Sprache: Englisch
Verlag: Kluwer Academic Publishers, 2002
ISBN 10: 079237648X ISBN 13: 9780792376484
Anbieter: Bookbot, Prague, Tschechien
Hardcover. Zustand: As New. Dynamic Portfolio Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on "technical analysis" which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are "optimal" for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of "technical analysis" strategies suggested in this book and evaluated via stochastic market models.
Sprache: Englisch
Verlag: World Scientific Pub Co Inc, 2015
ISBN 10: 9814678023 ISBN 13: 9789814678025
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Sprache: Englisch
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Sprache: Englisch
Verlag: World Scientific Pub Co Inc, 2015
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In den WarenkorbZustand: New. Nikolai Dokuchaev is an associate professor in Mathematics and Statistics at Curtin University. His research interests include mathematical and statistical finance, stochastic analysis, PDEs, control, and signal processing. Lin Ye.
Taschenbuch. Zustand: Neu. Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information | Quantitative Methods and Empirical Rules for Incomplete Information | Nikolai Dokuchaev | Taschenbuch | International Series in Operations Research & Management Science | xxvi | Englisch | 2012 | Springer | EAN 9781461353058 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on 'technical analysis' which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are 'optimal' for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of 'technical analysis' strategies suggested in this book and evaluated via stochastic market models.
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In den WarenkorbPaperback. Zustand: Brand New. 1st edition. 196 pages. 9.50x6.50x1.00 inches. In Stock.
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In den WarenkorbZustand: New. Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes. Series: Routledge Advanced Texts in Economics and Finance. Num Pages: 208 pages, 6 black & white illustrations, 6 black & white line drawings. BIC Classification: KF; PB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 158 x 234 x 12. Weight in Grams: 326. . 2007. 1st Edition. paperback. . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Taylor & Francis Ltd Dez 2020, 2020
ISBN 10: 0367731215 ISBN 13: 9780367731212
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their uncertainty thereof. The focus is on the pathwise inference methods that are applicable to a sole path of the observed prices and do not require the observation of an ensemble of such paths.
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In den WarenkorbPaperback. Zustand: Brand New. 227 pages. 9.25x6.10x0.52 inches. In Stock.
Sprache: Englisch
Verlag: Kluwer Academic Publishers, 2002
ISBN 10: 079237648X ISBN 13: 9780792376484
Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. Investigates optimal investment problems for stochastic financial market models. This work is intended for academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also for practitioners in risk management and quantitative analysis. Series: International Series in Operations Research & Management Science. Num Pages: 201 pages, biography. BIC Classification: KJ; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 19. Weight in Grams: 508. . 2002. Hardback. . . . . Books ship from the US and Ireland.
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In den WarenkorbZustand: New. pp. 224.
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also to practitioners in risk management and quantitative analysis who are interested in new strategies and methods of stochastic analysis. While there are many works devoted to the solution of optimal investment problems for various models, the focus of this book is on analytical strategies based on 'technical analysis' which are model-free. The technical analysis of these strategies has a number of characteristics. Two of the more important characteristics are: (1) they require only historical data, and (2) typically they are more widely used by traders than analysis based on stochastic models. Hence it is the objective of this book to reduce the gap between model-free strategies and strategies that are 'optimal' for stochastic models. We hope that researchers, students and practitioners will be interested in some of the new empirically based methods of 'technical analysis' strategies suggested in this book and evaluated via stochastic market models.
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In den WarenkorbHardcover. Zustand: Brand New. 224 pages. 9.50x6.25x0.75 inches. In Stock.
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 196 pages. 9.50x6.50x0.75 inches. In Stock.
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In den WarenkorbZustand: New. Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes. Series: Routledge Advanced Texts in Economics and Finance. Num Pages: 208 pages, 6 black & white illustrations, 6 black & white line drawings. BIC Classification: KF; PB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 17. Weight in Grams: 430. . 2007. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.