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Author: Shaojun Zhang
Publisher:
ISBN:
Category : Corporations
Languages : en
Pages : 130
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Book Description
Author: Shaojun Zhang
Publisher:
ISBN:
Category : Corporations
Languages : en
Pages : 130
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Book Description
Author: Robert Giffen
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 485
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Book Description
Author: Sir Robert Giffen
Publisher:
ISBN:
Category : England
Languages : en
Pages :
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Author: Sir Robert Giffen
Publisher:
ISBN:
Category : Currency question
Languages : en
Pages : 374
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Book Description
Author: Cheng Few Lee
Publisher: World Scientific
ISBN: 9811202400
Category : Business & Economics
Languages : en
Pages : 5053
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Book Description
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Author: Carl Chiarella
Publisher: Springer Science & Business Media
ISBN: 3642034799
Category : Mathematics
Languages : en
Pages : 421
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Book Description
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference “Quantitative Methods in Finance” (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.
Author: Robert Giffen
Publisher: Forgotten Books
ISBN: 9780656713011
Category : Business & Economics
Languages : en
Pages : 498
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Book Description
Excerpt from Essays in Finance: Second Series In the Preface to the fourth edition of the first series of Essays in Finance, lately published, I have explained in some detail the connection between the Essays in that volume and the Essays in the present volume; and may be permitted to refer here to that Preface. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Author: Robert Giffen, Sir
Publisher: Palala Press
ISBN: 9781346879772
Category :
Languages : en
Pages : 502
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Book Description
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work.This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Author: James R Lothian
Publisher: World Scientific
ISBN: 9813148314
Category : Business & Economics
Languages : en
Pages : 820
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Book Description
The aim of the book is to make the author's scholarly research in the areas of international finance and monetary economics easily accessible to other researchers and students. The articles included in the book span a wide range. The topics include the behavior of the three key relations in international finance, purchasing power parity, interest rate parity and real interest rate equality, the relation between money and other key economic variables, financial globalization and the transmission of economic disturbances internationally.
Author: Zhi Jiang Ye
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
This dissertation consists of two chapters on my work in macro-finance, and one chapter on the statistical properties of k-clustering.The first chapter proposes an objective disaster risk measure based on a real economic outcome that captures the tail risks harbored by credit expansions and market booms across three disaster dimensions: crashes in real GDP growth, financial crisis, and equity market crashes. Our findings on the correlation between disaster risk and asset prices substantiate a disconnect between realized tail risks and investors' perceived tail risks, and point to the fragility of rare disaster models proposed in literature. This chapter is based on the working paper "Time Varying Disaster Risk and Asset Prices" with Matt Baron and Wei Xiong.The second chapter presents a study on the role of sectoral credit in aggregate credit booms, financial crises, and crashes in GDP growth. We find that the aggregate credit cycle masks co-existing sectoral credit cycles that individually exhibit different characteristics, and that the use of sectoral credit data substantially improves out-of-sample forecasts of macroeconomic risks. Our findings suggest that using measures of "the" credit cycle for regulatory oversight can be highly misleading. This chapter is based on the working paper "Varieties of Credit Booms" with Karsten Muller and Emil Verner.The third chapter presents a k-clustering procedure based on Lp distance, generalizing the popular k-means and k-medians estimator. We establish novel results on the strong consistency, asymptotic normality, and bootstrap validity of the estimator, and derive concentration bounds and asymptotics of the associated risk criterion. A byproduct of this work is a framework for proving asymptotic normality and bootstrap validity of regular M-estimators that unifies developments in empirical processes. We will derive sufficient conditions based on the combinatorial properties of the risk function class that only require smoothness of expectations of the risk function, thereby enabling one to sidestep the analytical challenges of using the classical stochastic differentiability approach when the risk function is non-smooth and non-convex.
