Bild 1 von 2
Galerie
Bild 1 von 2
Market Models : A Guide to Financial Data Analysis Hardcover Caro
Free US Delivery | ISBN:0471899755
US $13,63
Ca.EUR 11,78
Artikelzustand:
“Used book that is in clean, average condition without any missing pages. 100% Money-Back Guarantee.”
Gut
Buch, das gelesen wurde, sich aber in einem guten Zustand befindet. Der Einband weist nur sehr geringfügige Beschädigungen auf, wie z.B. kleinere Schrammen, er hat aber weder Löcher, noch ist er eingerissen. Bei gebundenen Büchern ist der Schutzumschlag möglicherweise nicht mehr vorhanden. Die Bindung weist geringfügige Gebrauchsspuren auf. Die Mehrzahl der Seiten ist unbeschädigt, das heißt, es gibt kaum Knitter oder Einrisse, es wurden nur in geringem Maße Bleistiftunterstreichungen im Text vorgenommen, es gibt keine Textmarkierungen und die Randbereiche sind nicht beschrieben. Alle Seiten sind vollständig vorhanden. Genauere Einzelheiten sowie eine Beschreibung eventueller Mängel entnehmen Sie bitte dem Angebot des Verkäufers.
- Sofort-KaufenMarket Models : A Guide to Financial Data Analysis Hardcover Caro
Oops! Looks like we're having trouble connecting to our server.
Refresh your browser window to try again.
Versand:
Kostenlos Economy Shipping.
Standort: Mishawaka, Indiana, USA
Lieferung:
Lieferung zwischen Sa, 9. Aug und Do, 14. Aug nach 94104 bei heutigem Zahlungseingang
Rücknahme:
30 Tage Rückgabe. Käufer zahlt Rückversand. Wenn Sie ein eBay-Versandetikett verwenden, werden die Kosten dafür von Ihrer Rückerstattung abgezogen.
Zahlungen:
Sicher einkaufen
- Gratis Rückversand im Inland
- Punkte für jeden Kauf und Verkauf
- Exklusive Plus-Deals
Der Verkäufer ist für dieses Angebot verantwortlich.
eBay-Artikelnr.:316858372225
Artikelmerkmale
- Artikelzustand
- Gut
- Hinweise des Verkäufers
- “Used book that is in clean, average condition without any missing pages. 100% Money-Back Guarantee.”
- Book Title
- Market Models : A Guide to Financial Data Analysis Hardcover Caro
- ISBN
- 9780471899754
Über dieses Produkt
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471899755
ISBN-13
9780471899754
eBay Product ID (ePID)
1610929
Product Key Features
Number of Pages
514 Pages
Language
English
Publication Name
Market Models : a Guide to Financial Data Analysis
Subject
Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies
Publication Year
2001
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.6 in
Item Weight
46.5 Oz
Item Length
10 in
Item Width
7.7 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2001-026204
Dewey Edition
21
Illustrated
Yes
Dewey Decimal
332.63/222
Table Of Content
Preface. Acknowledgments. PART I: VOLATILITY AND CORRELATION ANALYSIS. Understanding Volatility and Correlation. Implied Volatility and Correlation. Moving Average Models. GARCH Models. Forecasting Volatility and Correlation. PART II: MODELLING THE MARKET RISK OF PORTFOLIOS. Principal Component Analysis. Covariance Matrices. Risk Measurement in Factor Models. Value-At-Risk. Modelling Non-Normal Returns. PART III: STATISTICAL MODELS FOR FINANCIAL MARKETS. Time Series Models. Cointegration. Forecasting High-Frequency Data. Technical Appendices. A1 Linear Regression. A2 Statistical Inference. A3 Residual Analysis. A4 Data Problems. A5 Prediction. A6 Maximum Likelihood Methods. References. Tables. Index.
Synopsis
Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vital techniques required for model selection and development. Model developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to implementation. It is important to make the right choices and Carol Alexander's clear exposition provides valuable insights at every stage. In each of the 13 Chapters, Market Models presents real world illustrations to motivate theoretical developments. The accompanying CD contains spreadsheets with data and programs; this enables you to implement and adapt many of the examples. The pricing of options using normal mixture density functions to model returns; the use of Monte Carlo simulation to calculate the VaR of an options portfolio; modifying the covariance VaR to allow for fat-tailed P&L distributions; the calculation of implied, EWMA and 'historic' volatilities; GARCH volatility term structure forecasting; principal components analysis; and many more are all included. 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 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 also explained 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. Market Models: A Guide to Financial Data Analysis is the ideal reference for all those involved in market risk measurement, quantitative trading and investment analysis., This new book is the first of its kind. It provides numerous real world examples to illustrate concepts in an accessible manner. The accompanying CD will allow the reader to implement the examples and adapt them for their own purposes. Carol Alexander provides an authoritative and up-to-date treatment of model development., Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vital techniques required for model selection and development. Model developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to implementation. It is important to make the right choices and Carol Alexander's clear exposition provides valuable insights at every stage. In each of the 13 Chapters, Market Models presents real world illustrations to motivate theoretical developments. The accompanying CD contains spreadsheets with data and programs; this enables the reader to implement and adapt many of the examples. The pricing of options using normal mixture density functions to model returns; the use of Monte Carlo simulation to calculate the VaR of an options portfolio; modifying the covariance VaR to allow for fat-tailed P&L distributions; the calculation of implied, EWMA and 'historic' volatilities; GARCH volatility term structure forecasting; principal components analysis; and many more are all included. Market Models: A Guide to Financial Data Analysis is the ideal reference for all those involved in market risk measurement, quantitative trading and investment analysis.
LC Classification Number
HG4515.3.A38 2001
Artikelbeschreibung des Verkäufers
Rechtliche Informationen des Verkäufers
Info zu diesem Verkäufer
Better World Books
98,8% positive Bewertungen•13,6 Mio. Artikel verkauft
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (4.287.911)
- c***m (422)- Bewertung vom Käufer.Letzter MonatBestätigter KaufAAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii , Received 07/27; Paperback book in Great Condition as Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!
- e***g (58)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufExcellent prices on used books in great condition. Shipped out quickly. Product condition is accurate to rating in listing. Thanks! NOTE: For this particular book (I ordered several), it came in a soft cover rather than hard cover as the listing stated. I contacted the seller and they responded promptly. They agreed that it was a listing error and provided me with a full refund for this book (without return required) proving they are both a responsible and trustworthy seller.
- 7***j (782)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufI recently purchased an item from this eBay seller, and I couldn't be happier with the experience. From the prompt communication to the fast shipping, everything was handled with utmost professionalism. The item arrived exactly as described and was well-packaged to ensure its safety during transit. The seller was courteous and responsive, making the entire transaction smooth and hassle-free. I highly recommend this seller to anyone looking for quality products and excellent service.Nauvoo : Mormon City on the Mississippi River Hardcover Raymond B (Nr. 316178470305)
Noch mehr entdecken:
- Sachbuch-Rough-Guides Bücher,
- Sachbuch Insight Guides Bücher,
- Englische Bücher Sachbuch-Rough-Guides,
- Englische Bücher Insight-Guides-Sachbuch,
- Bücher über Bücher Sachbuch-Rough-Guides,
- Reisen-Sachbuch-Rough-Guides Bücher,
- Insight-Guides-Taschenbuch-Sachbuch Bücher,
- Taschenbuch-Sachbuch-Rough-Guides Bücher,
- Bücher Sachbuch-Rough-Guides Ab 2010,
- Bücher Insight-Guides-Sachbuch Ab 2010
Better World Books
98,8% positive Bewertungen•13,6 Mio. Artikel verkauft
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (4.287.911)
- c***m (422)- Bewertung vom Käufer.Letzter MonatBestätigter KaufAAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii , Received 07/27; Paperback book in Great Condition as Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!
- e***g (58)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufExcellent prices on used books in great condition. Shipped out quickly. Product condition is accurate to rating in listing. Thanks! NOTE: For this particular book (I ordered several), it came in a soft cover rather than hard cover as the listing stated. I contacted the seller and they responded promptly. They agreed that it was a listing error and provided me with a full refund for this book (without return required) proving they are both a responsible and trustworthy seller.
- 7***j (782)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufI recently purchased an item from this eBay seller, and I couldn't be happier with the experience. From the prompt communication to the fast shipping, everything was handled with utmost professionalism. The item arrived exactly as described and was well-packaged to ensure its safety during transit. The seller was courteous and responsive, making the entire transaction smooth and hassle-free. I highly recommend this seller to anyone looking for quality products and excellent service.Nauvoo : Mormon City on the Mississippi River Hardcover Raymond B (Nr. 316178470305)