Búsqueda de LIBROS DEL AUTOR: stephen satchell

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  • RETURN DISTRIBUTIONS IN FINANCE
    ebook
    RETURN DISTRIBUTIONS IN FINANCE
    SATCHELL, STEPHEN / KNIGHT, JOHN
    Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking. One of the original contributions in this area is the classic by Cootner entitled 'The Random Nature of Stock Market Prices'. This work investigated the statistical propertie...

    $1,869.00

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  • MANAGING DOWNSIDE RISK IN FINANCIAL MARKETS
    ebook
    MANAGING DOWNSIDE RISK IN FINANCIAL MARKETS
    SORTINO, FRANK A. / SATCHELL, STEPHEN
    Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a quantitative method, is an accurate measurement of investment risk, because it captures the risk of not accomplishing...

    $1,755.00

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  • FORECASTING VOLATILITY IN THE FINANCIAL MARKETS
    ebook
    FORECASTING VOLATILITY IN THE FINANCIAL MARKETS
    SATCHELL, STEPHEN / KNIGHT, JOHN
    'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modelling and forecasting techniques. It then uses a technical survey to explain the different ways to measure risk and define the different models of volatil...

    $1,501.00

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  • FORECASTING VOLATILITY IN THE FINANCIAL MARKETS
    ebook
    FORECASTING VOLATILITY IN THE FINANCIAL MARKETS
    SATCHELL, STEPHEN / KNIGHT, JOHN
    This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. ...

    $1,412.00

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  • THE ANALYTICS OF RISK MODEL VALIDATION
    ebook
    THE ANALYTICS OF RISK MODEL VALIDATION
    CHRISTODOULAKIS, GEORGE A. / SATCHELL, STEPHEN
    Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both inter...

    $1,131.00

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  • FORECASTING EXPECTED RETURNS IN THE FINANCIAL MARKETS
    ebook
    FORECASTING EXPECTED RETURNS IN THE FINANCIAL MARKETS
    SATCHELL, STEPHEN
    Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expe...

    $1,412.00

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  • COLLECTIBLE INVESTMENTS FOR THE HIGH NET WORTH INVESTOR
    ebook
    COLLECTIBLE INVESTMENTS FOR THE HIGH NET WORTH INVESTOR
    STEPHEN SATCHELL
    Many high net worth individuals are interested in diversifying their portfolios and investing in collectibles. A collectible is any physical asset that appreciates in value over time because it is rare or desired by many. Stamps, coins, fine art, antiques, books, and wine are examples of collectibles. Where does the financial advisor or investment manager for these high net wor...

    $1,209.00

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  • OPTIMIZING OPTIMIZATION
    ebook
    OPTIMIZING OPTIMIZATION
    STEPHEN SATCHELL
    The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapte...

    $2,194.00

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