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- Essentials of Time Series for Financial Applications
- Author : Massimo Guidolin
- Publsiher : Academic Press
- Release : 29 May 2018
- ISBN : 0128134100
- Pages : 434 pages
- Rating : 4/5 from 21 reviews
GET THIS BOOKEssentials of Time Series for Financial Applications
Read or download book entitled Essentials of Time Series for Financial Applications written by Massimo Guidolin which was release on 29 May 2018, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction Features examples worked out in EViews (9 or higher)
- Author : Massimo Guidolin,Manuela Pedio
- Publisher : Academic Press
- Release Date : 2018-05-29
- Total pages : 434
- ISBN : 0128134100
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Summary : Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews ...
- Author : Mohammad Zoynul Abedin,M. Kabir Hassan,Petr Hajek,Mohammed Mohi Uddin
- Publisher : Routledge
- Release Date : 2021-06-21
- Total pages : 258
- ISBN : 0128134100
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Summary : This book introduces machine learning in finance and illustrates how we can use computational tools in numerical finance in real-world context. These computational techniques are particularly useful in financial risk management, corporate bankruptcy prediction, stock price prediction, and portfolio management. The book also offers practical and managerial implications of ...
- Author : Rick Greenwald,Robert Stackowiak,Jonathan Stern
- Publisher : "O'Reilly Media, Inc."
- Release Date : 2004-02-11
- Total pages : 400
- ISBN : 0128134100
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Summary : An enormous system comprising myriad technologies, options, and releases, Oracle's complexities have spawned numerous areas of specialization. For each area of specialization there are equally specialized how-to books and manuals. O'Reilly's Oracle Essentials claims a unique place among these books. Rather than focusing on one area, the book explains the ...
- Author : Albert N. Shiryaev
- Publisher : World Scientific
- Release Date : 1999
- Total pages : 852
- ISBN : 0128134100
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Summary : This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in ...
- Author : Olga Valenzuela,Fernando Rojas,Luis Javier Herrera,Héctor Pomares,Ignacio Rojas
- Publisher : Springer Nature
- Release Date : 2020-11-20
- Total pages : 460
- ISBN : 0128134100
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Summary : This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, ...
- Author : Yuliya Mishura,Kostiantyn Ralchenko
- Publisher : Walter de Gruyter GmbH & Co KG
- Release Date : 2021-10-25
- Total pages : 390
- ISBN : 0128134100
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Summary : Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most ...
- Author : David R. Anderson,Dennis J. Sweeney,Thomas A. Williams,Jeffrey D. Camm,James J. Cochran
- Publisher : Cengage Learning
- Release Date : 2020-01-01
- Total pages : 816
- ISBN : 0128134100
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Summary : Develop a strong conceptual understanding of statistics and its importance in business today with ESSENTIALS OF MODERN BUSINESS STATISTICS WITH MICROSOFT EXCEL, 8E. This best-selling essentials edition balances real-world applications with an integrated focus on the latest version of Microsoft Excel. A clear presentation develops each statistical technique in an ...
- Author : David R. Anderson,Dennis J. Sweeney,Thomas A. Williams,Jeffrey D. Camm,James J. Cochran
- Publisher : Cengage Learning
- Release Date : 2017-03-14
- Total pages : 816
- ISBN : 0128134100
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Summary : Discover an accessible introduction to business statistics as ESSENTIALS OF MODERN BUSINESS STATISTICS, 7E balances a conceptual understanding of statistics with real-world applications of statistical methodology. The book integrates Microsoft Excel 2016, providing step-by-step instructions and screen captures to help readers master the latest Excel tools. Extremely reader-friendly, this edition includes ...
- Author : Maria C. Mariani,Osei Kofi Tweneboah,Maria Pia Beccar-Varela
- Publisher : John Wiley & Sons
- Release Date : 2021-10-26
- Total pages : 400
- ISBN : 0128134100
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Summary : DATA SCIENCE IN THEORY AND PRACTICE EXPLORE THE FOUNDATIONS OF DATA SCIENCE WITH THIS INSIGHTFUL NEW RESOURCE Data Science in Theory and Practice delivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various disciplines, like banking, finance, health care, bioinformatics, security, education, ...
- Author : Luc Bauwens,Christian M. Hafner,Sebastien Laurent
- Publisher : John Wiley & Sons
- Release Date : 2012-04-17
- Total pages : 543
- ISBN : 0128134100
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Summary : "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate ...
- Author : Mario V. Wüthrich,Michael Merz
- Publisher : Springer Science & Business Media
- Release Date : 2013-04-04
- Total pages : 432
- ISBN : 0128134100
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Summary : Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but ...
- Author : Barbel Finkenstadt,Holger Rootzen
- Publisher : CRC Press
- Release Date : 2003-07-28
- Total pages : 422
- ISBN : 0128134100
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Summary : Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory of extreme values ...
- Author : James O'Shea,Ngoc Thanh Nguyen,Keeley Crockett,Robert J. Howlett,Lakhmi C. Jain
- Publisher : Springer Science & Business Media
- Release Date : 2011-06-22
- Total pages : 704
- ISBN : 0128134100
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Summary : This book constitutes the refereed proceedings of the 5th KES International Conference on Agent and Multi-Agent Systems, KES-AMSTA 2011, held in Manchester, UK, in June/July 2011. The 69 revised papers presented were carefully reviewed and selected for inclusion in the book. In addition the volume contains one abstract and one full paper ...
- Author : Marianne Frisen
- Publisher : John Wiley & Sons
- Release Date : 2008-02-28
- Total pages : 272
- ISBN : 0128134100
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Summary : This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling more successful prediction of financial market ...
- Author : Angelo Corelli
- Publisher : Emerald Group Publishing
- Release Date : 2019-10-28
- Total pages : 584
- ISBN : 0128134100
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Summary : Understanding Financial Risk Management provides an innovative approach to financial risk management. With a broad view of theory and the industry, it aims at being a friendly, but serious, starting point for those who encounter risk management for the first time, as well as for more advanced users....
