Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM.Worked-out exercises from the book on Excel spreadsheets.Bonds and Swaps Futures and Forwards Options Volatility Portfolio Mapping
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John Wiley & Sons, 2008. The accompanying CD-ROM.
Worked-out exercises from the book on Excel spreadsheets.
Factor Models.
Principal Component Analysis.
Classical Models of Volatility and Correlation.
Introduction to GARCH Models.
Time Series Models and Cointegration.
Introduction to Copulas.
Advanced Econometric Models.
Forecasting and Model Evaluation.
Wiley, 2008. - 423 pages.
A financial instrument is a legal contract between two or more parties that defines conditions under which the various parties incur costs and receive benefits. A cost or benefit need not be a monetary amount; it could be a commodity, for instance. The simplest type of financial instrument is a financial asset, which is a legal claim on a real asset...
Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Basic Calculus for Finance Essential Linear Algebra for Finance Probability and Statistics Introduction to Linear Regression Numerical Methods in Finance Introduction to Portfolio Theory
Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Value at Risk and Other Risk Metrics Parametric Linear VaR Models Historical Simulation Monte Carlo VaR Value at Risk for Option Portfolios Risk Model Risk Scenario Analysis and Stress Testing Capital Allocation
John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment. Other Lower Partial...
Volume 2 — Wiley, 2008. — 430 p.
For well over a decade, econometrics has been one of the major routes into finance. I took this route myself several years ago. Starting an academic career as an algebraist, I then had a brief encounter with game theory before discovering that the skills of an econometrician were in greater demand. I would have found econometrics much more...