Downote Forum
Would you like to react to this message? Create an account in a few clicks or log in to continue.
Downote Forum

Downloads Games, Movies, Music, Apps, Ebooks, Script, Template, etc
 
HomeHome  Latest imagesLatest images  SearchSearch  RegisterRegister  Log in  

 

 Handbook of Modeling HighFrequency Data in Finance

Go down 
AuthorMessage
Admin
Admin



Posts : 49206
Join date : 24/02/2012

Handbook of Modeling HighFrequency Data in Finance Empty
PostSubject: Handbook of Modeling HighFrequency Data in Finance   Handbook of Modeling HighFrequency Data in Finance EmptySat Feb 13, 2016 11:55 am


Handbook of Modeling HighFrequency Data in Finance B792e5df2e586751b2433875c1321e7b

Handbook of Modeling High-Frequency Data in Finance by Frederi G. Viens, Maria C. Mariani, Ionut Florescu
Publisher: Wiley | 2011 | ISBN: 0470876883 | 443 pages | PDF | 5 MB

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS

In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data.

A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as:
- Designing new methodology to discover elasticity and plasticity of price evolution
- Constructing microstructure simulation models
- Calculation of option prices in the presence of jumps and transaction costs
- Using boosting for financial analysis and trading

The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods.

Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.

Title: Handbook of Modeling HighFrequency Data in Finance
Size: 4.33 MB | Format: rar
Download:
Code:

http://uploaded.net/file/yk8iprq4/1zbxf.H.o.M.H.D.i.F.R.rar
https://userscloud.com/9wei0kjh5b79/1zbxf.H.o.M.H.D.i.F.R.rar
http://rapidgator.net/file/e0424f4c99eb54746803737bb826e2f6/1zbxf.H.o.M.H.D.i.F.R.rar.html
Back to top Go down
http://downote.phyforum.com
 
Handbook of Modeling HighFrequency Data in Finance
Back to top 
Page 1 of 1
 Similar topics
-
» NoSQL and SQL Data Modeling Bringing Together Data Semantics and Software
» Simulation Modeling Handbook A Practical Approach
» Simulation Modeling Handbook A Practical Approach
» Data Modeling Made Simple A Practical Guide for Business and IT Professionals
» Process Simulation and Data Modeling in Solid Oral Drug Development and Manufact...

Permissions in this forum:You cannot reply to topics in this forum
Downote Forum :: Other Stuff-
Jump to: