Essentials of Time Series for Financial Applications

Written By Massimo Guidolin
Essentials of Time Series for Financial Applications
  • Publsiher : Academic Press
  • Release : 29 May 2018
  • ISBN : 0128134100
  • Pages : 434 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Essentials of Time Series for Financial Applications written by Massimo Guidolin which was release on 29 May 2018, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction Features examples worked out in EViews (9 or higher)

Essentials of Time Series for Financial Applications

Essentials of Time Series for Financial Applications
  • Author : Massimo Guidolin,Manuela Pedio
  • Publisher : Academic Press
  • Release Date : 2018-05-29
  • Total pages : 434
  • ISBN : 0128134100
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Summary : Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews ...

Oracle Essentials

Oracle Essentials
  • Author : Rick Greenwald,Robert Stackowiak,Jonathan Stern
  • Publisher : "O'Reilly Media, Inc."
  • Release Date : 2004-02-11
  • Total pages : 400
  • ISBN : 0128134100
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Summary : An enormous system comprising myriad technologies, options, and releases, Oracle's complexities have spawned numerous areas of specialization. For each area of specialization there are equally specialized how-to books and manuals. O'Reilly's Oracle Essentials claims a unique place among these books. Rather than focusing on one area, the book explains the ...

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Theory and Applications of Time Series Analysis
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  • Publisher : Springer Nature
  • Release Date : 2020-11-20
  • Total pages : 460
  • ISBN : 0128134100
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Summary : This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, ...

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  • Publisher : SAGE Publications
  • Release Date : 2021-08-23
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  • ISBN : 0128134100
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Summary : This updated Fifth Edition of Damodar N. Gujarati′s classic text provides a user-friendly overview of the basics of econometric theory from ordinal logistic regression to time series. Acclaimed for its accessibility, brevity, and logical organization, the book helps beginning students understand econometric techniques through extensive examples (many new to ...

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  • Publisher : Routledge
  • Release Date : 2021-06-21
  • Total pages : 258
  • ISBN : 0128134100
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Summary : Th­is book introduces machine learning in finance and illustrates how we can use computational tools in numerical finance in real-world context. ­These computational techniques are particularly useful in financial risk management, corporate bankruptcy prediction, stock price prediction, and portfolio management. ­The book also offers practical and managerial implications of ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2021-10-26
  • Total pages : 400
  • ISBN : 0128134100
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Summary : DATA SCIENCE IN THEORY AND PRACTICE EXPLORE THE FOUNDATIONS OF DATA SCIENCE WITH THIS INSIGHTFUL NEW RESOURCE Data Science in Theory and Practice delivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various disciplines, like banking, finance, health care, bioinformatics, security, education, ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2021-09-30
  • Total pages : 400
  • ISBN : 0128134100
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Summary : DATA SCIENCE IN THEORY AND PRACTICE EXPLORE THE FOUNDATIONS OF DATA SCIENCE WITH THIS INSIGHTFUL NEW RESOURCE Data Science in Theory and Practice delivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various disciplines, like banking, finance, health care, bioinformatics, security, education, ...

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  • Publisher : Cengage Learning
  • Release Date : 2020-01-01
  • Total pages : 816
  • ISBN : 0128134100
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Summary : Develop a strong conceptual understanding of statistics and its importance in business today with ESSENTIALS OF MODERN BUSINESS STATISTICS WITH MICROSOFT EXCEL, 8E. This best-selling essentials edition balances real-world applications with an integrated focus on the latest version of Microsoft Excel. A clear presentation develops each statistical technique in an ...

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  • Release Date : 2012-04-17
  • Total pages : 543
  • ISBN : 0128134100
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Summary : "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate ...

Essentials of Modern Business Statistics with Microsoft Office Excel Book Only

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  • Publisher : Cengage Learning
  • Release Date : 2017-02-21
  • Total pages : 816
  • ISBN : 0128134100
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Summary : Discover an accessible introduction to business statistics as ESSENTIALS OF MODERN BUSINESS STATISTICS, 7E balances a conceptual understanding of statistics with real-world applications of statistical methodology. The book integrates Microsoft Excel 2016, providing step-by-step instructions and screen captures to help readers master the latest Excel tools. Extremely reader-friendly, this edition includes ...

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  • Publisher : CRC Press
  • Release Date : 2003-07-28
  • Total pages : 422
  • ISBN : 0128134100
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Summary : Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory of extreme values ...

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  • Publisher : Springer Science & Business Media
  • Release Date : 2013-10-28
  • Total pages : 296
  • ISBN : 0128134100
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Summary : This Bayesian modeling book provides a self-contained entry to computational Bayesian statistics. Focusing on the most standard statistical models and backed up by real datasets and an all-inclusive R (CRAN) package called bayess, the book provides an operational methodology for conducting Bayesian inference, rather than focusing on its theoretical and ...

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  • Author : Burcu Adıgüzel Mercangöz
  • Publisher : Springer Nature
  • Release Date : 2021-03-21
  • Total pages : 456
  • ISBN : 0128134100
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Summary : This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a ...

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  • Publisher : Emerald Group Publishing
  • Release Date : 2019-10-28
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  • ISBN : 0128134100
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Summary : Understanding Financial Risk Management provides an innovative approach to financial risk management. With a broad view of theory and the industry, it aims at being a friendly, but serious, starting point for those who encounter risk management for the first time, as well as for more advanced users....

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  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release Date : 2021-10-25
  • Total pages : 390
  • ISBN : 0128134100
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Summary : Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most ...