Catalog Search Results
Author
Publisher
Elsevier Academic Press
Pub. Date
©2005
Physical Desc
1 online resource (xv, 243 pages) : illustrations
Language
English
Description
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong...
Author
Publisher
Elsevier Academic Press
Pub. Date
©2005
Physical Desc
1 online resource (ix, 167 pages) : illustrations
Language
English
Description
With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics...
Author
Publisher
Elsevier Academic Press
Pub. Date
©2005
Physical Desc
1 online resource (xiv, 339 pages) : illustrations
Language
English
Description
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of...
Author
Publisher
Elsevier Academic Press
Pub. Date
©2007
Edition
2nd ed.
Physical Desc
1 online resource (xxii, 643 pages) : illustrations
Language
English
Description
Stuart Greenbaum and Anjan Thakor bring a unique analytical approach to the subject of banks and banking in this completely revised and updated new edition. They expand the scope of the typical bank management course by addressing all types of deposit-type financial institutions and by explaining the why of intermediation rather than simply describing institutions, regulations, and market phenomena. This analytic approach strikes at the heart of financial...
Author
Publisher
Elsevier Academic Press
Pub. Date
©2007
Physical Desc
1 online resource (xvi, 259 pages) : illustrations
Language
English
Description
While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA can be effectively used to improve a bank's decision making processes. Academic books are typically concerned primarily with measurement techniques, and devote only a small section to describing the...
Author
Publisher
Elsevier Academic Press
Pub. Date
©2008
Edition
2nd ed.
Physical Desc
1 online resource (xiii, 679 pages) : illustrations
Language
English
Description
Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics,...
Author
Publisher
Academic
Pub. Date
©2009
Physical Desc
1 online resource (xii, 266 pages) : illustrations
Language
English
Description
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated...
Author
Publisher
Academic Press
Pub. Date
2015.
Edition
Third edition.
Physical Desc
1 online resource (580 pages) : illustrations, charts, graphs
Language
English
Description
Targeting readers with backgrounds in economics, Intermediate Financial Theory, Third Edition includes new material on the asset pricing implications of behavioral finance perspectives, recent developments in portfolio choice, derivatives-risk neutral pricing research, and implications of the 2008 financial crisis. Each chapter concludes with questions, and for the first time a freely accessible website presents complementary and supplementary material...
Author
Publisher
Academic Press
Pub. Date
2015.
Edition
Third edition.
Physical Desc
1 online resource (1 volume) : illustrations
Language
English
Description
Three new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this third edition of Principles of Financial Engineering essential reading. Between defining swaps on its first page and presenting a case study on its last, Robert Kosowski and Salih Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition,...
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