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“steven e pav”

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  • The Sharpe Ratio

    Statistics and Applications

    de Steven E. Pav ...
    The Sharpe ratio is the most widely used metric for comparing theperformance of financial assets. The Markowitz portfolio is the portfolio withthe highest Sharpe ratio. The Sharpe Ratio: Statistics and Applicationsexamines the statistical propertiesof the Sharpe ratio and Markowitz portfolio,both under the simplifying assumption of Gaussian returns and asymptotically.Connections are drawn between ... Leer más

    $68.99 USD

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  • Asset Price Dynamics, Volatility, and Prediction

    de Stephen J. Taylor ...
    This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess ... Leer más

    $71.99 USD

  • Quantitative Equity Investing

    Techniques and Strategies

    de Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi ...
    Series series Frank J. Fabozzi Series
    A comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies ... Leer más

    $57.00 USD

  • The Handbook of Portfolio Mathematics

    Formulas for Optimal Allocation and Leverage

    de Ralph Vince ...
    Series Libro 400 - Wiley Trading
    The Handbook of Portfolio Mathematics"For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if you're serious about making money in today's ... Leer más

    $60.00 USD

  • The Econometrics of Financial Markets

    de John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay ...
    A landmark book on quantitative methods in financial markets for graduate students and finance professionalsRecent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. ... Leer más

    $93.59 USD

  • Pairs Trading

    Quantitative Methods and Analysis

    de Ganapathy Vidyamurthy ...
    Series Libro 217 - Wiley Finance
    The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment ... Leer más

    $82.00 USD

  • Time Series and Panel Data Econometrics

    de M. Hashem Pesaran ...
    This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers ... Leer más

    $97.99 USD

  • A Pocket Guide to Risk Mathematics

    Key Concepts Every Auditor Should Know

    de Matthew Leitch ...
    This uniquely accessible, breakthrough book lets auditors grasp the thinking behind the mathematical approach to risk without doing the mathematics.Risk control expert and former Big 4 auditor, Matthew Leitch, takes the reader gently but quickly through the key concepts, explaining mistakes organizations often make and how auditors can find them.Spend a few minutes every day reading this ... Leer más

    $47.00 USD

  • Statistical Distributions

    de Catherine Forbes, Merran Evans, Nicholas Hastings, Brian Peacock ...
    A new edition of the trusted guide on commonly used statistical distributionsFully updated to reflect the latest developments on the topic, Statistical Distributions, Fourth Edition continues to serve as an authoritative guide on the application of statistical methods to research across various disciplines. The book provides a concise presentation of popular statistical distributions along with ... Leer más

    $75.00 USD

  • Regression Modeling with Actuarial and Financial Applications

    de Edward W. Frees ...
    Series series International Series on Actuarial Science
    This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical ... Leer más

    $72.99 USD

  • Probability and Statistics for Finance

    de Svetlozar T. Rachev, Markus Hoechstoetter, Sergio M. Focardi, Frank J. Fabozzi ...
    Series Libro 176 - Frank J. Fabozzi Series
    A comprehensive look at how probability and statistics is applied to the investment processFinance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline.Probability and Statistics for Finance addresses this issue by showing ... Leer más

    $60.00 USD

  • Mathematical Techniques in Finance

    Tools for Incomplete Markets - Second Edition

    de Ales Cerný ...
    Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, ... Leer más

    $79.19 USD