| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910830386503321 |
|
|
Titolo |
Applied quantitative methods for trading and investment [[electronic resource] /] / edited by Christian L. Dunis, Jason Laws, and Patrick Naïm |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Chichester, West Sussex ; ; Hoboken, N.J., : John Wiley, c2003 |
|
|
|
|
|
|
|
ISBN |
|
1-280-27398-4 |
9786610273980 |
0-470-29950-9 |
0-470-87134-2 |
0-470-01326-5 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (427 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Altri autori (Persone) |
|
DunisChristian |
LawsJason |
NaïmPatrick |
|
|
|
|
|
|
|
|
Disciplina |
|
332.6/01/5195 |
332.6015195 |
|
|
|
|
|
|
|
|
Soggetti |
|
Finance - Mathematical models |
Investments - Mathematical models |
Speculation - Mathematical models |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Applied Quantitative Methods for Trading and Investment; Contents; About the Contributors; Preface; 1 Applications of Advanced Regression Analysis for Trading and Investment; Abstract; 1.1 Introduction; 1.2 Literature review; 1.3 The exchange rate and related financial data; 1.4 Benchmark models: theory and methodology; 1.5 Neural network models: theory and methodology; 1.6 Forecasting accuracy and trading simulation; 1.7 Concluding remarks; References; 2 Using Cointegration to Hedge and Trade International Equities; Abstract; 2.1 Introduction; 2.2 Time series modelling and cointegration |
2.3 Implicit hedging of unknown common risk factors2.4 Relative value and statistical arbitrage; 2.5 Illustration of cointegration in a controlled simulation; 2.6 Application to international equities; 2.7 Discussion and conclusions; References; 3 Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield |
|
|
|
|
|
|
|
|
|
|
|
Curve; Abstract; 3.1 Introduction; 3.2 Background issues on asset pricing; 3.3 Duffie-Kan affine models of the term structure; 3.4 A forward rate test of the expectations theory; 3.5 Identification |
3.6 Econometric methodology and applications3.7 Estimation results; 3.8 Conclusions; References; 4 Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination; Abstract; 4.1 Introduction; 4.2 The exchange rate and volatility data; 4.3 The GARCH (1,1) benchmark volatility forecasts; 4.4 The neural network volatility forecasts; 4.5 Model combinations and forecasting accuracy; 4.6 Foreign exchange volatility trading models; 4.7 Concluding remarks and further work; Acknowledgements; Appendix A; Appendix B; Appendix C; Appendix D; Appendix E |
Appendix FAppendix G; References; 5 Implementing Neural Networks, Classification Trees, and Rule Induction Classification Techniques: An Application to Credit Risk; Abstract; 5.1 Introduction; 5.2 Data description; 5.3 Neural networks for classification in Excel; 5.4 Classification tree in Excel; 5.5 See5 classifier; 5.6 Conclusions; References; 6 Switching Regime Volatility: An Empirical Evaluation; Abstract; 6.1 Introduction; 6.2 The model; 6.3 Maximum likelihood estimation; 6.4 An application to foreign exchange rates; 6.5 Conclusion; References |
Appendix A: Gauss code for maximum likelihood for variance switching models7 Quantitative Equity Investment Management with Time-Varying Factor Sensitivities; Abstract; 7.1 Introduction; 7.2 Factor sensitivities defined; 7.3 OLS to estimate factor sensitivities: a simple, popular but inaccurate method; 7.4 WLS to estimate factor sensitivities: a better but still sub-optimal method; 7.5 The stochastic parameter regression model and the Kalman filter: the best way to estimate factor sensitivities; 7.6 Conclusion; References |
8 Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk |
|
|
|
|
|
|
Sommario/riassunto |
|
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.Fills the gap for a book on applied quantitative investment |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2. |
Record Nr. |
UNINA9910813786903321 |
|
|
Autore |
Mayr Gerald |
|
|
Titolo |
Avian evolution : the fossil record of birds and its paleobiological significance / / Gerald Mayr, Senckenberg Research Institute Frankfurt, Ornithological Section, Frankfurt am Main, Germany |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Chichester, West Sussex : , : John Wiley & Sons, Incorporated, , 2017 |
|
|
|
|
|
|
|
ISBN |
|
