ISBN: 9780470876886

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners … Plus…

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels. | Handbook of Modeling High-Frequency Data in Finance by Frederi G. Viens Hardcover | Indigo Chapters Books > Business > Markets P10110, Frederi G. Viens<

ISBN: 9780470876886

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitione… Plus…

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels. Books > Business > Markets List_Books, [PU: Wiley]<

2012, ISBN: 0470876883

[EAN: 9780470876886], Neubuch, [SC: 0.0], [PU: John Wiley & Sons], BUSINESS ECONOMICS FINANCE & GENERAL ELECTRICAL ELECTRONICS ENGINEERING ELEKTROTECHNIK U. ELEKTRONIK INVESTMENTS FINANCI… Plus…

[EAN: 9780470876886], Neubuch, [SC: 0.0], [PU: John Wiley & Sons], BUSINESS ECONOMICS FINANCE & GENERAL ELECTRICAL ELECTRONICS ENGINEERING ELEKTROTECHNIK U. ELEKTRONIK INVESTMENTS FINANCIAL FINANZ- ANLAGEWESEN WIRTSCHAFTSSTATISTIK FINANZTECHNIK, Frederi G. Viens, PhD, is Director and Coordinator of the Computational Finance Program at Purdue University, where he also serves as Professor of Statistics and Mathematics. He has published extensively in the areas of mathematical finance, probability the., Books<

ISBN: 9780470876886

Hardback, [PU: John Wiley & Sons Inc], * Emphasis throughout the book is placed on models for high-frequency data and applications of statistics and statistical methods to tackle modeling… Plus…

Hardback, [PU: John Wiley & Sons Inc], * Emphasis throughout the book is placed on models for high-frequency data and applications of statistics and statistical methods to tackle modeling problems within a complex system and systems of systems framework * The book is written and edited by well-known, international experts in the field., Finance<