Rajeev r bhattacharya (9 Ergebnisse)

Paperback. Zustand: Brand New. 8.66x5.91x0.32 inches. In Stock.

Zustand: New. Rajeev R. Bhattacharya, Ph.D., is a finance professor at Macquarie University and the president of Washington Finance and Economics, with over 30 years of research, consulting, and teaching experience in finance and Big Data. He lives with his wif.

Taschenbuch. Zustand: Neu. Options and Market Efficiency | A Big Data Approach | Rajeev R. Bhattacharya | Taschenbuch | 88 S. | Englisch | 2020 | LAP LAMBERT Academic Publishing | EAN 9786200532282 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Zustand: Neu. Neuware - Big Data analytics has emerged as a powerful tool, transforming the global financial market by enabling more informed decision-making, enhancing predictive capabilities, and improving risk management. By leveraging vast amounts of data, advanced analytics can provide real-time insights into market trends, forecast potential downturns, and identify investment opportunities. This innovative book is one of the first advanced textbooks to address the rapidly evolving field of Big Data in finance.Drawing on the author's extensive research, consulting, and teaching experience, it applies advanced theoretical and empirical methods to massive high-frequency databases to explore important areas of finance, including market efficiency, equities, fixed income securities, options, and market microstructure. The book begins with an introduction to risk and uncertainty before exploring applications of advanced analytics to daily data, as well as applications to Big Data with intraday data. It concludes with suggestions for future work. Sample raw databases, SAS software code, and intermediate and output data files are made available to enable readers to work with real data and perform their own analyses.Advanced Analytics in Financial Markets is the ideal textbook for advanced undergraduate and graduate courses in finance, Big Data, and advanced analytics, as well as a reference book for scholars and practitioners.…

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | I use five separate measures of deviation from Put-Call Parity of options on a stock without splits or dividends as separate negative measures for efficiency of the market ecosystem consisting of the underlying stock, derivatives, and risk-free securities. I develop a theory of trading volume as a function of short sales costs, dispersion of investor valuations, float, and transaction costs, and that of market efficiency as a function of trading volume and number of analysts covering the stock. I use Three-Stage Least Squares (3SLS) to estimate this structural system, separately for Nasdaq and non-Nasdaq U.S. stocks, over 1996-2015. I find, contrary to much previous theoretical and empirical work, that the impact of short sales costs & constraints on market efficiency is not significantly negative and that the impact of trading volume on market efficiency is not significantly positive.…

Zustand: New. 2026. 1st Edition. paperback. . . . . . Books ship from the US and Ireland.

Zustand: New. Rajeev R. Bhattacharya, Ph.D., is a finance professor at Macquarie University and the president of Washington Finance and Economics, with over 30 years of research, consulting, and teaching experience in finance and Big Data. He lives with his wif.

Buch. Zustand: Neu. Neuware - Big Data analytics has emerged as a powerful tool, transforming the global financial market by enabling more informed decision-making, enhancing predictive capabilities, and improving risk management. By leveraging vast amounts of data, advanced analytics can provide real-time insights into market trends, forecast potential downturns, and identify investment opportunities. This innovative book is one of the first advanced textbooks to address the rapidly evolving field of Big Data in finance.Drawing on the author's extensive research, consulting, and teaching experience, it applies advanced theoretical and empirical methods to massive high-frequency databases to explore important areas of finance, including market efficiency, equities, fixed income securities, options, and market microstructure. The book begins with an introduction to risk and uncertainty before exploring applications of advanced analytics to daily data, as well as applications to Big Data with intraday data. It concludes with suggestions for future work. Sample raw databases, SAS software code, and intermediate and output data files are made available to enable readers to work with real data and perform their own analyses.Advanced Analytics in Financial Markets is the ideal textbook for advanced undergraduate and graduate courses in finance, Big Data, and advanced analytics, as well as a reference book for scholars and practitioners.…

Zustand: New. 2026. 1st Edition. hardcover. . . . . . Books ship from the US and Ireland.