All free and available in most ereader formats.

Financial Engineering [PDF Download]

Financial Engineering PDF
Author: Michael Bloss
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2020-09-07
ISBN: 311065993X
Size: 27.23 MB
Format: PDF, Docs
Category : Business & Economics
Languages : de
Pages : 652
View: 6945

Get Book

Dieses Buch zeigt einzelne Strategien, Bewertungen, das Risikocontrolling und den Financial-Engineering-Prozess auf und geht dabei explizit auf die verwendeten Derivate sowie die eingesetzten Kombinationsstrategien ein. Erweitert wurde die Vorauflage um Themen wie vertiefte Bewertung und Risikoeinschätzung von exotischen Optionen, neue Referenzzinssätze, künstliche Intelligenz im Financial Engineering und unvollkommene Finanzmärkte.

Financial Engineering [PDF Download]

Financial Engineering PDF
Author: Michael Bloss
Publisher: Walter de Gruyter
Release Date: 2017
ISBN: 9783110531114
Size: 42.97 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : de
Pages : 634
View: 3346

Get Book

Dieses Buch zeigt einzelne Strategien, Bewertungen, das Risikocontrolling und den Financial-Engineering-Prozess auf und geht dabei explizit auf die verwendeten Derivate sowie die eingesetzten Kombinationsstrategien ein. Gegenüber der Vorauflage wurde das Augenmerk verstärkt auf die Modelle im Financial Engineering, die neuen Produktausgestaltungen und die veränderte Regulatorik gelegt.

Financial Engineering [PDF Download]

Financial Engineering PDF
Author: Tanya S. Beder
Publisher: John Wiley & Sons
Release Date: 2011-05-16
ISBN: 0470889837
Size: 80.74 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 616
View: 3195

Get Book

FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Engineering aims to provide a comprehensive understanding of this important discipline by examining its fundamentals, the newest financial products, and disseminating cutting-edge research. A contributed volume of distinguished practitioners and academics, Financial Engineering details the different participants, developments, and products of various markets—from fixed income, equity, and derivatives to foreign exchange. Also included within these pages are comprehensive case studies that reveal the various issues associated with financial engineering. Through them, you'll gain instant insights from the stories of Countrywide (mortgages), Société Générale and Barings (derivatives), the Allstate Corporation (fixed income), AIG, and many others. There is also a companion website with details from the editors' survey of financial engineering programs around the globe, as well as a glossary of key terms from the book. Financial engineering is an evolving field in constant revision. Success, innovation, and profitability in such a dynamic area require being at the forefront of research as new products and models are introduced and implemented. If you want to enhance your understanding of this discipline, take the time to learn from the experts gathered here.

Statistics And Data Analysis For Financial Engineering [PDF Download]

Statistics and Data Analysis for Financial Engineering PDF
Author: David Ruppert
Publisher: Springer Science & Business Media
Release Date: 2010-11-08
ISBN: 9781441977878
Size: 21.32 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 638
View: 6096

Get Book

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

Financial Engineering [PDF Download]

Financial Engineering PDF
Author: Arnd Wiedemann
Publisher:
Release Date: 2004
ISBN: 9783933165688
Size: 77.63 MB
Format: PDF, Docs
Category : Deutschland
Languages : de
Pages : 379
View: 950

Get Book


Grundlagen Eines Financial Engineering [PDF Download]

Grundlagen eines Financial Engineering PDF
Author: Jürgen Bauer
Publisher:
Release Date: 1988-01
ISBN: 9783925196652
Size: 32.19 MB
Format: PDF, ePub
Category : Banks and banking
Languages : de
Pages : 154
View: 7115

Get Book


Machine Learning For Financial Engineering [PDF Download]

Machine Learning for Financial Engineering PDF
Author: László Györfi
Publisher: World Scientific
Release Date: 2012-03-14
ISBN: 1908977663
Size: 13.36 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 260
View: 6101

Get Book

This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment. The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics, and engineering. Contents:On the History of the Growth-Optimal Portfolio (M M Christensen)Empirical Log-Optimal Portfolio Selections: A Survey (L Györfi, Gy Ottucsák & A Urbán)Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs (L Györfi & H Walk)Growth-Optimal Portfolio Selection with Short Selling and Leverage (M Horváth & A Urbán)Nonparametric Sequential Prediction of Stationary Time Series (L Györfi & G Ottuscák)Empirical Pricing American Put Options (L Györfi & A Telcs) Readership: Researchers, academics and graduate students in artificial intelligence/machine learning, and mathematical finance/quantitative finance. Keywords:Log-Optimal Portfolio;Growth-Optimal Portfolio;Sequential Investment Strategies for Financial MarketsKey Features:Covers machine learning algorithms for the aggregation of elementary investment strategiesHighlights multi-period and multi-asset tradingFocuses on nonparametric estimation of the underlying distributions in the market process

Financial Engineering [PDF Download]

Financial Engineering PDF
Author: Uwe C. Swoboda
Publisher: Springer-Verlag
Release Date: 2013-03-09
ISBN: 3322910431
Size: 31.60 MB
Format: PDF
Category : Business & Economics
Languages : de
Pages : 135
View: 992

Get Book


Java Methods For Financial Engineering [PDF Download]

Java Methods for Financial Engineering PDF
Author: Philip Barker
Publisher: Springer Science & Business Media
Release Date: 2007-05-16
ISBN: 1846287413
Size: 59.49 MB
Format: PDF, ePub, Mobi
Category : Computers
Languages : en
Pages : 568
View: 3604

Get Book

This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.

Financial Engineering And Computation [PDF Download]

Financial Engineering and Computation PDF
Author: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
Release Date: 2002
ISBN: 9780521781718
Size: 72.36 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 627
View: 7598

Get Book

A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.