000			01651nam a2200277Ia 4500
003			SMV
005			20220908164256.0
008			210318b ||||| |||| 00| 0 spa d
020			_a1-8556444-79
040			_cSMV
041			_hspa
050			_aHG/6024.A3/CH67/1996/v.II
100			_aChorafas, Dimitris N.
245		0	_aHow to understand and use mathematics for derivatives II: advanced modelling methods
260			_a[s.l.]
260			_bEuromoney Books
260			_c1996
300			_a347 p.
505			_aContiene: 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.
650			_aMatemáticas
653			_aEconomía
653			_aEstadísticas
942			_2lcc
942			_2lcc
942			_hHG/6024.A3/CH67/1996/v.II _2lcc
999			_c1594 _d1594