Quantitative Finance, Climate Change, And Risk Management: A Physicist`s Approach (Third Edition),
Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong Название: Quantitative Trading ISBN: 0367871815 ISBN-13(EAN): 9780367871819 Издательство: Taylor&Francis Рейтинг: Цена: 10104.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove
Discover the ins and outs of designing predictive trading models
Drawing on the expertise of WorldQuant's global network, this new edition of Finding Alphas: A Quantitative Approach to Building Trading Strategies contains significant changes and updates to the original material, with new and updated data and examples.
Nine chapters have been added about alphas - models used to make predictions regarding the prices of financial instruments. The new chapters cover topics including alpha correlation, controlling biases, exchange-traded funds, event-driven investing, index alphas, intraday data in alpha research, intraday trading, machine learning, and the triple axis plan for identifying alphas. You'll also find details of how to use WebSim, WorldQuant's web-based simulation platform, to test your alphas.
- Provides more references to the academic literature
- Includes new, high-quality material
- Organizes content in a practical and easy-to-follow manner
- Adds new alpha examples with formulas and explanations
If you're looking for the latest information on building trading strategies from a quantitative approach, this book has you covered.
Название: A Benchmark Approach to Quantitative Finance ISBN: 3642065651 ISBN-13(EAN): 9783642065651 Издательство: Springer Рейтинг: Цена: 8532.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory.
Автор: Zhang Название: Stock Message Boards ISBN: 1137374179 ISBN-13(EAN): 9781137374172 Издательство: Springer Рейтинг: Цена: 13415.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidity, as well as an investing firm`s value and reputation.
Автор: Ting Christopher Hian Ann Название: Introduction To Quantitative Finance, An: A Three-Principle Approach ISBN: 981470430X ISBN-13(EAN): 9789814704304 Издательство: World Scientific Publishing Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This Concise Textbook Provides A Unique Framework To Introduce Quantitative Finance To Advanced Undergraduate And Beginning Postgraduate Students. Inspired By Newton'S Three Laws Of Motion, Three Principles Of Quantitative Finance Are Proposed To Help Practitioners Also To Understand The Pricing Of Plain Vanilla Derivatives And Fixed Income Securities.The Book Provides A Refreshing Perspective On Box'S Thesis That "All Models Are Wrong, But Some Are Useful." Being Practice- And Market-Oriented, The Author Focuses On Financial Derivatives That Matter Most To Practitioners.The Three Principles Of Quantitative Finance Serve As Buoys For Navigating The Treacherous Waters Of Hypotheses, Models, And Gaps Between Theory And Practice. The Author Shows That A Risk-Based Parsimonious Model For Modeling The Shape Of The Yield Curve, The Arbitrage-Free Properties Of Options, The Black-Scholes And Binomial Pricing Models, Even The Capital Asset Pricing Model And The Modigliani-Miller Propositions Can Be Obtained Systematically By Applying The Normative Principles Of Quantitative Finance.
Автор: Pablo Azcue; Nora Muler Название: Stochastic Optimization in Insurance ISBN: 1493909940 ISBN-13(EAN): 9781493909940 Издательство: Springer Рейтинг: Цена: 6097.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.
Автор: T. Kariya Название: Quantitative Methods for Portfolio Analysis ISBN: 9401047545 ISBN-13(EAN): 9789401047548 Издательство: Springer Рейтинг: Цена: 6097.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Quantitative Methods for Portfolio Analysis provides practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems.
Автор: Ramakrishna, Saloni P. Название: Climate change risk management in banks ISBN: 3110757915 ISBN-13(EAN): 9783110757910 Издательство: Walter de Gruyter Рейтинг: Цена: 14827.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Banks, like other businesses, endeavor to drive revenue and growth, while deftly managing the risks. Dubbed the next "frontier" in risk management for financial services, climate related risks are the newest and potentially the most challenging set of risks that banks are encountering.
On the one hand, banks must show their commitment to becoming net zero and, on the other, help their customers transition to more sustainable operations, all this while managing climate-related financial risks. It is a paradigm shift from how the banking industry has traditionally managed risks as climate change risks are complex. They are multilayered, multidimensional with uncertain climate pathways that impact real economy which in turn influences the financial ecosystem in myriad ways.
Climate Change Risk Management in Banks weaves the complete lifecycle of climate risk management from strategy to disclosures, a must-read for academics, banking professionals and other stakeholders interested in understanding and managing climate change risk. It provides much-needed insights, enabling organizations to respond well to these new risks, protect their businesses, mitigate losses and enhance brand value.
Saloni Ramakrishna, an acknowledged financial industry practitioner, argues that given the uncertain and volatile climate paths, complex geopolitical patterns, and sustainability challenges, banks and business professionals will benefit from a wholistic approach to managing climate change risks. The book provides a blueprint and a cohesive framework for embracing and maintaining such an approach, in a simple and structured format.
Автор: George A. Christodoulakis Название: The Analytics of Risk Model Validation, ISBN: 0750681586 ISBN-13(EAN): 9780750681582 Издательство: Elsevier Science Рейтинг: Цена: 10778.00 р. Наличие на складе: Нет в наличии.
Описание: Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. This book provides a collection that focuses on the quantitative side of model validation. It the three main areas of risk: Credit Risk, Market and Operational Risk.
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