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Author : Götz Rohwer
Publisher :
ISBN 13 : 3825255522
Total Pages : 156 pages
Book Rating : 4.27/5 ( download)
Download or read book Financial Capital. Data and Models written by Götz Rohwer and published by . This book was released on 2021-01-11 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eric Zivot
Publisher : Springer Science & Business Media
ISBN 13 : 0387217630
Total Pages : 632 pages
Book Rating : 4.35/5 ( download)
Download or read book Modeling Financial Time Series with S-PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.94/5 ( download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Simon Benninga
Publisher : MIT Press
ISBN 13 : 9780262024822
Total Pages : 648 pages
Book Rating : 4.29/5 ( download)
Download or read book Financial Modeling written by Simon Benninga and published by MIT Press. This book was released on 2000 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. "Financial Modeling" bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial problems with spreadsheets. The CD-ROM contains Excel* worksheets and solutions to end-of-chapter exercises. 634 illustrations.
Author : Asli Demirguc-Kunt
Publisher : World Bank Publications
ISBN 13 : 1464812683
Total Pages : 148 pages
Book Rating : 4.82/5 ( download)
Download or read book The Global Findex Database 2017 written by Asli Demirguc-Kunt and published by World Bank Publications. This book was released on 2018-04-19 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 13 : 1493926144
Total Pages : 736 pages
Book Rating : 4.45/5 ( download)
Download or read book Statistics and Data Analysis for Financial Engineering written by David Ruppert and published by Springer. This book was released on 2015-04-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 13 : 9788126523702
Total Pages : 516 pages
Book Rating : 4.00/5 ( download)
Download or read book MARKET MODELS: A GUIDE TO FINANCIAL DATA ANALYSIS (With CD ) written by Carol Alexander and published by . This book was released on 2009-01-01 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Carol Alexander
Publisher : John Wiley & Sons
ISBN 13 : 9780471899754
Total Pages : 494 pages
Book Rating : 4.55/5 ( download)
Download or read book Market Models written by Carol Alexander and published by John Wiley & Sons. This book was released on 2001-12-04 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Institute of Medicine
Publisher : National Academies Press
ISBN 13 : 0309036437
Total Pages : 580 pages
Book Rating : 4.36/5 ( download)
Download or read book For-Profit Enterprise in Health Care written by Institute of Medicine and published by National Academies Press. This book was released on 1986-01-01 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: "[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 : John Y. Campbell
Publisher : Princeton University Press
ISBN 13 : 1400830214
Total Pages : 630 pages
Book Rating : 4.13/5 ( download)
Download or read book The Econometrics of Financial Markets written by John Y. Campbell and published by Princeton University Press. This book was released on 2012-06-28 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
