Chorafas, Dimitris N.
How to understand and use mathematics for derivatives II: advanced modelling methods - [s.l.] Euromoney Books 1996 - 347 p.
Contiene: 1. The sense of analytical computational finance.- 2. Leading-edge techniques in prognosis and trading.- 3. Fair value, marking-to-model, implied volatility and realtime simulation.- 4. Applying chaos theory in financial transactions.- 5. Logarithmic distributions, black boxes, laplace transforms and fourier series.- 6. Statistical design, leptokyrtotic distributions, confidence intervals and test of hypothesis.- 7. Parameter-driven statistical design, parametric statiscs and non-parametric statistics.- 8. Understanding and applying non-linear models.- 9. Feedback control systems, root locus, the nyquist criterion and auto-oscilations.- 10. Brownian motion, mandelbrots fractals and currency exchange applications.- 11. Weibull distribution and the risk-management algorithm.- 12. Intraday information, micro-seasonality and high-frequency financial data.- 13. Heteroschedasticity, autocorrelation, autoregression and the Arch family of models.
1-8556444-79
Matemáticas
Economía Estadísticas
HG/6024.A3/CH67/1996/v.II
How to understand and use mathematics for derivatives II: advanced modelling methods - [s.l.] Euromoney Books 1996 - 347 p.
Contiene: 1. The sense of analytical computational finance.- 2. Leading-edge techniques in prognosis and trading.- 3. Fair value, marking-to-model, implied volatility and realtime simulation.- 4. Applying chaos theory in financial transactions.- 5. Logarithmic distributions, black boxes, laplace transforms and fourier series.- 6. Statistical design, leptokyrtotic distributions, confidence intervals and test of hypothesis.- 7. Parameter-driven statistical design, parametric statiscs and non-parametric statistics.- 8. Understanding and applying non-linear models.- 9. Feedback control systems, root locus, the nyquist criterion and auto-oscilations.- 10. Brownian motion, mandelbrots fractals and currency exchange applications.- 11. Weibull distribution and the risk-management algorithm.- 12. Intraday information, micro-seasonality and high-frequency financial data.- 13. Heteroschedasticity, autocorrelation, autoregression and the Arch family of models.
1-8556444-79
Matemáticas
Economía Estadísticas
HG/6024.A3/CH67/1996/v.II