Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics, Ngoc Thach
Автор: Campbell, John W. Название: The econometrics of financial markets ISBN: 0691043019 ISBN-13(EAN): 9780691043012 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Ожидается поступление.
Описание: Covers the 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, and the term structure of interest rates, dynamic models of economic equilibrium.
Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Автор: Kadane Название: Pragmatics Of Uncertainty ISBN: 1498719848 ISBN-13(EAN): 9781498719841 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A fair question to ask of an advocate of subjective Bayesianism (which the author is) is "how would you model uncertainty?" In this book, the author writes about how he has done it using real problems from the past, and offers additional comments about the context in which he was working.
Автор: Ngoc Thach, Nguyen, Kreinovich, Vladik, Trung, Ngu Название: Data Science for Financial Econometrics ISBN: 3030488527 ISBN-13(EAN): 9783030488529 Издательство: Springer Рейтинг: Цена: 24392.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics.
Автор: Ngoc Thach Nguyen, Ha Doan Thanh, Trung Nguyen Duc Название: Prediction and Causality in Econometrics and Related Topics ISBN: 3030770931 ISBN-13(EAN): 9783030770938 Издательство: Springer Цена: 24392.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides the ultimate goal of economic studies to predict how the economy develops-and what will happen if we implement different policies.
Автор: Ngoc Thach Название: Prediction and Causality in Econometrics and Related Topics ISBN: 3030770966 ISBN-13(EAN): 9783030770969 Издательство: Springer Рейтинг: Цена: 24392.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides the ultimate goal of economic studies to predict how the economy develops-and what will happen if we implement different policies.
Автор: Hansen Lars Peter Название: Uncertainty within Economic Models ISBN: 9814578118 ISBN-13(EAN): 9789814578110 Издательство: World Scientific Publishing Рейтинг: Цена: 24552.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.
Автор: Compte Olivier, Postlewaite Andrew Название: Ignorance and Uncertainty ISBN: 1108422020 ISBN-13(EAN): 9781108422024 Издательство: Cambridge Academ Рейтинг: Цена: 15682.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.
Автор: Compte Olivier, Postlewaite Andrew Название: Ignorance and Uncertainty ISBN: 1108434495 ISBN-13(EAN): 9781108434492 Издательство: Cambridge Academ Рейтинг: Цена: 5386.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.
Автор: Islam Название: Applied Financial Econometrics in E-Commerce ISBN: 0444513086 ISBN-13(EAN): 9780444513083 Издательство: Elsevier Science Рейтинг: Цена: 14001.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deals with the investigation of the contemporary financial issues of the e-commerce market.
Автор: Capi?ski Название: Discrete Models of Financial Markets ISBN: 0521175720 ISBN-13(EAN): 9780521175722 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.
Автор: Hautsch, Nikolaus Название: Econometrics of Financial High-Frequency Data ISBN: 3642219241 ISBN-13(EAN): 9783642219245 Издательство: Springer Рейтинг: Цена: 22563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.
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