ISBN 9788126523702,Market Models: A Guide To Financial Data Analysis

Market Models: A Guide To Financial Data Analysis

Rs599

Availability: Out of Stock

(Free Delivery)

We Accept
ISBN 9788126523702
Check delivery information
 
ISBN 9788126523702
Publisher

Wiley India Pvt Ltd

Publication Year 2009
ISBN-13

ISBN 9788126523702

ISBN-10 8126523700
Binding

Paperback

Number of Pages 516 Pages
Language (English)
Subject

Financial Engineering

Models Play A Crucial Role In Today'S Financial Markets And An Understanding And Appreciation Of How To Model Financial Data Is Key To Any Finance Practitioner'S Skill Set. Model Developers Are Faced With Many Decisions, About The Data, Methodology, Model Specification And Testing, Prior To The Final Model Implementation. This Is Costly And How Many Media Reports In Recent Years Have Highlighted The Mismanagement Of Such Resources! It Is Crucial To Make The Right Choices At Every Stage Of Model Development. But This Is As Much An 'Art' As A 'Science'. The Talented Interpretation Of Results Is Just As Critical For Success As The Mathematical Foundation. This New Book Is The First Of Its Kind. As Well As Providing Numerous Real World Examples To Illustrate Concepts In An Accessible Manner, The Accompanying Cd Will Allow The Reader To Implement The Examples Themselves And Adapt Them For Their Own Purposes. Professor Carol Alexander, Chair Of Risk Management At The Isma Centre And One Of The Best Known Names In Financial Data Analysis, Provides An Authoritative And Up-To-Date Treatment Of Model Development. She Brings Many New Insights To The Practicalities Of Volatility And Correlation Analysis, Modelling The Market Risk Of Portfolios And Statistical Models. New Models That Are Based On Cointegration, Principal Component Analysis, Normal Mixture Densities, Garch And Many Other Areas Are Elegantly And Rigorously Explained, With An Emphasis On Concepts That Makes This Text Accessible To A Very Wide Audience. The Book Is Also Designed To Be Self Contained, With Many Technical Appendices. Market Models Is The Ideal Reference For All Those Involved In Model Selection And Development
Scroll