1-119-02072-7 |
1-119-02067-0 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (326 p.) |
|
|
|
|
|
|
Collana |
|
Topics in paleobiology series |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Birds, Fossil |
Paleobiology |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Cover; Title Page; Copyright; Contents; Foreword; Preface; Acknowledgments; Chapter 1 An Introduction to Birds, the Geological Settings of Their Evolution, and the Avian Skeleton; Birds Are Evolutionarily Nested within Theropod Dinosaurs; The Geological Settings of Avian Evolution in a Nutshell; Characteristics of the Avian Skeleton; Chapter 2 The Origin of Birds; Archaeopteryx: The German ""Urvogel"" and Its Bearing on Avian Evolution; The Closest Maniraptoran Relatives of Birds; Feather Evolution; The Origin of Avian Flight; Chapter 3 The Mesozoic Flight Way towards Modern Birds |
Jeholornithids: Early Cretaceous Long-Tailed BirdsConfuciusornis, Sapeornis, and Kin: Basal Birds with a Pygostyle; Ornithothoraces and the Origin of Sustained Flapping Flight Capabilities; The Ornithuromorpha: Refinement of Modern Characteristics; Ornithurae and the Origin of Modern Birds; Chapter 4 Mesozoic Birds: Interrelationships and Character Evolution; The Interrelationships of Mesozoic Birds: Controversial Phylogenetic Placements and Well-Supported Clades; Character Evolution in Mesozoic Birds; Ontogenetic Development of Mesozoic Birds |
Chapter 5 The Interrelationships and Origin of Crown Group Birds (Neornithes)Phylogenetic Interrelationships of Neornithine Birds; The Mesozoic Fossil Record of Neornithine-Like and Neornithine Birds; |
|
|
|
|
|
|
|
|
|
|
|
Chapter 6 Palaeognathous Birds (Ostriches, Tinamous, and Allies); The Interrelationships of Extant Palaeognathae; Early Cenozoic Palaeognathous Birds of the Northern Hemisphere; Long-Winged Ostriches, Rheas, and Tinamous; Short-Winged Palaeognathous Birds; Biogeography: A Textbook Example of Gondwanan Vicariance Has Been Dismantled; Chapter 7 Galloanseres: ""Fowl"" and Kin |
Galliformes: From Herbivorous Forest Dwellers to Seed Eaters of Open LandscapesThe Waterfowl; Gastornithids: Giant Herbivorous Birds in the Early Paleogene of the Northern Hemisphere; Dromornithids (Mihirungs or Thunderbirds): Gastornis-Like Birds from Australia; Pelagornithids: Bony-Toothed Birds; Chapter 8 The ""Difficult-to-Place Groups"": Biogeographic Surprises and Aerial Specialists; The Columbiform Birds: Doves, Sandgrouse, ... and Mesites?; The Hoatzin: A South American Relict Species; Turacos and Cuckoos; Bustards |
The ""Wonderful"" Mirandornithes, or How Different Can Sister Taxa Be?Strisores: The Early Diversification of Nocturnal Avian Insectivores; Chapter 9 Shorebirds, Cranes, and Relatives; Charadriiformes: One of the Most Diverse Groups of Extant Birds; From Rail to Crane; Chapter 10 Aequornithes: Aquatic and Semi-Aquatic Carnivores; Loons: Foot-Propelled Divers of the Northern Hemisphere; Pelagic Tubenoses and Albatrosses; Penguins: More Than 60 Million Years of Flightlessness; The Polyphyletic ""Pelecaniformes"" and ""Ciconiiformes""; Late Cenozoic Turnovers in Marine Avifaunas |
Chapter 11 Cariamiforms and Diurnal Birds of Prey |
|
|
|
|
|
|
Sommario/riassunto |
|
"Knowledge of the evolutionary history of birds has much improved in recent decades. Fossils from critical time periods are being described at unprecedented rates and modern phylogenetic analyses have provided a framework for the interrelationships of the extant groups. This book gives an overview of the avian fossil record and its paleobiological significance, and it is the only up-to-date textbook that covers both Mesozoic and more modern-type Cenozoic birds in some detail. The reader is introduced to key features of basal avians and the morphological transformations that have occurred in the evolution towards modern birds. An account of the Cenozoic fossil record sheds light on the biogeographic history of the extant avian groups and discusses fossils in the context of current phylogenetic hypotheses. This review of the evolutionary history of birds not only addresses students and established researchers, but it may also be a useful source of information for anyone else with an interest in the evolution of birds and a moderate background in biology and geology" -- |
|
|
|
|
|
|
|
| |