Applied Quantitative Methods for Trading and Investment

by Editor: Christian L. Dunis ( Centre for International Banking, Economics and Finance of Liverpool Business School, UK); Editor: Jason Laws ( Liverpool John Moores University, UK); Editor: Patrick Naï; m ( Elseware, France)

ISBN13:
9780470299500
ISBN10:
0470299509
Format: eBook
Copyright: 2008-04-01
Publisher: Wiley
More Book Details
Purchase Benefits

Free Shipping On Orders Over $35!

Your order must be $35 or more to qualify for free economy shipping. Bulk sales, PO's, Marketplace items, eBooks and apparel do not qualify for this offer.
Get Rewarded for Ordering Your Textbooks! Enroll Now
Customer Reviews Read Reviews
Write a Review
Applied Quantitative Methods for Trading and Investment > ISBN13: 9780470299500

List Price: $155.00

We're Sorry.
No Options Available at This Time.

Summary

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes CD-ROM with samples of different software used in the various models. * Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. * Fills the gap for a book on applied quantitative investment & trading models * Provides details of how to combine various models to manage and trade a portfolio

About the Contributors
Preface
Applications of Advanced Regression Analysis for Trading and Investment
Using Cointegration to Hedge and Trade International Equities
Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield Curve
Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination
Implementing Neural Networks, Classification Trees, and Rule Induction Classification Techniques: An Application to Credit Risk
Switching Regime Volatility: An Empirical Evaluation
Quantitative Equity Investment Management with Time-Varying Factor Sensitivities
Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk
Portfolio Analysis Using Excel
Applied Volatility and Correlation Modelling Using Excel
Optimal Allocation of Trend-Following Rules: An Application Case of Theoretical Results Pierre Lequeux
Portfolio Management and Information from Over-the-Counter Currency Options
Filling Analysis for Missing Data: An Application to Weather Risk Management
Index
Table of Contents provided by Publisher. All Rights Reserved.

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.