Current Topics In Quantitative Finance

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Current Topics In Quantitative Finance

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Author : Elio Canestrelli
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Current Topics In Quantitative Finance written by Elio Canestrelli and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The present volume collects a selection of revised papers which were presented at the 21st Euro Working Group on Financial Modelling Meeting, held in Venice (Italy), on October 29-31, 1997. The Working Group was founded in September 1986 in Lisbon with the objective of providing an international forum for the exchange of information and experience; encouraging research and interaction be tween financial economic theory and practice of financial decision mak ing, as well as circulating information among universities and financial institutions throughout Europe. The attendance to the Meeting was large and highly qualified. More than 80 participants, coming from 20 different Countries debated on 5 invited lectures and 40 communications in regular sessions. The sessions were located at the Island of San Servolo, on the Venetian lagoon, just in front of the Doges Palace. San Servolo Island is a natural oasis, in the midst of a unique urban setting, offering great relaxation in a peaceful park and a panoramic view of Venice. The friendly atmosphere added great benefit to the formal and informal discussions among the participants, -which is typical of E.W.G.F.M. Meetings. It is interesting to consider the story of the Meeting. The previous locations were held at Cyprus, Crete and Dubrovnik - former mile stones of the Venitian Republic influence on the Mediterranean Sea. Therefore, that this Meeting should be harboured in the heart of the Republic itself (namely, the Saint Mark basin), was only a matter of consequence.

Contemporary Issues In Quantitative Finance

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Author : Ahmet Can Inci
language : en
Publisher: Taylor & Francis
Release Date : 2023-04-10

Contemporary Issues In Quantitative Finance written by Ahmet Can Inci and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-10 with Business & Economics categories.

Contemporary quantitative finance connects the abstract theory and the practical use of financial innovations, such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications. The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning. Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.

Gaussian Process Models For Quantitative Finance

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Author : Michael Ludkovski
language : en
Publisher: Springer Nature
Release Date : 2025-03-06

Gaussian Process Models For Quantitative Finance written by Michael Ludkovski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-06 with Mathematics categories.

This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry point for graduate students, established researchers and quant practitioners to get acquainted with GP methodology. A systematic and rigorous introduction to both GP fundamentals and most relevant advanced techniques is given, such as kernel choice, shape-constrained GPs, and GP gradients. The second half surveys the broad spectrum of GP applications that demonstrate their versatility and relevance in quantitative finance, including parametric option pricing, GP surrogates for optimal stopping, and GPs for yield and forward curve modeling. The book includes online supplementary materials in the form of half a dozen computational Python and R notebooks that provide the reader direct illustrations of the covered material and are available via a public GitHub repository.

Frontiers In Quantitative Finance

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Author : Rama Cont
language : en
Publisher: John Wiley & Sons
Release Date : 2009-03-09

Frontiers In Quantitative Finance written by Rama Cont and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-09 with Business & Economics categories.

The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.

Reviews In Modern Quantitative Finance

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Author : Andrey Itkin
language : en
Publisher: World Scientific
Release Date : 2024-03-12

Reviews In Modern Quantitative Finance written by Andrey Itkin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-12 with Business & Economics categories.

This volume contains six chapters which cover several modern topics of quantitative finance and reflect the most significant trends currently shaping this field. The chapters discuss in detail and make original contributions to stochastic/fractional volatility models and their asymptotic solutions (Chapter 1); equity trading, optimal portfolios and related problems (Chapters 2, 5, 6); machine learning and NLP (Chapters 2, 3); and economic scenario generation (Chapter 4), and are written by the leading experts in the field. This book is useful for both researchers and practitioners.

Interorganisational Standards

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Author : Ulrich M. Löwer
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-25

Interorganisational Standards written by Ulrich M. Löwer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-25 with Business & Economics categories.

Standards play crucial roles in many different aspects of today’s economy. They can define meanings of semantics, product interfaces, process steps, or performance levels. Interorganisational standards are specifications that define business-related semantics and processes, which are made accessible to other organisations’ information systems. While modular organisation forms such as supply chain networks demand such standards for higher flexibility, XML-based Web Services offer a relatively new technological platform to develop such standards. The development of comprehensive interorganisational standards, however, is far from being completed. This book thus answers the questions, how interorganisational standards are developed and how different actors should get involved in it. The author uses actor-network theory to conduct two in-depth case studies on ebXML and RosettaNet. While researchers will find new explanations for the development of interorganisational standards, managers and executives will benefit from the strategic implications this book discusses.

Introduction To Quantitative Finance

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Author : Robert R. Reitano
language : en
Publisher: MIT Press
Release Date : 2010-01-29

Introduction To Quantitative Finance written by Robert R. Reitano and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-29 with Mathematics categories.

An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to “think in mathematics” rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials.

Management Competence

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Author : Andreas Enders
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Management Competence written by Andreas Enders and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Eight years ago, the production management department ofthe WHU launched the industry competition ,Best Factory / Industrial Excellence Award' jointly with the media partner Wirtschaftswoche in Germany. Two years earlier, the competition had been initiated successfully by INSEAD faculty in France. Over the years, the joint research team experienced first-hand that application of Management Quality was a key driver ofcontinuous improvement along the firm's core business proc esses. Moreover, those companies that exhibited the highest improvement rates achieved mostly the best business results (compared to their industry bench marks). Andreas Enders accompanied us for five rounds of the competition as program manager for the German competition. His contributions - among others the launch ofour web site www. beste-fabrik. de - are greatly acknowledged by the academic advisory team. The fmdings ofthe industry competition greatly influenced this thesis on Man agement Competence. Initially, the main research question though was to provide a theoretic foundation and an empirical test for the seven-factor Management Quality model (as defined in our recent book on Industrial Excellence). Manage ment Quality consists of strategy formulation and deployment combined with delegation of tasks to workers and their participation. In addition, measurement, integration, communication and training complement the main levers. While there exist numerous studies on superior business performance and key success factors, there are few sound empirical studies available to date on operational performance and sustained business success.

September 2019 Monthly Current Affairs With Mcqs For Competitive Exams

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Author : Disha Experts
language : en
Publisher: Disha Publications
Release Date : 2019-09-01

September 2019 Monthly Current Affairs With Mcqs For Competitive Exams written by Disha Experts and has been published by Disha Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-01 with categories.

October 2019 Monthly Current Affairs With Mcqs For Competitive Exams

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Author : Disha Experts
language : en
Publisher: Disha Publications
Release Date : 2019-09-25

October 2019 Monthly Current Affairs With Mcqs For Competitive Exams written by Disha Experts and has been published by Disha Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-25 with categories.