Download or read book Essays on Financial Analytics written by Pascal Alphonse and published by Springer Nature. This book was released on with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Financial Economics written by Rita Biswas and published by Emerald Group Publishing. This book was released on 2019-10-24 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.

Download or read book The Portable Financial Analyst written by Mark P. Kritzman and published by John Wiley & Sons. This book was released on 2004-03-31 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. The Portable Financial Analyst, Second Edition is a unique collection of essays that address the heart of every analyst's and investor's dilemma: how to make decisions in the face of unknown forces and how to assert some control over the outcome

Download or read book Money History and International Finance written by Michael D. Bordo and published by University of Chicago Press. This book was released on 2007-12-01 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a critical evaluation of Anna J. Schwartz's work and probes various facets of the immense contribution of her scholarship—How well has it stood the test of time? What critiques have been leveled against it? How has monetary research developed over the years, and how has her influence been manifested? Bordo has collected five conference papers presented by leading monetary scholars, discussants' comments, and closing remarks by Milton Friedman and Karl Brunner. Each of these insightful surveys extends Schwartz's work and makes its own contribution to the fields of monetary history, theory, and policy. The volume also contains a foreword by Martin Feldstein and a selected bibliography of publications by Anna Schwartz.

Download or read book Essays On Trading Strategy written by Graham L Giller and published by World Scientific. This book was released on 2023-08-17 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.

Download or read book Quantitative Financial Analytics The Path To Investment Profits written by Edward E Williams and published by World Scientific Publishing Company. This book was released on 2017-07-20 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.The statistical analysis framework of markets and institutions in the book meets the need for advanced undergraduates and graduate students in quantitative disciplines, who wish to apply their craft to the world of investments. In addition, entrepreneurs will find the volume to be especially useful. It also contains a clearly detailed explanation of many recent developments in portfolio and capital market theory as well as a thorough procedural discussion of security analysis. Professionals preparing for the CPA, CFA, and or CFP examinations will also benefit from a close scrutiny of the many problems following each chapter.The level of difficulty progresses through the textbook with more advanced treatment appearing in the latter sections of each chapter, and the last chapters of the volume.

Download or read book Advances in Quantitative Analysis of Finance and Accounting written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Turmoil in Europe and the United States written by George Soros and published by Public Affairs. This book was released on 2012-01-01 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addresses the need for the United States to restructure the banking and financial system, anticipates the globalization of the crisis, and calls for international action.

Download or read book Business School Essays that Made a Difference written by Nedda Gilbert and published by The Princeton Review. This book was released on 2003 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essays That Scored What makes business school applications so brutal? For most applicants, it's the number, length, and complexity of the essays they have to write. Most top schools require multiple essays, and this book is your best bet for acing them all. 1. Forty-four real-life essays critiqued by admissions officers from Tuck, Chicago, MIT, Michigan, Babson, and more 2. Eight case studies of b-school applicants-what worked and what didn't 3. Essay question translations-what they're really asking 4. Insider advice from admissions officers and current MBA students at the following schools: Columbia Business School; Freeman School of Business, Tulane; Haas School of Business, UC Berkeley; Olin Graduate School of Business, Babson; University of Chicago's Graduate School of Business Inside you'll find application essays from the following business schools: Freeman School of Business, Tulane Kenan-Flagler Business School, UNC-Chapel Hill McCombs School of Business, U Texas-Austin Olin Graduate School of Business, Babson College Peter F. Drucker Graduate School of Management, Claremont Graduate University Rutgers Business School Simon Graduate School of Business Administration, U of Rochester Sloan School of Management, MIT Tippie School of Management, University of Iowa Tuck School of Business, Dartmouth University of Chicago's Graduate School of Business University of Michigan Business School Weatherhead School of Business, Case Western Reserve

Download or read book Stochastic Analysis and Applications to Finance written by Tusheng Zhang and published by World Scientific. This book was released on 2012-07-17 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Contents:Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor)Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo)Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao)MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen)Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li)Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He)A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang)Stochastic Analysis on Loop Groups (Shizan Fang)Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang)Convex Capital Requirements for Large Portfolios (Hans Föllmer and Thomas Knispel)The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu)Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song)Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraček)Research on Social Causes of the Financial Crisis (Steven Kou)Wick Formulas and Inequalities for the Quaternion Gaussian and β-Permanental Variables (Wenbo V Li and Ang Wei)Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou)MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng)Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek)Coupling and Applications (Feng-Yu Wang)SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang)Mean-Variance Hedging in the Discontinuous Case (Jianming Xia) Readership: Graduates and researchers in stochatic analysis and mathematical finance. Keywords:Stochastic Analysis;Finance;Stochastic Partial Differential Equations;Backward Stochastic Differential Equations;Potential TheoryKey Features:Unique combination of stochastic analysis and financeSolicited articles from leading researchers in the areaA volume in honour of Jia-an Yan, a prominent scholar in both stochastic analysis and mathematical finance

Download or read book National Monetary and Financial Analysis written by Graeme S. Dorrance and published by Springer. This book was released on 1978-02-16 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advances in Quantitative Analysis of Finance and Accounting written by and published by . This book was released on 2006 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Financial Analytics with R written by Mark J. Bennett and published by Cambridge University Press. This book was released on 2016-10-06 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.

Download or read book Financial Statistics and Data Analytics written by Shuangzhe Li and published by MDPI. This book was released on 2021-03-02 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.

Download or read book Quantitative Analysis In Financial Markets Collected Papers Of The New York University Mathematical Finance Seminar Vol Ii written by Marco Avellaneda and published by World Scientific. This book was released on 2001-01-10 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.

Download or read book International Finance and Financial Crises written by Peter Isard and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Finance and Financial Crises: Essays in Honor of Robert P. Flood, Jr. contains the proceedings of a conference held in honor of Robert P. Flood, Jr. Bob Flood has made important contributions to many areas of economic analysis, including regime switching, speculative attacks, bubbles, stock market volatility, macro models with nominal rigidities, dual exchange rates, target zones, and rules versus discretion in monetary policy. Contributors were invited to address any of the topics or others of their choosing. The results include five papers on topics in international finance; two of these papers, as well as the panel discussion, focus on speculative attacks and financial crises. The other three take new directions in exploring topics in which existing models leave much to be desired.

Download or read book Elusive Stability written by Barry Eichengreen and published by Cambridge University Press. This book was released on 1990 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new interpretation of the operation and macroeconomic repercussions of the international monetary system during the interwar years.