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Author: Götz Rohwer
Publisher:
ISBN: 3825255522
Category :
Languages : en
Pages : 156
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Book Description
Author: Götz Rohwer
Publisher:
ISBN: 3825255522
Category :
Languages : en
Pages : 156
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Book Description
Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
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Book Description
Author: Eric Zivot
Publisher: Springer Science & Business Media
ISBN: 0387217630
Category : Business & Economics
Languages : en
Pages : 632
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Book Description
The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Author: Asli Demirguc-Kunt
Publisher: World Bank Publications
ISBN: 1464812683
Category : Business & Economics
Languages : en
Pages : 148
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Book Description
In 2011 the World Bank—with funding from the Bill and Melinda Gates Foundation—launched the Global Findex database, the world's most comprehensive data set on how adults save, borrow, make payments, and manage risk. Drawing on survey data collected in collaboration with Gallup, Inc., the Global Findex database covers more than 140 economies around the world. The initial survey round was followed by a second one in 2014 and by a third in 2017. Compiled using nationally representative surveys of more than 150,000 adults age 15 and above in over 140 economies, The Global Findex Database 2017: Measuring Financial Inclusion and the Fintech Revolution includes updated indicators on access to and use of formal and informal financial services. It has additional data on the use of financial technology (or fintech), including the use of mobile phones and the Internet to conduct financial transactions. The data reveal opportunities to expand access to financial services among people who do not have an account—the unbanked—as well as to promote greater use of digital financial services among those who do have an account. The Global Findex database has become a mainstay of global efforts to promote financial inclusion. In addition to being widely cited by scholars and development practitioners, Global Findex data are used to track progress toward the World Bank goal of Universal Financial Access by 2020 and the United Nations Sustainable Development Goals. The database, the full text of the report, and the underlying country-level data for all figures—along with the questionnaire, the survey methodology, and other relevant materials—are available at www.worldbank.org/globalfindex.
Author: David Ruppert
Publisher: Springer
ISBN: 1493926144
Category : Business & Economics
Languages : en
Pages : 736
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Book Description
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.
Author: Carol Alexander
Publisher:
ISBN: 9788126523702
Category :
Languages : en
Pages : 516
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Book Description
Market_Desc: Primarily this book has been written for financial institutions (investment banks, asset management companies, investment analysis personnel, corporate treasuries, insurance companies, pension funds, risk management companies/consultants and regulatory bodies.) Special Features: "The author uses an applications-based approach."Includes the latest developments in VaR. About The Book: Models play a crucial role in today's financial markets and an understanding and appreciation of how to model financial data is key to any finance practitioner's skill set. Model developers are faced with many decisions, about the data, methodology, model specification and testing, prior to the final model implementation. This is costly and how many media reports in recent years have highlighted the mismanagement of such resources! It is crucial to make the right choices at every stage of model development. But this is as much an 'art' as a 'science'. The talented interpretation of results is just as critical for success as the mathematical foundation. This new book is the first of its kind. As well as providing numerous real world examples to illustrate concepts in an accessible manner, the accompanying CD will allow the reader to implement the examples themselves and adapt them for their own purposes. Professor Carol Alexander, Chair of Risk Management at the ISMA Centre and one of the best known names in financial data analysis, provides an authoritative and up-to-date treatment of model development. She brings many new insights to the practicalities of volatility and correlation analysis, modelling the market risk of portfolios and statistical models. New models that are based on cointegration, principal component analysis, normal mixture densities, GARCH and many other areas are elegantly and rigorously explained, with an emphasis on concepts that makes this text accessible to a very wide audience. The book is also designed to be self contained, with many technical appendices. Market Models is the ideal reference for all those involved in model selection and development
Author: Institute of Medicine
Publisher: National Academies Press
ISBN: 0309036437
Category : Medical
Languages : en
Pages : 580
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Book Description
"[This book is] the most authoritative assessment of the advantages and disadvantages of recent trends toward the commercialization of health care," says Robert Pear of The New York Times. This major study by the Institute of Medicine examines virtually all aspects of for-profit health care in the United States, including the quality and availability of health care, the cost of medical care, access to financial capital, implications for education and research, and the fiduciary role of the physician. In addition to the report, the book contains 15 papers by experts in the field of for-profit health care covering a broad range of topicsâ€"from trends in the growth of major investor-owned hospital companies to the ethical issues in for-profit health care. "The report makes a lasting contribution to the health policy literature." â€"Journal of Health Politics, Policy and Law.
Author: Carol Alexander
Publisher: John Wiley & Sons
ISBN: 9780471899754
Category : Business & Economics
Languages : en
Pages : 494
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Book Description
In part 1, Carol Alexander brings many new insights to the pricing and hedging of options with her understanding of volatility and correlation, and the uncertainty which surrounds these key determinants of option portfolio risk. Modelling the market risk of portfolios is covered in part 2 where the main focus is on a linear algebraic approach; the covariance matrix and principal component analysis are developed as key tools for the analysis of financial systems. The traditional time series econometric approach is explained in part 3, with coverage ranging from the application cointegration to long-short equity hedge funds, to high-frequency data prediction using neural networks and nearest neighbour algorithms . Throughout this text the emphasis is on understanding concepts and implementing solutions. It has been designed to be accessible to a very wide audience: the coverage is comprehensive and complete and the technical appendix makes the book largely self-contained.
Author: James W. Kolari
Publisher: Springer Nature
ISBN: 3030651975
Category : Business & Economics
Languages : en
Pages : 326
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Book Description
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by 1990 Nobel Laureate William Sharpe and others. It is widely accepted that the CAPM has failed in its theoretical relation between market beta risk and average stock returns, as numerous studies have shown that it does not work in the real world with empirical stock return data. The upshot of the CAPM’s failure is that many new factors have been proposed by researchers. However, the number of factors proposed by authors has steadily increased into the hundreds over the past three decades. This new ZCAPM is a path-breaking asset pricing model that is shown to outperform popular models currently in practice in finance across different test assets and time periods. Since asset pricing is central to the field of finance, it can be broadly employed across many areas, including investment analysis, cost of equity analyses, valuation, corporate decision making, pension portfolio management, etc. The ZCAPM represents a revolution in finance that proves the CAPM as conceived by Sharpe and others is alive and well in a new form, and will certainly be of interest to academics, researchers, students, and professionals of finance, investing, and economics.
Author: John S. Tjia
Publisher: McGraw Hill Professional
ISBN: 126010883X
Category : Business & Economics
Languages : en
Pages : 512
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Book Description
The go-to-guide for building projection models for financial analysis and valuation—updated with new content and materials Building Financial Models is considered the best guide to designing and building financial models for use in a wide variety of finance roles. This third edition of the popular resource features updated content, new materials, and a more accessible instructional layout supported by all new exercise files available to readers from a companion website. As with previous editions, the book offers a hands-on approach for creating a core model that is supported by broad coverage of cornerstone accounting and finance principles. The author, a seasoned developer and trainer with over 25 years’ experience developing financial models, takes you step by step through the entire process of developing a projection model. From the basics of accounting and Excel to the final “tips and tricks” for a completed model, you will be led assuredly through the steps of building an integrated financial statement model, one that can serve as the core for transactions or analysis in the LBO, M&A, business valuation model, or credit underwriting space. ●NEW: Updates on the latest Microsoft Excel shortcuts, functions, accounting concepts and modeling techniques●NEW: “Tips and tricks” on how to make your final model product both user-friendly and solidly built●NEW: Additional materials on valuation analysis and sections on scenarios and sensitivity analysis through the use of Data Tables●Online access to sample models you can download, and more
