How to understand and use mathematics for derivatives II: advanced modelling methods
Material type: TextOriginal language: Spanish Publisher: [s.l.] ; Euromoney Books ; 1996Description: 347 pISBN: 1-8556444-79Subject(s): Matemáticas | Economía | EstadísticasLOC classification: HG/6024.A3/CH67/1996/v.IIItem type | Current location | Call number | Status | Date due | Barcode |
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Libros | Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/6024.A3/CH67/1996/v.II (Browse shelf) | Available | 00001600 |
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HF/5626/A53/2003 Comprender las normas internacionales de contabilidad NIC | HF/5651/B47/2003/v.I Contabilidad financiera y de sociedades I | HF/5651/A73/2003 Contabilidad financiera avanzada: normativa española e internacional | HG/6024.A3/CH67/1996/v.II How to understand and use mathematics for derivatives II: advanced modelling methods | HG/226/N86/1992 Mercado de dinero y capitales | HG/178.33/V47/2001 Microcréditos y desarrollo | KHQ/3258/C66/2001 Comentarios de la Ley del Procedimiento Administrativo General |
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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