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Most popular at the top
- OUP Oxford 2013; US$ 33.99
The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether... more...
- Cambridge University Press 2013; US$ 71.00
This modern approach integrates classical and contemporary methods, fusing theory and practice and bridging the gap to statistical learning. more...
- Simon & Schuster 2014; US$ 27.00
How did we come by the ?leading indicators? we place such stock in? We allocate trillions of dollars and make public policy and personal decisions based upon them, but what do they really tell us? ?The leading indicators? shape our lives intimately, but few of us know where these numbers come from, what they mean, or why they rule the world. GDP,... more...
- Cambridge University Press 2000; US$ 49.00
This 2000 volume reviews non-linear time series models, and their applications to financial markets. more...
- Greenwood Publishing Group 2000; US$ 107.00
This work examines contemporary global economic metrics, showing the influence of the globalization paradigm, and explores how that paradigm has been driven by the enlightened confluence of technology, innovation, trade, and FDI. more...
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 95.00
Provides information on volatility risk. This book includes hedging of plain-vanilla options and valuation of exotic options, no longer limited to the Black-Scholes framework with constant volatility. It analyses various interest-rate models, examines liquid primary and derivative assets, and identifies the sources of associated trading risks. more...
- Springer 2007; US$ 179.00
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit... more...
- Princeton University Press 2008; US$ 42.00
The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes... more...
- Springer 2009; US$ 129.00
Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and... more...