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While success in business has become synonymous with the meaning of life, this bearing comes at the high cost of damaged ecosystems. The underlying business-asset mentality has equated value with superficial and short-sighted actions and rewards. Redesigning the Stock Market aims to alter the core of the global business machinery by integrating more long-sighted heuristics into trading mechanisms. These trading mechanisms encompass both the macro-environment related to the stock market and the micro-act of stock trading. The book covers the following key areas:. - Discussion on a fractal basis
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Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Stock price forecasting --- Securities --- Investment analysis --- Mathematics. --- Prices --- Mathematical models.
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What are the roots of the present economic crisis? The book shows that the factors commonly mentioned (e. g. subprime loans, fall in housing prices) have occurred in the past and therefore cannot account for the severity of the present crisis. There must be "something else". The analysis shows that there was a "phase transition" in the United States around 1975 which brought the following changes: - The stagnation of real wages over the past 30 years and a parallel rise in indebtment levels. - The abrupt fall in unionization rates and in the number of strikes. - The development of tax havens which deprived states of tax revenue. - The globalization of financial transactions which hinders long-term investment.
Speculation. --- Stock price forecasting. --- Stock price forecasting --- Speculation --- Banking --- Finance - General --- Investment & Speculation --- Finance --- Business & Economics --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Bucket-shops --- Commercial corners --- Corners, Commercial --- Prices --- Forecasting --- Finance. --- Economics, Mathematical. --- Combinatorics. --- Statistical physics. --- Dynamical systems. --- Finance, general. --- Quantitative Finance. --- Statistical Physics, Dynamical Systems and Complexity. --- Gambling --- Commodity exchanges --- Contracts, Aleatory --- Investments --- Stock exchanges --- Business forecasting
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Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Investment analysis - Mathematics. --- Investment analysis. --- Securities - Prices - Mathematical models. --- Stock price forecasting. --- Stock price forecasting --- Securities --- Investment analysis --- Finance --- Business & Economics --- Investment & Speculation --- Mathematics --- Mathematical models --- Prices --- Mathematics. --- Mathematical models. --- Analysis of investments --- Analysis of securities --- Security analysis --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Forecasting --- Business forecasting
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This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding o
Options (Finance) --- Securities --- Stock price forecasting --- Mathematical models. --- Prices --- Mathematical models --- Prices&delete& --- E-books --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investments --- Investment banking --- Law and legislation
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This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successful
Arbitrage. --- Stock exchanges. --- Stock price forecasting. --- Stocks -- Prices. --- Stocks --- Stock price forecasting --- Arbitrage --- Seasonal variations (Economics) --- Finance --- Business & Economics --- Investment & Speculation --- Prices --- Prices. --- Seasonality (Economics) --- Variations, Seasonal --- Forecasting, Stock price --- Security price forecasting --- Stock prices --- Law and legislation --- Forecasting --- Statistics --- Time-series analysis --- Casual labor --- Securities --- Speculation --- Business forecasting --- Stockholder wealth --- E-books --- 333.613 --- 333.642 --- 333.645 --- 333.65 --- AA / International- internationaal --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties --- Termijn. Financial futures --- Speculatie op de beurs --- arbitrage
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Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision. This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
Investment analysis -- Mathematical models. --- Investment analysis. --- Risk management -- Mathematical models. --- Risk management. --- Stochastic models. --- Finance --- Business & Economics --- Investment & Speculation --- Portfolio management. --- Stock price forecasting. --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Analysis of investments --- Analysis of securities --- Security analysis --- Investment management --- Prices --- Forecasting --- Business forecasting --- Investment analysis --- Investments --- Securities --- Financial risk --- E-books --- Business risk (Finance) --- Money risk (Finance) --- Risk --- Financial risk. --- Asset allocation. --- International financial management
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