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Money market. Capital market --- 336.76 --- Investments --- -Stock price forecasting --- Stocks --- -Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Forecasting, Stock price --- Security price forecasting --- Business forecasting --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Mathematical models --- Tables --- Prices --- Forecasting --- -Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- -Forecasting, Stock price --- Common shares --- Stock price forecasting

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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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Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vital techniques required for model selection and development. Model developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to implementation. It is important to make the right choices and Carol Alexander's clear exposition provides valuable insights at every stage. In each of the 13 Chapters, Market Models presents real world illustrations to motivate theoretical developments. The accompanying CD contains spreadsheets with data and programs; this enables the reader to implement and adapt many of the examples. The pricing of options using normal mixture density functions to model returns; the use of Monte Carlo simulation to calculate the VaR of an options portfolio; modifying the covariance VaR to allow for fat-tailed P&L distributions; the calculation of implied, EWMA and 'historic' volatilities; GARCH volatility term structure forecasting; principal components analysis; and many more are all included. Market Models: A Guide to Financial Data Analysis is the ideal reference for all those involved in market risk measurement, quantitative trading and investment analysis.

Stock price forecasting --- Portfolio management --- Mathematical models --- Mathematical models. --- AA / International- internationaal --- 305.91 --- 339.42 --- -Portfolio management --- -332.63222 --- Investment management --- Investment analysis --- Investments --- Securities --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Business forecasting --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Financiële analyse. --- Prices --- Forecasting --- 332.63222 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Financiële analyse --- Stock price forecasting - Mathematical models --- Portfolio management - Mathematical models --- STOCK PRICE FORECASTING --- PORTFOLIO MANAGEMENT --- MATHEMATICAL MODELS --- MATHEMATHICAL MODELS

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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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Stock price forecasting --- Investments --- Actions (Titres de société) --- Investissements --- Prix --- Prévision --- Banques Bankwezen --- Finances Financiën --- Monnaie Munt --- US / United States of America - USA - Verenigde Staten - Etats Unis --- 333.613 --- 339.4 --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Business forecasting --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties. --- Vermogensbeheer. Financiële analyse. Verspreiding van de beleggingsrisico's. --- Prices --- Forecasting --- Investments. --- Stock price forecasting. --- Actions (Titres de société) --- Prévision --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties --- Vermogensbeheer. Financiële analyse. Verspreiding van de beleggingsrisico's