LEADER 01589nam 2200397 n 450 001 996384986003316 005 20200824121220.0 035 $a(CKB)4940000000070588 035 $a(EEBO)2248565714 035 $a(UnM)99840649e 035 $a(UnM)99840649 035 $a(EXLCZ)994940000000070588 100 $a19910226d1546 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 12$aA boke of the propertyes of herbes the whiche is called an herbal$b[electronic resource] 210 $aImprinted at London $cIn Fletstrete at the sygne of the George nexte to seynt Dunstones churche by me wyllyam Myddylton$din the yere of our Lorde M.CCCCC.xlvi. [1546] The thyrde day of Iuly 215 $a[152] p 300 $aOne of several versions of an anonymous herbal probably of medieval origin; this is the version of STC 13175.4. 300 $aImprint from colophon. 300 $aSignatures: A-I K?. 300 $aIdentified at reel 61:10 as STC 4725 (number changed in 2nd ed.). 300 $aCopy at reel 2007:7a is bound and filmed preceding STC (2nd ed.) 24203. 300 $aReproduction of the original in the Bodleian Library. 330 $aeebo-0014 606 $aBotany, Medical$vEarly works to 1800 606 $aHerbs$vEarly works to 1800 606 $aMateria medica$vEarly works to 1800 615 0$aBotany, Medical 615 0$aHerbs 615 0$aMateria medica 801 0$bCu-RivES 906 $aBOOK 912 $a996384986003316 996 $aA boke of the propertyes of herbes the whiche is called an herbal$92337707 997 $aUNISA LEADER 03503nam 22006494a 450 001 9910449950903321 005 20200520144314.0 010 $a1-280-27317-8 010 $a9786610273171 010 $a0-471-71204-3 035 $a(CKB)1000000000244115 035 $a(EBL)224941 035 $a(OCoLC)57597784 035 $a(SSID)ssj0000131813 035 $a(PQKBManifestationID)11152952 035 $a(PQKBTitleCode)TC0000131813 035 $a(PQKBWorkID)10027673 035 $a(PQKB)10096809 035 $a(OCoLC)ocm55981731 035 $a(MiAaPQ)EBC224941 035 $a(Au-PeEL)EBL224941 035 $a(CaPaEBR)ebr10114193 035 $a(CaONFJC)MIL27317 035 $a(EXLCZ)991000000000244115 100 $a20040715d2005 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCreate your own hedge fund$b[electronic resource] $eincrease profits and reduce risk with ETFs and options /$fMark D. Wolfinger 210 $aHoboken, N.J. $cJohn Wiley & Sons$dc2005 215 $a1 online resource (254 p.) 225 1 $aWiley trading 300 $aDescription based upon print version of record. 311 $a0-471-65507-4 320 $aIncludes bibliographical references (p. 216-226) and index. 327 $aCreate Your Own Hedge Fund; Contents; Acknowledgments; Preface; PART I Outperforming the Market; CHAPTER 1 Modern Portfolio Theory; CHAPTER 2 Can You Beat the Market? Should You Try?; CHAPTER 3 Hedge Funds; PART II Exchange Traded Funds; CHAPTER 4 A Brief History of Mutual Funds and Exchange Traded Funds; CHAPTER 5 Traditional Mutual Funds; CHAPTER 6 Exchange Traded Funds; PART III Options; CHAPTER 7 What Is an Option and How Does an Option Work?; CHAPTER 8 More Options Basics; CHAPTER 9 Why Investors Buy and Sell Options 327 $aCHAPTER 10 Option Strategies You Can Use to Make Money: Covered Call WritingCHAPTER 11 Option Strategies You Can Use to Make Money: Uncovered Put Writing; CHAPTER 12 Historical Data: BuyWrite Index and Volatility Index; PART IV Putting It All Together; CHAPTER 13 Building a Portfolio; CHAPTER 14 Finding Your Style: Choosing an Option to Write; CHAPTER 15 Covered Call Writing in Action: A Year of Trading; CHAPTER 16 Uncovered Put Writing in Action; CHAPTER 17 Odds and Ends and Conclusion; Notes; Glossary; Index 330 $aDiscover a practical trading strategy that combines options and ETFs.Create Your Own Hedge Fund explains how exchange-traded funds can be used in conjunction with an options strategy to attain steady growth. Beginning with a tutorial on options and ETFs, the book goes on to describe both investment approaches in great detail providing you with a trading strategy that generates higher returns than buy-and-hold investing -- and allows you to reduce risk by adopting a hedging strategy. Filled with in-depth insights and expert advice, this book is intended for you if you're a sophis 410 0$aWiley trading. 606 $aHedging (Finance) 606 $aStock options 606 $aExchange traded funds 608 $aElectronic books. 615 0$aHedging (Finance) 615 0$aStock options. 615 0$aExchange traded funds. 676 $a332.64/524 700 $aWolfinger$b Mark D$0992546 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910449950903321 996 $aCreate your own hedge fund$92272720 997 $aUNINA LEADER 05701nam 22007574a 450 001 9911019677603321 005 20251116150200.0 010 $a9786610273980 010 $a9781280273988 010 $a1280273984 010 $a9780470299500 010 $a0470299509 010 $a9780470871348 010 $a0470871342 010 $a9780470013267 010 $a0470013265 035 $a(CKB)111087027097464 035 $a(EBL)219725 035 $a(SSID)ssj0000104794 035 $a(PQKBManifestationID)11117023 035 $a(PQKBTitleCode)TC0000104794 035 $a(PQKBWorkID)10100322 035 $a(PQKB)10267030 035 $a(MiAaPQ)EBC219725 035 $a(OCoLC)85820206 035 $a(Perlego)2752258 035 $a(EXLCZ)99111087027097464 100 $a20030414d2003 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aApplied quantitative methods for trading and investment /$fedited by Christian L. Dunis, Jason Laws, and Patrick Naim 210 $aChichester, West Sussex ;$aHoboken, N.J. $cJohn Wiley$dc2003 215 $a1 online resource (427 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780470848852 311 08$a0470848855 320 $aIncludes bibliographical references and index. 327 $aApplied 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 327 $a2.3 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 327 $a3.6 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 327 $aAppendix 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 327 $aAppendix 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 327 $a8 Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk 330 $aThis book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston.Fills the gap for a book on applied quantitative investment 410 0$aWiley finance series. 606 $aFinance$xMathematical models 606 $aInvestments$xMathematical models 606 $aSpeculation$xMathematical models 615 0$aFinance$xMathematical models. 615 0$aInvestments$xMathematical models. 615 0$aSpeculation$xMathematical models. 676 $a332.6/01/5195 701 $aDunis$b Christian$0140728 701 $aLaws$b Jason$0857170 701 $aNai?m$b Patrick$0857114 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019677603321 996 $aApplied quantitative methods for trading and investment$94416990 997 $aUNINA