Applied Quantitative Methods for Trading and Investment - Rilegato

Rilegato

ISBN 10: 0470848855 ISBN 13: 9780470848852

Casa editrice: John Wiley & Sons Inc, 2003

Riassunto

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Informazioni sull?autore

<b>CHRISTIAN L. DUNIS</b> is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms, a Visiting Professor of International Finance at Venice International University and an Official Reviewer attached to the European Commission for the evaluation of applications to finance of emerging software technologies. He is an Editor of the European Journal of Finance, and has widely published in the field of financial markets analysis and forecasting. He has organised the Forecasting Financial Markets Conference since 1994. <p><b>JASON LAWS</b> is a Lecturer in International Banking and Finance at Liverpool John Moores University. He is also the Course Director for the M.Sc. in International Banking, Economics and Finance at Liverpool Business School. He has taught extensively in the area of investment theory and derivative securities at all levels, both in the UK and in Asia. Jason is also an active member of CIBEF, and has published in a number of academic journals. His research interests are focussed on volatility modelling and the implementation of trading strategies.</p> <p><b>PATRICK NAÏM</b> is an engineer of the École Centrale de Paris. He is the founder and chairman of Elseware, a company specialising in the application of nonlinear methods to financial management problems. He is currently working for some of the largest French institutions and co-ordinating research projects in the field at European level.<br /> </p>

Dalla quarta di copertina

This much-needed book, from a selection of top international experts, fills a gap by providing a manual of applied quantitative financial analysis. It focuses on advanced empirical methods for modelling financial markets in the context of practical financial applications. <p>Data, software and techniques specifically aligned to trading and investment will enable the reader to implement and interpret quantitative methodologies covering various models.</p> <p>The unusually wide-ranging methodologies include not only the 'traditional' financial econometrics but also technical analysis systems and many nonparametric tools from the fields of data mining and artificial intelligence. However, for those readers wishing to skip the more theoretical developments, the practical application of even the most advanced techniques is made as accessible as possible.</p> <p>Depending on the model being described different software will be used. Data and details will be provided to enable the reader to transfer the routines to a different software package.</p> <p>The book will be read by quantitative analysts and traders, fund managers, risk managers; graduate students in finance and MBA courses.<br /> </p>

Dettagli dell'edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 0470848855
• ISBN 13: 9780470848852
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 448
• Redattore: Dunis Christian L., Laws Jason, Naim Patrick
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile