Author:
Publisher: PediaPress
ISBN:
Category :
Languages : en
Pages : 1295
Book Description
Derivatives
Author:
Publisher: PediaPress
ISBN:
Category :
Languages : en
Pages : 1295
Book Description
Publisher: PediaPress
ISBN:
Category :
Languages : en
Pages : 1295
Book Description
JOURNAL of BANKING & FINANCE
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
RETRACTED BOOK: 151 Trading Strategies
Author: Zura Kakushadze
Publisher: Springer
ISBN: 3030027929
Category : Business & Economics
Languages : en
Pages : 480
Book Description
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Publisher: Springer
ISBN: 3030027929
Category : Business & Economics
Languages : en
Pages : 480
Book Description
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Research in Finance
Author: Andrew H. Chen
Publisher: Emerald Group Publishing
ISBN: 1848554478
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Contains topics that include the design of a country's financial safety nets, the effective policies of acquiring failed banks in reducing moral hazard problems, the voluntary disclosure of real options by corporate managers, and the interrelationship between the housing and general economic activities.
Publisher: Emerald Group Publishing
ISBN: 1848554478
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Contains topics that include the design of a country's financial safety nets, the effective policies of acquiring failed banks in reducing moral hazard problems, the voluntary disclosure of real options by corporate managers, and the interrelationship between the housing and general economic activities.
An Introduction to Options & Futures
Author: Don M. Chance
Publisher: Chicago : Dryden Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 632
Book Description
Publisher: Chicago : Dryden Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 632
Book Description
Executive MBA (EMBA) - City of London College of Economics - 10 months - 100% online / self-paced
Author: City of London College of Economics
Publisher: City of London College of Economics
ISBN:
Category : Education
Languages : en
Pages : 7766
Book Description
Overview An EMBA (or Master of Business Administration in General Management) is a degree that will prepare you for management positions. Content - Strategy - Organisational Behaviour - Operations Management - Negotiations - Marketing - Leadership - Financial Accounting - Economics - Decision Models - Data Analysis - Corporate Finance Duration 10 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when youfeel ready to take the exam and we’ll send you the assign- ment questions. Study material The study material will be provided in separate files by email / download link.
Publisher: City of London College of Economics
ISBN:
Category : Education
Languages : en
Pages : 7766
Book Description
Overview An EMBA (or Master of Business Administration in General Management) is a degree that will prepare you for management positions. Content - Strategy - Organisational Behaviour - Operations Management - Negotiations - Marketing - Leadership - Financial Accounting - Economics - Decision Models - Data Analysis - Corporate Finance Duration 10 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when youfeel ready to take the exam and we’ll send you the assign- ment questions. Study material The study material will be provided in separate files by email / download link.
Economic Review
Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 860
Book Description
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 860
Book Description
Indices, Index Funds And ETFs
Author: Michael I. C. Nwogugu
Publisher: Springer
ISBN: 113744701X
Category : Business & Economics
Languages : en
Pages : 710
Book Description
Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than €120 trillion worth of securities, debts and commodities worldwide. This book analyzes the mathematical/statistical biases, misrepresentations, recursiveness, nonlinear risk and homomorphisms inherent in equity, debt, risk-adjusted, options-based, CDS and commodity indices – and by extension, associated index funds and ETFs. The book characterizes the “Popular-Index Ecosystems,” a phenomenon that provides artificial price-support for financial instruments, and can cause systemic risk, financial instability, earnings management and inflation. The book explains why indices and strategic alliances invalidate Third-Generation Prospect Theory (PT3), related approaches and most theories of Intertemporal Asset Pricing. This book introduces three new decision models, and some new types of indices that are more efficient than existing stock/bond indices. The book explains why the Mean-Variance framework, the Put-Call Parity theorem, ICAPM/CAPM, the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio, and DEA-Based Performance Measures are wrong. Leveraged/inverse ETFs and synthetic ETFs are misleading and inaccurate and non-legislative methods that reduce index arbitrage and ETF arbitrage are introduced.
Publisher: Springer
ISBN: 113744701X
Category : Business & Economics
Languages : en
Pages : 710
Book Description
Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than €120 trillion worth of securities, debts and commodities worldwide. This book analyzes the mathematical/statistical biases, misrepresentations, recursiveness, nonlinear risk and homomorphisms inherent in equity, debt, risk-adjusted, options-based, CDS and commodity indices – and by extension, associated index funds and ETFs. The book characterizes the “Popular-Index Ecosystems,” a phenomenon that provides artificial price-support for financial instruments, and can cause systemic risk, financial instability, earnings management and inflation. The book explains why indices and strategic alliances invalidate Third-Generation Prospect Theory (PT3), related approaches and most theories of Intertemporal Asset Pricing. This book introduces three new decision models, and some new types of indices that are more efficient than existing stock/bond indices. The book explains why the Mean-Variance framework, the Put-Call Parity theorem, ICAPM/CAPM, the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio, and DEA-Based Performance Measures are wrong. Leveraged/inverse ETFs and synthetic ETFs are misleading and inaccurate and non-legislative methods that reduce index arbitrage and ETF arbitrage are introduced.
Pricing Efficiency in the Long-term Index Options Market
Author: Anuradha Kandikuppa
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 250
Book Description
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 250
Book Description
CFA Readings in Derivative Securities
Author: Michael A. Berry
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 372
Book Description
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 372
Book Description