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《数学名著系列丛书：计量金融精要》是一本关于金融计量方面的基础用书，提供了核心基础资料，包括金融研究日益增长的科学前沿和金融工业方面重要的发展情况。《数学名著系列丛书：计量金融精要》对资产定价理论、投资组合优化和风险管理方法提供了简洁的和紧凑的处理。提供了单因素和多因素情况下的时间序列模型技术，在分析财务数据上下文的时候介绍了他们的均值和方差。真实的数据分析贯穿全书，是《数学名著系列丛书：计量金融精要》的一个明显的特征。著名的普林斯顿大学教授倾力打造的精品英文版的金融数学方面的精品教材。《数学名著系列丛书：计量金融精要》：Chapter1AssetReturnsTheprimarygoalofinvestingina-nancialmarketistomakepro-tswithouttakingexcessiverisks.Mostcommoninvestmentsinvolvepurchasing-nancialassetssuchasstocks，bondsorbankdeposits，andholdingthemforcertainperiods.Posi-tiverevenueisgeneratedifthepriceofaholdingassetattheendofholdingperiodishigherthanthatatthetimeofpurchase（forthetimebeingweignoretransactioncharges）.Obviouslythesizeoftherevenuedependsonthreefactors：（i）theinitialcapital（i.e.thenumberofassetspurchased），（ii）thelengthofholdingperiod，and（iii）thechangesoftheassetpriceovertheholdingperiod.Asuccessfulinvestmentpursuesthemaximumrevenuewithagiveninitialcapital，whichmaybemeasuredexplicitlyintermsoftheso-calledreturn.Areturnisapercentagede-nedasthechangeofpriceexpressedasafractionoftheinitialprice.Itturnsoutthatassetreturnsexhibitmoreattractivestatisticalpropertiesthanassetpricesthemselves.Thereforeitalsomakesmorestatisticalsensetoanalyzereturndataratherthanpriceseries.1.1ReturnsLetPtdenotethepriceofanassetattimet.Firstweintroducevariousde-nitionsforthereturnsfortheasset.1.1.1One-periodsimpl
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The Elements of Financial Econometrics
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Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-C-088-04203
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The Elements of Financial Econometrics
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Hardcover. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.12. Codice articolo G703043398XI4N10
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Quantitative Finance Essentials(Chinese Edition)
ISBN 10: 703043398X
ISBN 13: 9787030433985
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Da: liu xing, Nanjing, JS, Cina
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Hardcover. Condizione: New. Language:Chinese.HardCover. Pub Date: 2015-3-1 Pages: 367 Publisher: Science Press This book is a basic measure on the financial aspects of the book. provides the core foundation of information. including the growing financial research frontiers of science and finance industries important developments. The book of asset pricing theory. portfolio optimization and risk management approach provides a simple and compact process. Provides a time series modeling techniques univariate and multivaria. Codice articolo CS043817
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