Handbook Of Financial Econometrics Statistics Technology And Risk Management In 4 Volumes
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Handbook Of Financial Econometrics Statistics Technology And Risk Management In 4 Volumes
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Author : Cheng F. Lee
language : en
Publisher: World Scientific Publishing Company
Release Date : 2025
Handbook Of Financial Econometrics Statistics Technology And Risk Management In 4 Volumes written by Cheng F. Lee and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025 with Business & Economics categories.
This handbook (in 4 volumes) investigates important tools for empirical and theoretical research in finance and accounting. Based on editors' and contributors' years of experience working in the industry, teaching classes, conducting research, writing textbooks, and editing journals on the subject of financial econometrics, mathematics, statistics, and technology, this handbook will review, discuss, and integrate theoretical, methodological, and practical issues of financial econometrics, mathematics, statistics, and machine learning.Volume 1 lays the groundwork with key methodologies and innovative approaches. From financial econometrics to the application of machine learning in risk management, this volume covers critical topics such as optimal futures hedging and the impacts of CEO compensation on corporate innovation. It also delves into advanced techniques in option bound determination, the influence of economic institutions on banking stability, and the latest in mortgage loan pricing predictions using ML-RNN, along with systemic risk assessment using bivariate copulas.Volume 2 explores sophisticated financial theories and machine learning applications. Readers will encounter stochastic volatility models and the complexities of implied variance in option pricing, along with in-depth discussions on real and exotic options and the diversification benefits of U.S. international equity funds. This volume also highlights groundbreaking applications of machine learning for stock selection and credit risk assessment, significantly enhancing decision-making processes in the finance sector.Volume 3 addresses critical issues in corporate finance and risk analysis, with a strong focus on practical implications. It covers the role of international transfer pricing, corporate reorganization, and executive share option plans. Additionally, it presents empirical studies on mutual fund performance and market model forecasting. This volume introduces innovative approaches in hedging, capital budgeting, and nonlinear models in corporate finance research, providing valuable insights for professionals and academics alike.Volume 4 explores the integration of big data and advanced econometrics in finance. It examines the impact of lead independent directors on earnings management and the dynamic relationship between stock prices and exchange rates. Readers will find cutting-edge techniques in survival analysis, deep neural networks for credit risk, and volatility spillovers during market crises.Written in a comprehensive manner, the four volumes discuss how to use higher moment theory to analyze investment analysis and portfolio management. In addition, they also discuss risk management theory and its application.
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes
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Author : Cheng Few Lee
language : en
Publisher: World Scientific
Release Date : 2020-07-30
Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-30 with Business & Economics categories.
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Handbook Of Investment Analysis Portfolio Management And Financial Derivatives In 4 Volumes
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Author : Cheng Few Lee
language : en
Publisher: World Scientific
Release Date : 2024-04-08
Handbook Of Investment Analysis Portfolio Management And Financial Derivatives In 4 Volumes written by Cheng Few Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-08 with Business & Economics categories.
This four-volume handbook covers important topics in the fields of investment analysis, portfolio management, and financial derivatives. Investment analysis papers cover technical analysis, fundamental analysis, contrarian analysis, and dynamic asset allocation. Portfolio analysis papers include optimization, minimization, and other methods which will be used to obtain the optimal weights of portfolio and their applications. Mutual fund and hedge fund papers are also included as one of the applications of portfolio analysis in this handbook.The topic of financial derivatives, which includes futures, options, swaps, and risk management, is very important for both academicians and partitioners. Papers of financial derivatives in this handbook include (i) valuation of future contracts and hedge ratio determination, (ii) options valuation, hedging, and their application in investment analysis and portfolio management, and (iii) theories and applications of risk management.Led by worldwide known Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues of investment analysis, portfolio management, and financial derivatives based on his years of academic and industry experience.
Handbook Of Quantitative Finance And Risk Management
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Author : Cheng-Few Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-06-14
Handbook Of Quantitative Finance And Risk Management written by Cheng-Few Lee 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 2010-06-14 with Business & Economics categories.
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Financial Landscape Transformation
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Author : Manjit Kour
language : en
Publisher: Emerald Group Publishing
Release Date : 2025-03-06
Financial Landscape Transformation written by Manjit Kour and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-06 with Business & Economics categories.
Financial Landscape Transformation collects chapters to present the current and probable future state of banking and money with the advent of fintech.
Financial Econometrics Mathematics And Statistics
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Author : Cheng-Few Lee
language : en
Publisher: Springer
Release Date : 2019-06-03
Financial Econometrics Mathematics And Statistics written by Cheng-Few Lee and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-03 with Business & Economics categories.
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics.
Handbook Of Financial Risk Management
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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Handbook Of Blockchain Digital Finance And Inclusion Volume 2
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Author : David Lee Kuo Chuen
language : en
Publisher: Academic Press
Release Date : 2017-08-16
Handbook Of Blockchain Digital Finance And Inclusion Volume 2 written by David Lee Kuo Chuen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-16 with Business & Economics categories.
Handbook of Blockchain, Digital Finance, and Inclusion, Volume 2: ChinaTech, Mobile Security, and Distributed Ledger emphasizes technological developments that introduce the future of finance. Descriptions of recent innovations lay the foundations for explorations of feasible solutions for banks and startups to grow. The combination of studies on blockchain technologies and applications, regional financial inclusion movements, advances in Chinese finance, and security issues delivers a grand perspective on both changing industries and lifestyles. Written for students and practitioners, it helps lead the way to future possibilities. - Explains the practical consequences of both technologies and economics to readers who want to learn about subjects related to their specialties - Encompasses alternative finance, financial inclusion, impact investing, decentralized consensus ledger and applied cryptography - Provides the only advanced methodical summary of these subjects available today
Interpretable Machine Learning
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Author : Christoph Molnar
language : en
Publisher: Lulu.com
Release Date : 2020
Interpretable Machine Learning written by Christoph Molnar and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Computers categories.
This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.
Handbook Of Finance And Development
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Author : Thorsten Beck
language : en
Publisher: Edward Elgar Publishing
Release Date : 2018-07-27
Handbook Of Finance And Development written by Thorsten Beck and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-27 with Business & Economics categories.
This Handbook provides a comprehensive overview of the relationship between financial and real sector development. The different chapters, written by leading contributors in the field, survey research on the importance of financial development for economic growth, the causes and consequences of financial fragility, the historic development of financial systems in several major economies and regions of the world, and the regulatory and supervisory underpinnings of financial sector development.