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Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed... Læs mere
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Written by a well-known expert of asset management and risk parity, this book provides an up-to-date treatment of the risk parity approach, an alternative... Læs mere
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Based on forty years of experience and research, this book provides guidance on forecasting for strategic decision making. It... Læs mere
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While continuing to focus on common mathematical approaches to model credit portfolios, this second edition presents updates on model developments that have occurred... Læs mere
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Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric... Læs mere
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Providing a flexible framework for data analysis and model building, this text focuses on the statistical methods and models that can help predict... Læs mere
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This book covers a wide spectrum of investment topics ranging from risk management, performance measurement, fund characteristics and consumption risk to fixed income portfolio management. It was originally published as a special issue of The European Journal of Finance.
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Written by an experienced researcher and portfolio manager who coined the term "risk parity," this book provides readers with a practical understanding of the risk parity... Læs mere
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This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and... Læs mere
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This book aims to explore how to automate, innovate, design, and deploy emerging technologies in... Læs mere
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Planning the Mexican Economy (originally published in 1984), based on original research, looks at how the problems induced by oil led... Læs mere
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Statistical Analysis: The Basics explores the importance of statistical analysis in the modern world by asking statistical questions about data and explains how to conduct such analyses and correctly interpret the results.