Market Risk Analysis 2024 pdf epub mobi 電子書 下載


Market Risk Analysis

簡體網頁||繁體網頁

Market Risk Analysis pdf epub mobi 著者簡介


Market Risk Analysis pdf epub mobi 圖書描述

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors; Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters; Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization; Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management; Simulation of normal mixture and Markov switching GARCH returns; Cointegration based index tracking and pairs trading, with error correction and impulse response modelling; Markov switching regression models (Eviews code); GARCH term structure forecasting with volatility targeting; Non-linear quantile regressions with applications to hedging.

Market Risk Analysis 2024 pdf epub mobi 電子書 下載

Market Risk Analysis pdf epub mobi 圖書目錄




點擊這裡下載
    


想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-11-26

Market Risk Analysis 2024 pdf epub mobi 電子書 下載

Market Risk Analysis 2024 pdf epub mobi 電子書 下載

Market Risk Analysis 2024 pdf epub mobi 電子書 下載



喜欢 Market Risk Analysis 電子書 的读者还喜欢


Market Risk Analysis pdf epub mobi 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價
出版者:John Wiley & Sons
作者:Carol Alexander
出品人:
頁數:416
譯者:
出版時間:2008-4-18
價格:GBP 55.00
裝幀:Hardcover
isbn號碼:9780470998014
叢書系列:

圖書標籤: 金融  Carol.Alexander  risk  quant  finance  英文  trading  quantitative   


Market Risk Analysis 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Market Risk Analysis pdf epub mobi 用戶評價

評分

評分

評分

評分

評分

Market Risk Analysis 2024 pdf epub mobi 電子書 下載


分享鏈接





相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 onlinetoolsland.com All Rights Reserved. 本本書屋 版權所有