How to understand and use mathematics for derivatives II: advanced modelling methods

By: Chorafas, Dimitris NMaterial type: TextTextOriginal language: Spanish Publisher: [s.l.] ; Euromoney Books ; 1996Description: 347 pISBN: 1-8556444-79Subject(s): Matemáticas | Economía | EstadísticasLOC classification: HG/6024.A3/CH67/1996/v.II
Contents:
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.
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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.

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