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Author: Bernd Scherer
Publisher: Oxford University Press
Published: 2012
Total Pages: 530
ISBN-13: 0199553432
DOWNLOAD EBOOKThis book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
Author: Kenneth J. Winston
Publisher: Cambridge University Press
Published: 2023-09-21
Total Pages: 647
ISBN-13: 1009209086
DOWNLOAD EBOOKA modern introduction to risk and portfolio management for advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance, including extensive live data and Python code as online supplements which allow the application of theory to real-world situations.
Author: Özalp Özer
Publisher: Oxford University Press (UK)
Published: 2012-06-07
Total Pages: 977
ISBN-13: 0199543178
DOWNLOAD EBOOKA definitive reference to the theory and practice of pricing across industries, environments, and methodologies. It covers all major areas of pricing including, pricing fundamentals, pricing tactics, and pricing management.
Author: Karen Wendt
Publisher: Springer Nature
Published:
Total Pages: 334
ISBN-13: 3031555058
DOWNLOAD EBOOKAuthor: Ignazio Basile
Publisher: Springer Nature
Published:
Total Pages: 559
ISBN-13: 3031598199
DOWNLOAD EBOOKAuthor: Henry Schellhorn
Publisher: SIAM
Published: 2024-03-26
Total Pages: 267
ISBN-13: 1611977908
DOWNLOAD EBOOKThis textbook covers the latest advances in machine learning methods for asset management and asset pricing. Recent research in deep learning applied to finance shows that some of the (usually confidential) techniques used by asset managers result in better investments than the more standard techniques. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative. Coverage includes an original machine learning method for strategic asset allocation; the no-arbitrage theory applied to a wide portfolio of assets as well as other asset management methods, such as mean-variance, Bayesian methods, linear factor models, and strategic asset allocation; recent techniques such as neural networks and reinforcement learning, and more classical ones, including nonlinear and linear programming, principal component analysis, dynamic programming, and clustering. The authors use technical and nontechnical arguments to accommodate readers with different levels of mathematical preparation. The book is easy to read yet rigorous and contains a large number of exercises. Machine Learning for Asset Management and Pricing is intended for graduate students and researchers in finance, economics, financial engineering, and data science focusing on asset pricing and management. It will also be of interest to finance professionals and analysts interested in applying machine learning to investment strategies and asset management. This textbook is appropriate for courses on asset management, optimization with applications, portfolio theory, and asset pricing.
Author: Russ, Meir
Publisher: IGI Global
Published: 2015-11-05
Total Pages: 356
ISBN-13: 1466696532
DOWNLOAD EBOOKIn the ‘knowledge economy’, it is widely recognized that the effective engagement and utilization of human capital and the other facets of intellectual capital are critical, if not the only means, to organizations’ short-term success and long-term survival. Quantitative Multidisciplinary Approaches in Human Capital and Asset Management provides robust scientific research and multidisciplinary perspectives on the theory behind the governance of human capital and human assets. Focusing on insight from the diverse fields of economics, finance, accounting, IT, biology, and development, this timely publication is designed to fit the research needs of researchers, practitioners, graduate-level students, and executives seeking methods for managing intellectual capital in the new knowledge economy.
Author: Alexander Lipton
Publisher: OUP Oxford
Published: 2013-01-17
Total Pages: 828
ISBN-13: 0191648256
DOWNLOAD EBOOKFrom the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts
Author: Gordon L. Clark
Publisher: Oxford University Press, USA
Published: 2006-07-20
Total Pages: 954
ISBN-13: 9780199272464
DOWNLOAD EBOOKThis handbook draws on research from a range of academic disciplines to reflect on the implications for provisions of pension and retirement income of demographic ageing. it reviews the latest research, policy related tools, analytical methods and techniques and major theoretical frameworks.
Author: Douglas Cumming
Publisher: Oxford University Press
Published: 2021
Total Pages: 577
ISBN-13: 0198840950
DOWNLOAD EBOOKThis handbook provides a comprehensive look at the hedge fund industry from a global perspective.
