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Author: Alain Ruttiens
Publisher: Springer Nature
ISBN: 3030675807
Category : Business & Economics
Languages : en
Pages : 69
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Book Description
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
Author: Alain Ruttiens
Publisher: Springer Nature
ISBN: 3030675807
Category : Business & Economics
Languages : en
Pages : 69
Get Book Here
Book Description
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
Author: Alain Ruttiens
Publisher:
ISBN: 9783030675813
Category :
Languages : en
Pages : 0
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Book Description
Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way.
Author: Leonard C. MacLean
Publisher: World Scientific
ISBN: 9814417351
Category : Business & Economics
Languages : en
Pages : 941
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Book Description
This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2 nd edition published in 2006).
Author: Paolo Brandimarte
Publisher: John Wiley & Sons
ISBN: 1118594665
Category : Mathematics
Languages : en
Pages : 893
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Book Description
COVERS THE FUNDAMENTAL TOPICS IN MATHEMATICS, STATISTICS, AND FINANCIAL MANAGEMENT THAT ARE REQUIRED FOR A THOROUGH STUDY OF FINANCIAL MARKETS This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LTCM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples. An Introduction to Financial Markets: A Quantitative Approach starts with a complete overview of the subject matter. It then moves on to sections covering fixed income assets, equity portfolios, derivatives, and advanced optimization models. This book’s balanced and broad view of the state-of-the-art in financial decision-making helps provide readers with all the background and modeling tools needed to make “honest money” and, in the process, to become a sound professional. Stresses that gut feelings are not always sufficient and that “critical thinking” and real world applications are appropriate when dealing with complex social systems involving multiple players with conflicting incentives Features a related website that contains a solution manual for end-of-chapter problems Written in a modular style for tailored classroom use Bridges a gap for business and engineering students who are familiar with the problems involved, but are less familiar with the methodologies needed to make smart decisions An Introduction to Financial Markets: A Quantitative Approach offers a balance between the need to illustrate mathematics in action and the need to understand the real life context. It is an ideal text for a first course in financial markets or investments for business, economic, statistics, engineering, decision science, and management science students.
Author: Scott Patterson
Publisher: Crown Currency
ISBN: 0307453391
Category : Business & Economics
Languages : en
Pages : 354
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Book Description
With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a gripping tale of ambition and hubris, and an ominous warning about Wall Street’s future. In March of 2006, four of the world’s richest men sipped champagne in an opulent New York hotel. They were preparing to compete in a poker tournament with million-dollar stakes, but those numbers meant nothing to them. They were accustomed to risking billions. On that night, these four men and their cohorts were the new kings of Wall Street. Muller, Griffin, Asness, and Weinstein were among the best and brightest of a new breed, the quants. Over the prior twenty years, this species of math whiz--technocrats who make billions not with gut calls or fundamental analysis but with formulas and high-speed computers--had usurped the testosterone-fueled, kill-or-be-killed risk-takers who’d long been the alpha males the world’s largest casino. The quants helped create a digitized money-trading machine that could shift billions around the globe with the click of a mouse. Few realized, though, that in creating this unprecedented machine, men like Muller, Griffin, Asness and Weinstein had sowed the seeds for history’s greatest financial disaster. Drawing on unprecedented access to these four number-crunching titans, The Quants tells the inside story of what they thought and felt in the days and weeks when they helplessly watched much of their net worth vaporize--and wondered just how their mind-bending formulas and genius-level IQ’s had led them so wrong, so fast.
Author: Olivier Gueant
Publisher: CRC Press
ISBN: 1498725481
Category : Business & Economics
Languages : en
Pages : 302
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Book Description
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss app
Author: Marijn Janssen
Publisher: Springer Science & Business Media
ISBN: 3642228771
Category : Business & Economics
Languages : en
Pages : 481
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Book Description
This book constitutes the refereed proceedings of the 10th International Conference, EGOV 2011, held in Delft, The Netherlands, in August/September 2011. The 38 revised full papers presented were carefully reviewed and selected from 84 submissions. The papers are organized in topical sections on foundations, acceptance and diffusion, governance, openess and institutions, architecture, security and interoperability, transformation, values and change.
Author: Ika Zutiasari
Publisher: Springer Nature
ISBN: 9464633026
Category : Business & Economics
Languages : en
Pages : 305
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Book Description
This is an open access book. Department of Management Faculty of Economics Universitas Negeri Malang seeks high quality research paper for the 3rd Business Innovation Sustainability and Technology International Conference (BISTIC) 2023 that was held on July 25th, 2023. We invite all professors, researchers, students, practitioners, and other enthusiasts to participate in The Business Innovation Sustainability and Technology International Conference (BISTIC) 2023 to present, share, and discuss the phenomenon depicted by academic research result as a strategic way to enlarge and enhance the research development together. This year, BISTIC is held as a virtual conference where there will be online presentation.
Author: Christian L. Dunis
Publisher: Springer
ISBN: 1137488808
Category : Business & Economics
Languages : en
Pages : 349
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Book Description
As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field.
Author: Rangan Gupta
Publisher: Springer Nature
ISBN: 3031380746
Category : Technology & Engineering
Languages : en
Pages : 642
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Book Description
Recent Advancements of Computational Finance and Business Analytics provide a comprehensive overview of the cutting-edge advancements in this dynamic field. By embracing computational finance and business analytics, organizations can gain a competitive edge in an increasingly data-driven and complex business environment. This book has explored the latest developments and breakthroughs in this rapidly evolving domain, providing a comprehensive overview of the current state of computational finance and business analytics. It covers the following dimensions of this domains: Business Analytics Financial Analytics Human Resource Analytics Marketing Analytics
