Author : Antonio Mele
Publisher :
Page : pages
File Size : 31,75 MB
Release : 2022
Category : Economics
ISBN : 9780262369411
"Comprehensive overview of the current state of knowledge in financial economics, appropriate for graduate-level research"--
Author : Thorsten Hens
Publisher : Springer Science & Business Media
Page : 377 pages
File Size : 21,92 MB
Release : 2010-07-01
Category : Business & Economics
ISBN : 3540361480
Financial economics is a fascinating topic where ideas from economics, mathematics and, most recently, psychology are combined to understand financial markets. This book gives a concise introduction into this field and includes for the first time recent results from behavioral finance that help to understand many puzzles in traditional finance. The book is tailor made for master and PhD students and includes tests and exercises that enable the students to keep track of their progress. Parts of the book can also be used on a bachelor level. Researchers will find it particularly useful as a source for recent results in behavioral finance and decision theory.
Author : Paolo Brandimarte
Publisher : John Wiley & Sons
Page : 501 pages
File Size : 30,64 MB
Release : 2013-06-06
Category : Mathematics
ISBN : 1118625579
A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: * In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies * New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 * New chapter on binomial and trinomial lattices * Additional treatment of partial differential equations with two space dimensions * Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance * New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.
Author : Cheng F. Lee
Publisher : World Scientific
Page : 1124 pages
File Size : 44,39 MB
Release : 2000
Category : Business & Economics
ISBN : 9789810234850
This text integrates various statistical techniques with concepts from business, economics and finance, and demonstrates the power of statistical methods in the real world of business. This edition places more emphasis on finance, economics and accounting concepts with updated sample data.
Author : Kavous Ardalan
Publisher : Edward Elgar Publishing
Page : 305 pages
File Size : 17,45 MB
Release : 2023-06-01
Category : Business & Economics
ISBN : 1035311992
Utilizing a multi-paradigmatic approach in considering the scientific methodology of mainstream financial economics, and suggesting improvements, this book identifies eleven biases of the scientific methodology of mainstream financial economics, namely: intellectual bias, local bias, fad bias, ideological bias, automaticity bias, confirmation bias, cultural bias, stereotyping bias, under-productivity bias, homogeneity bias, and isolation bias.
Author : Ramazan Gençay
Publisher : Elsevier
Page : 383 pages
File Size : 25,69 MB
Release : 2001-10-12
Category : Business & Economics
ISBN : 0080509223
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Author : Franck Jovanovic
Publisher : Oxford University Press
Page : 249 pages
File Size : 28,67 MB
Release : 2017
Category : Business & Economics
ISBN : 0190205032
This book provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Unlike other publications dedicated to econophysics, it situates this field in the evolution of financial economics by laying the foundations for common theoretical framework and models.
Author : Martin Anthony
Publisher : Cambridge University Press
Page : 414 pages
File Size : 43,56 MB
Release : 1996-07-13
Category : Mathematics
ISBN : 1139643266
Mathematics has become indispensable in the modelling of economics, finance, business and management. Without expecting any particular background of the reader, this book covers the following mathematical topics, with frequent reference to applications in economics and finance: functions, graphs and equations, recurrences (difference equations), differentiation, exponentials and logarithms, optimisation, partial differentiation, optimisation in several variables, vectors and matrices, linear equations, Lagrange multipliers, integration, first-order and second-order differential equations. The stress is on the relation of maths to economics, and this is illustrated with copious examples and exercises to foster depth of understanding. Each chapter has three parts: the main text, a section of further worked examples and a summary of the chapter together with a selection of problems for the reader to attempt. For students of economics, mathematics, or both, this book provides an introduction to mathematical methods in economics and finance that will be welcomed for its clarity and breadth.
Author : Oliver Linton
Publisher : Cambridge University Press
Page : 585 pages
File Size : 45,10 MB
Release : 2019-02-21
Category : Business & Economics
ISBN : 1107177154
Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.
Author : Marek Gruszczyński
Publisher : Springer Nature
Page : 228 pages
File Size : 46,92 MB
Release : 2019-11-23
Category : Business & Economics
ISBN : 3030342190
This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research in order to predict companies getting into financial distress. Presented in a clear and straightforward manner, it also suggests methods for linking corporate governance to financial performance, and discusses what the determinants of accounting disclosures are. Exploring these questions by way of numerous practical examples, this book is intended for researchers, practitioners and students who are not yet familiar with the variety of approaches available for data analysis and microeconometrics. “This book on financial microeconometrics is an excellent starting point for research in corporate finance and accounting. In my view, the text is positioned between a narrative and a scientific treatise. It is based on a vast amount of literature but is not overloaded with formulae. My appreciation of financial microeconometrics has very much increased. The book is well organized and properly written. I enjoyed reading it.” Wolfgang Marty, Senior Investment Strategist, AgaNola AG
