| Titre : | Handbook of Volatility Models and Their Applications | | Type de document : | texte imprimé | | Auteurs : | Luc Bauwens (1952-....), Editeur scientifique ; Christian M. Hafner, Editeur scientifique ; Sébastien Laurent, Editeur scientifique | | Editeur : | Malden, Mass. ; Ames, Iowa ; Oxford (GBR) : Wiley-Blackwell | | Année de publication : | 2012 | | Collection : | Wiley Handbooks in Financial Engineering and Econometrics | | Importance : | 543 p. | | Présentation : | ill., graph. | | ISBN/ISSN/EAN : | 978-0-470-87251-2 | | Langues : | Anglais (eng) | | Descripteurs : | Banque ; Finance de marché (Théorie) ; Modèle économétrique ; Modèle GARCH
| | Tags : | Volatility Models | | Index. décimale : | 786 Mathématiques financières | | Résumé : | This handbook illustrates 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 how “volatilé” certain statistical decision-making techniques can be when solving a range of financial problems. It presents a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. [D'après le résumé de l'éditeur] | | Note de contenu : | Voir résumé et/ou sommaire détaillé en ligne sur le site de l’éditeur.
- Existe aussi en ebook sur la plateforme Online Library de Wiley : ISBN = 978-1-11-827203-9 | | En ligne : | http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470872519.html | | Permalink : | http://genes.bibli.fr/opac/index.php?lvl=notice_display&id=95003 |
Handbook of Volatility Models and Their Applications [texte imprimé] / Luc Bauwens (1952-....), Editeur scientifique ; Christian M. Hafner, Editeur scientifique ; Sébastien Laurent, Editeur scientifique . - Wiley-Blackwell, 2012 . - 543 p. : ill., graph.. - ( Wiley Handbooks in Financial Engineering and Econometrics) . ISBN : 978-0-470-87251-2 Langues : Anglais ( eng) | Descripteurs : | Banque ; Finance de marché (Théorie) ; Modèle économétrique ; Modèle GARCH
| | Tags : | Volatility Models | | Index. décimale : | 786 Mathématiques financières | | Résumé : | This handbook illustrates 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 how “volatilé” certain statistical decision-making techniques can be when solving a range of financial problems. It presents a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. [D'après le résumé de l'éditeur] | | Note de contenu : | Voir résumé et/ou sommaire détaillé en ligne sur le site de l’éditeur.
- Existe aussi en ebook sur la plateforme Online Library de Wiley : ISBN = 978-1-11-827203-9 | | En ligne : | http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470872519.html | | Permalink : | http://genes.bibli.fr/opac/index.php?lvl=notice_display&id=95003 |
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Ajouter le résultat dans votre panier Faire une suggestion Affiner la recherche Interroger des sources externesAn introduction to analysis of financial data with R / Ruey S. Tsay / Chichester (GBR) ; Hoboken, N.J. : John Wiley & Sons (2013)
