wyszukanych pozycji: 2
Engineering Investment Process: Making Value Creation Repeatable
ISBN: 9781785481628 / Angielski / Twarda / 2017 / 430 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process. The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust. The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases. Besides the quantitative concepts detailed here, the reader will find useful references to other... Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process. The auth... |
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cena:
553,01 zł |
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
ISBN: 9783662450369 / Angielski / Twarda / 2014 / 188 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous...
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. T...
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cena:
193,19 zł |