Financial Market Drift
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Financial Market Drift
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Author : Lukas Menkhoff
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Financial Market Drift written by Lukas Menkhoff 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.
International financial markets play an increasingly important role. There can be no doubt that over the past twenty years the size of financial markets have grown at a faster pace than the size of the markets for goods and services. However, it is still unclear whether this is a desirable development. This book discusses the debate on the possible separation of the financial sector and real economy. The text makes use of established scientific research.
The Statistical Mechanics Of Financial Markets
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Author : Johannes Voit
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
The Statistical Mechanics Of Financial Markets written by Johannes Voit 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 2013-06-29 with Science categories.
A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.
Forecasting In Financial And Sports Gambling Markets
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Author : William S. Mallios
language : en
Publisher: John Wiley & Sons
Release Date : 2011-03-29
Forecasting In Financial And Sports Gambling Markets written by William S. Mallios 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 2011-03-29 with Mathematics categories.
A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Beyond The Random Walk
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Author : Vijay Singal
language : en
Publisher: Financial Management Association Survey and Synthesis Series
Release Date : 2006
Beyond The Random Walk written by Vijay Singal and has been published by Financial Management Association Survey and Synthesis Series this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
In an efficient market, all stocks should be valued at a price that is consistent with available information. But as financial expert Singal points out, there are circumstances under which certain stocks sell at a price higher or lower than the right price. Here he discusses ten such anomalous prices and shows how investors might--or might not--be able to exploit these situations for profit.
Forecasting In Financial And Sports Gambling Markets
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Author : William S. Mallios
language : en
Publisher:
Release Date : 2011-02-11
Forecasting In Financial And Sports Gambling Markets written by William S. Mallios and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-11 with categories.
This print pack contains Forecasting in Financial and Sports Gambling Markets: Adaptive Drift Modeling + Savage/ Flaw of Averages. Forecasting in Financial and Sports Gambling Markets: Adaptive Drift Modeling + Savage/ Flaw of Averages
Stock Market Anomalies
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Author : Elroy Dimson
language : en
Publisher: CUP Archive
Release Date : 1988-03-17
Stock Market Anomalies written by Elroy Dimson and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-03-17 with Business & Economics categories.
An Introduction To High Frequency Finance
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Author : Ramazan Gençay
language : en
Publisher: Elsevier
Release Date : 2001-05-29
An Introduction To High Frequency Finance written by Ramazan Gençay and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-29 with Business & Economics categories.
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data. This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Financial Market History Reflections On The Past For Investors Today
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Author : David Chambers
language : en
Publisher: CFA Institute Research Foundation
Release Date :
Financial Market History Reflections On The Past For Investors Today written by David Chambers and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
Since the 2008 financial crisis, a resurgence of interest in economic and financial history has occurred among investment professionals. This book discusses some of the lessons drawn from the past that may help practitioners when thinking about their portfolios. The book’s editors, David Chambers and Elroy Dimson, are the academic leaders of the Newton Centre for Endowment Asset Management at the University of Cambridge in the United Kingdom.
Hedge Funds And Financial Market Dynamics
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Author : Mrs.Anne Jansen
language : en
Publisher: International Monetary Fund
Release Date : 1998-05-15
Hedge Funds And Financial Market Dynamics written by Mrs.Anne Jansen and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-05-15 with Business & Economics categories.
Hedge funds are collective investment vehicles, often organized as private partnerships and resident offshore for tax and regulatory purposes. Their legal status places few restrictions on their portfolios and transactions, leaving their managers free to use short sales, derivative securities, and leverage to raise returns and cushion risk. This paper considers the role of hedge funds in financial market dynamics, with particular reference to the Asian crisis.
Ai And Healthcare Financial Management Hfm Towards Sustainable Development
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Author : Ananth Rao
language : en
Publisher: Frontiers Media SA
Release Date : 2023-05-25
Ai And Healthcare Financial Management Hfm Towards Sustainable Development written by Ananth Rao and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-25 with Science categories.