A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India PDF Download
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Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
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Book Description
Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
Get Book Here
Book Description
Author: Dr. Othmar M. Lehner
Publisher: ACRN Publishing House
ISBN: 3950351817
Category : Business & Economics
Languages : en
Pages : 575
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Book Description
Proceedings of the 14th FRAP Finance, Risk and Accounting Perspectives conference taking place in Cambridge UK.
Author: Hersh Shefrin
Publisher: Elsevier
ISBN: 0080482244
Category : Business & Economics
Languages : en
Pages : 636
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Book Description
Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. Incorporating the latest research and theory, Shefrin offers both a strong theory and efficient empirical tools that address derivatives, fixed income securities, mean-variance efficient portfolios, and the market portfolio. The book provides a series of examples to illustrate the theory. The second edition continues the tradition of the first edition by being the one and only book to focus completely on how behavioral finance principles affect asset pricing, now with its theory deepened and enriched by a plethora of research since the first edition
Author:
Publisher: Excel Books India
ISBN: 9350620340
Category :
Languages : en
Pages : 201
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Book Description
Author: Van-Nam Huynh
Publisher: Springer
ISBN: 3319134493
Category : Technology & Engineering
Languages : en
Pages : 486
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Book Description
This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Author: Cheng F. Lee
Publisher: Center for PBBEFR & Airiti Press
ISBN: 9866286606
Category : Business & Economics
Languages : en
Pages :
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Book Description
Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.
Author: Samuelson Hong, Wei-Chiang
Publisher: IGI Global
ISBN: 1466636297
Category : Computers
Languages : en
Pages : 357
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Book Description
Evolutionary computation has emerged as a major topic in the scientific community as many of its techniques have successfully been applied to solve problems in a wide variety of fields. Modeling Applications and Theoretical Innovations in Interdisciplinary Evolutionary Computation provides comprehensive research on emerging theories and its aspects on intelligent computation. Particularly focusing on breaking trends in evolutionary computing, algorithms, and programming, this publication serves to support professionals, government employees, policy and decision makers, as well as students in this scientific field.
Author: Svetlozar T. Rachev
Publisher: John Wiley & Sons
ISBN: 0470937262
Category : Business & Economics
Languages : en
Pages : 316
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Book Description
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails. Reviews the basics of probability distributions Analyzes a continuous time option pricing model (the so-called exponential Lévy model) Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods Studies two multivariate settings that are suitable to explain joint extreme events Financial Models with Lévy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.
Author: J.E. Trinidad-Segovia
Publisher: MDPI
ISBN: 3036501967
Category : Business & Economics
Languages : en
Pages : 418
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Book Description
This book is a collection of papers for the Special Issue “Quantitative Methods for Economics and Finance” of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers 19 papers on topics such as volatility clusters and volatility dynamic, forecasting, stocks, indexes, cryptocurrencies and commodities, trade agreements, the relationship between volume and price, trading strategies, efficiency, regression, utility models, fraud prediction, or intertemporal choice.
