Quantitative Methods for Finance and Investments
Title | Quantitative Methods for Finance and Investments PDF eBook |
Author | John Teall |
Publisher | John Wiley & Sons |
Pages | 296 |
Release | 2009-02-04 |
Genre | Business & Economics |
ISBN | 1405141840 |
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.
Introduction to Quantitative Methods for Financial Markets
Title | Introduction to Quantitative Methods for Financial Markets PDF eBook |
Author | Hansjoerg Albrecher |
Publisher | Springer Science & Business Media |
Pages | 190 |
Release | 2013-06-28 |
Genre | Mathematics |
ISBN | 3034805195 |
Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.
Applied Quantitative Methods for Trading and Investment
Title | Applied Quantitative Methods for Trading and Investment PDF eBook |
Author | Christian L. Dunis |
Publisher | John Wiley & Sons |
Pages | 426 |
Release | 2004-01-09 |
Genre | Business & Economics |
ISBN | 0470871342 |
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Essential Quantitative Methods
Title | Essential Quantitative Methods PDF eBook |
Author | Les Oakshott |
Publisher | Red Globe Press |
Pages | 0 |
Release | 2016-01-20 |
Genre | Business & Economics |
ISBN | 9781137518552 |
This concise and accessible textbook covers all of the key quantitative methods needed to solve everyday business problems. Les Oakshott’s clear and friendly writing style guides students from basic statistics, through to advanced topics, such as hypothesis testing and time series, as well as operational research techniques such as linear programming and inventory management. Step-by-step instructions and accompanying activities will help students to practice and gain confidence in carrying out techniques. The book’s coverage is fully grounded within the real world of business. Real-life case studies open every chapter and numerous examples throughout demonstrate why quantitative techniques are needed for a business to be successful. An ideal textbook for undergraduate students of business, management and finance, it is also widely used by MBA students and postgraduates.
Market Risk Analysis, Quantitative Methods in Finance
Title | Market Risk Analysis, Quantitative Methods in Finance PDF eBook |
Author | Carol Alexander |
Publisher | John Wiley & Sons |
Pages | 318 |
Release | 2008-04-30 |
Genre | Business & Economics |
ISBN | 047077102X |
Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary. Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management. Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. 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 accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices; Calibration of Student t distribution by maximum likelihood; Orthogonal regression and estimation of equity factor models; Simulations of geometric Brownian motion, and of correlated Student t variables; Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula; Cubic spline fitting of yields curves and implied volatilities; Solution of Markowitz problem with no short sales and other constraints; Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices.
Quantitative Methods in Finance
Title | Quantitative Methods in Finance PDF eBook |
Author | Ştefan Cristian Gherghina |
Publisher | Springer Nature |
Pages | 225 |
Release | 2023-11-21 |
Genre | Business & Economics |
ISBN | 3031438647 |
This book explores certain social and environmental drivers of sustainable economic growth for European Union countries (EU-27) and United Kingdom (UK) in the context of the UN 2030 Agenda for Sustainable Development. The author provides a comprehensive overview of the factors that impact and facilitate sustainable economic growth and discusses the complex set of factors involved in sustainable economic development. Special attention is given to quantitative frameworks and empirical modelling, with the main focus on panel data regression models and vector error correction model approach. Furthermore, the book develops ratings of sustainable economic growth for each of the explored countries, by employing data mining techniques such as principal component analysis. Also, the data envelopment analysis non-parametric methodology towards assessing sustainable economic growth is investigated, as well as the cluster analysis in order to classify the selected nations according to sustainable economic growth. The book appeals to policy-makers and academics targeting to learn more about the characteristics of sustainable economic growth.
Quantitative Methods
Title | Quantitative Methods PDF eBook |
Author | Louise Swift |
Publisher | Bloomsbury Publishing |
Pages | 728 |
Release | 2014-06-06 |
Genre | Business & Economics |
ISBN | 113733794X |
The new edition of this highly successful and popular textbook is a comprehensive, easy-to-follow guide to using and interpreting all the quantitative techniques that students will encounter in their later business and financial careers; from fundamental principles through to more advanced applications. Topics are explained in a clear, friendly step-by-step style, accompanied by examples, exercises and activities, making the text ideal for self-tuition or for the student with no experience or confidence in working with numbers. This highly successful learning-by-doing approach, coupled with the book's clear structure, will enable even the most maths-phobic student to understand these essential mathematical skills. Comprehensive in both its scope of coverage and the range of abilities it caters for, this remains a core textbook for undergraduate students of business, management and finance, for whom Quantitative Methods modules will be a key component. It will also appeal to those on related MBA and postgraduate courses. New to this Edition: - Business Modelling 'Moving on...' feature with integrated web and book activities to promote student engagement with the application of mathematical techniques in real-life workplaces - Extensive revamp of two Statistics chapters based on student and lecturer feedback - Crucial updated practical guides to using Excel and SPSS - Integrated companion website resources helps relate theory to real world examples Accompanying online resources for this title can be found at bloomsburyonlineresources.com/quantitative-methods-4e. These resources are designed to support teaching and learning when using this textbook and are available at no extra cost.