangible impact upon banking processes, particularly with regard to maintaining liquidity, and the latest research in financial business models.

Автор: Andersen, Leif B.g. Piterbarg, Vladimir V.
Название: Interest rate modeling. volume 1
ISBN: 0984422102 ISBN-13(EAN): 9780984422104
Издательство: Неизвестно
Рейтинг:
Цена: 100230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For bookworms and lovers of bibliophile treasures, the Magneto Diary Antique Books 2023 by teNeues is exactly the right thing. Measuring 16 x 22cm, Its cover in vintage design is a daily invitation to bury oneself in books. The well-thought out features of this week to view diary make scheduling fun Inside you will find a ribbon bookmark that quickly refers you to the latest entry whilst a pocket on the inside back cover can be used to store business cards, receipts and similar things. Coloured book endpapers give the Diary a special appeal whilst the practical magnetic closure keeps the Diary securely closed. The clearly laid out Diary grid

Автор: Michele Modina
Название: Credit Rating and Bank-Firm Relationships
ISBN: 1137496215 ISBN-13(EAN): 9781137496218
Издательство: Springer
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Цена: 83850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the role of the rating system in creditworthiness assessment, looking into its current status, strengths and weaknesses and possible evolution in the light of Basel 3 and the Global Economic Crisis.

Автор: Hatem Masri; Blanca P?rez-Gladish; Constantin Zopo
Название: Financial Decision Aid Using Multiple Criteria
ISBN: 3319688758 ISBN-13(EAN): 9783319688756
Издательство: Springer
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Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.

Автор: Glut Donald F.
Название: Dinosaurs: The Encyclopedia, Supplement 1
ISBN: 1476689008 ISBN-13(EAN): 9781476689005
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 109030.00 T
Наличие на складе: Невозможна поставка.
Описание: The first supplement to the highly acclaimed Dinosaurs: The Encyclopedia. The new work, which maintains the arrangement of the primary volume and is up to date late into 1998, includes well over a dozen new dinosaurian genera and even more new species and new life restorations.

Автор: Vincenzo Formisano
Название: Non-Knowledge Risk and Bank-Company Management
ISBN: 1137497122 ISBN-13(EAN): 9781137497123
Издательство: Springer
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Цена: 97820.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the current economic scenario, the intangible assets contribute significantly to the construction of the competitive positioning of a company. The third part provides practical guidelines designed to configure desirable rating models in which the weight of intangible assets is correctly considered.

Автор: Fabozzi
Название: Encyclopedia of Financial Models 3V Set
ISBN: 1118006739 ISBN-13(EAN): 9781118006733
Издательство: Wiley
Рейтинг:
Цена: 976800.00 T
Наличие на складе: Поставка под заказ.