Author: Mehmet Terzioğlu
Publisher: BoD – Books on Demand
ISBN: 1839624868
Category : Business & Economics
Languages : en
Pages : 339
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Book Description
The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.
Author: Gilles Dufrénot
Publisher: Springer
ISBN: 3319052128
Category : Business & Economics
Languages : en
Pages : 322
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Book Description
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.
Author: Jin-Chuan Duan
Publisher: Springer Science & Business Media
ISBN: 3642172547
Category : Business & Economics
Languages : en
Pages : 791
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Book Description
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Author: Robert A. Meyers
Publisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919
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Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Author:
Publisher: ScholarlyEditions
ISBN: 1490108807
Category : Mathematics
Languages : en
Pages : 741
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Book Description
Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Mathematical Analysis. The editors have built Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Mathematical Analysis in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Calculus, Mathematical Analysis, and Nonlinear Research: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Author: Philip Hans Franses
Publisher: Cambridge University Press
ISBN: 0521770416
Category : Business & Economics
Languages : en
Pages : 299
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Book Description
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Author: Jorge Carballido-Landeira
Publisher: Springer
ISBN: 303016585X
Category : Mathematics
Languages : en
Pages : 111
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Book Description
This book collects recent advances in the field of nonlinear dynamics in biological systems. Focusing on medical applications as well as more fundamental questions in biochemistry, it presents recent findings in areas such as control in chemically driven reaction-diffusion systems, electrical wave propagation through heart tissue, neural network growth, chiral symmetry breaking in polymers and mechanochemical pattern formation in the cytoplasm, particularly in the context of cardiac cells. It is a compilation of works, including contributions from international scientists who attended the “2nd BCAM Workshop on Nonlinear Dynamics in Biological Systems,” held at the Basque Center for Applied Mathematics, Bilbao in September 2016. Embracing diverse disciplines and using multidisciplinary approaches – including theoretical concepts, simulations and experiments – these contributions highlight the nonlinear nature of biological systems in order to be able to reproduce their complex behavior. Edited by the conference organizers and featuring results that represent recent findings and not necessarily those presented at the conference, the book appeals to applied mathematicians, biophysicists and computational biologists.
Author: Raj S. Dhankar
Publisher: Springer Nature
ISBN: 8132239504
Category : Business & Economics
Languages : en
Pages : 324
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Book Description
This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.
Author: Abdol S. Soofi
Publisher: Springer Science & Business Media
ISBN: 9780792376804
Category : Business & Economics
Languages : en
Pages : 528
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Book Description
Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. Recent developments in mathematical methods of state-space reconstruction, time-delay embedding, and surrogate data analysis, coupled with readily accessible and powerful computational facilities used in gathering and processing massive quantities of high-frequency data, have provided theorists and practitioners unparalleled opportunities for exploratory data analysis, modelling, forecasting, and control. Until now, research exploring the application of nonlinear dynamics and associated algorithms to the study of economies and markets as complex systems is sparse and fragmentary at best. Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.
Author: Siew Ann Cheong
Publisher: Frontiers Media SA
ISBN: 2889765199
Category : Science
Languages : en
Pages : 341
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Book Description
