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Financial Risk Forecasting The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - Jon Danielsson
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Financial Risk Forecasting The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - Taschenbuch

2008, ISBN: 9780470669433

Gebundene Ausgabe, ID: 593336774

Transaction Publishers. Paperback. New. Paperback. 607 pages. Dimensions: 8.1in. x 6.3in. x 1.6in.Originally published as Scientific Research, this pair of volumes constitutes a fundamental treatise on the strategy of science. Mario Bunge, one of the major figures of the century in the development of a scientific epistemology, describes and analyzes scientific philosophy, as well as discloses its philosophical presuppositions. This work may be used as a map to identify the various stages in the road to scientific knowledge. Philosophy of Science is divided into two volumes, each with two parts. Part 1 offers a preview of the scheme of science and the logical and semantical took that will be used throughout the work. The account of scientific research begins with part 2, where Bunge discusses formulating the problem to be solved, hypothesis, scientific law, and theory. The second volume opens with part 3, which deals with the application of theories to explanation, prediction, and action. This section is graced by an outstanding discussion of the philosophy of technology. Part 4 begins with measurement and experiment. It then examines risks in jumping to conclusions from data to hypotheses as well as the converse procedure. Bunge begins this mammoth work with a section entitled How to Use This Book. He writes that it is intended for both independent reading and reference as well as for use in courses on scientific method and the philosophy of science. It suits a variety of purposes from introductory to advanced levels. Philosophy of Science is a versatile, informative, and useful text that will benefit professors, researchers, and students in a variety of disciplines, ranging from the behavioral and biological sciences to the physical sciences. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN., Transaction Publishers, Tsinghua University Press Pub. Date :2006-06-01. paperback. New. Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Paperback. Pages Number: 208 Publisher: Tsinghua University Press Pub. Date :2006-06-01. in China s stock market can find a way to avoid risks to China s stock market investors to avoid and reduce the losses and the real advantage? Zero-risk stocks combat strategy (with CD) After years of theoretical research and practical experience. based on the stock market investors to design a simple and easy method of zero-risk investment. The method supported by mathematical theory. for different inves... Satisfaction guaranteed,or money back., Tsinghua University Press Pub. Date :2006-06-01, Science Press Pub. Date :2008-05-01. hardcover. New. Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Hardcover. Pages Number: 246 Language: Chinese . Publisher: Science Press Pub. Date :2008-05-01. Fire Risk and Insurance theory of mathematical statistics. risk analysis theory. system safety theory. the establishment of a building fire risk of loss of property. casualty and risk prediction model method. and then fire risk prediction based on a fire made public liability insurance and third party property insurance rates for the determination of model. the last of the fire insurance and fire ... Satisfaction guaranteed,or money back., Science Press Pub. Date :2008-05-01, Wiley. Hardcover. New. Hardcover. 296 pages. Dimensions: 9.7in. x 6.6in. x 1.0in.Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use that risk is exogenous and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www. financialriskforecasting. com which features downloadable code as used in the book. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN., Wiley

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Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - Jon Danielsson
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Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - neues Buch

ISBN: 9780470669433

ID: 978047066943

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques.Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated.Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book.The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing.The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book. Jon Danielsson, Books, Business and Finance, Industries and Professions, Insurance, Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab Books>Business and Finance>Industries and Professions>Insurance, Wiley

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Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MATLAB - Danielsson, Jon
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Danielsson, Jon:
Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MATLAB - gebrauchtes Buch

ISBN: 9780470669433

ID: 11985199

"Financial Risk Forecasting" is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use - that risk is exogenous - and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB(R) and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB(R), providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com - which features downloadable code as used in the book. Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab Danielsson, Jon, John Wiley & Sons

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ISBN: 0470669438

[SR: 157491], Hardcover, [EAN: 9780470669433], Wiley, Wiley, Book, [PU: Wiley], Wiley, 935648, Finance, 935660, Banks & Banking, 935652, Corporate Finance, 11591973011, Financial Engineering, 11591974011, Financial Risk Management, 935656, Foreign Exchange, 935622, Inflation, 935658, Interest, 11591975011, Wealth Management, 935522, Business & Investing, 927726, Subjects, 916520, Books, 935718, Risk Management, 935704, Insurance, 935664, Industries & Professions, 935522, Business & Investing, 927726, Subjects, 916520, Books

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Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - Jon Danielsson
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Jon Danielsson:
Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab - gebunden oder broschiert

ISBN: 0470669438

[SR: 157491], Hardcover, [EAN: 9780470669433], Wiley, Wiley, Book, [PU: Wiley], Wiley, 935648, Finance, 935660, Banks & Banking, 935652, Corporate Finance, 11591973011, Financial Engineering, 11591974011, Financial Risk Management, 935656, Foreign Exchange, 935622, Inflation, 935658, Interest, 11591975011, Wealth Management, 935522, Business & Investing, 927726, Subjects, 916520, Books, 935718, Risk Management, 935704, Insurance, 935664, Industries & Professions, 935522, Business & Investing, 927726, Subjects, 916520, Books

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Details zum Buch
Financial Risk Forecasting
Autor:

Danielsson, Jon

Titel:

Financial Risk Forecasting

ISBN-Nummer:

0470669438

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market and credit risks. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. The book first provides an introduction to the financial markets and market process, and the nature of risk in this environment. It then introduces risk measures such as VaR, risk in derivatives, the properties of market prices, volatility, backtesting, risk management and the regulation of risk, extreme value theory and credit risks, and finally, looks at financial crises and how the nature of risk changes with these crises. It will act as a complete guide to the core quantitative competencies required to understand and manage risks in today's financial climate. In addition, the author provides source code in both MATLAB and R, two of the most commonly used modeling programs with which the reader can implement the models illustrated in the book.

Detailangaben zum Buch - Financial Risk Forecasting


EAN (ISBN-13): 9780470669433
ISBN (ISBN-10): 0470669438
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2011
Herausgeber: Wiley John + Sons
274 Seiten
Gewicht: 0,658 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 30.09.2009 08:23:42
Buch zuletzt gefunden am 09.01.2017 20:42:38
ISBN/EAN: 0470669438

ISBN - alternative Schreibweisen:
0-470-66943-8, 978-0-470-66943-3

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