Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
| Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt |
| Autore | Schmidt Anatoly B |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (210 p.) |
| Disciplina |
332.6
332.64 |
| Collana | Wiley finance |
| Soggetto topico |
Fixed-income securities
Stock exchanges Microfinance |
| ISBN |
1-118-09365-8
1-283-17662-9 9786613176622 1-118-26809-1 1-118-09363-1 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. |
| Record Nr. | UNINA-9910139631103321 |
Schmidt Anatoly B
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
| Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt |
| Autore | Schmidt Anatoly B |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (210 p.) |
| Disciplina |
332.6
332.64 |
| Collana | Wiley finance |
| Soggetto topico |
Fixed-income securities
Stock exchanges Microfinance |
| ISBN |
9786613176622
9781118093658 1118093658 9781283176620 1283176629 9781118268094 1118268091 9781118093634 1118093631 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. |
| Record Nr. | UNINA-9910811961203321 |
|
Schmidt Anatoly B
|
||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative finance for physicists [[electronic resource] ] : an introduction / / Anatoly B. Schmidt
| Quantitative finance for physicists [[electronic resource] ] : an introduction / / Anatoly B. Schmidt |
| Autore | Schmidt Anatoly B |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | San Diego, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (179 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Academic Press Advanced Finance |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-01998-4
9786611019983 1-4175-7736-3 0-08-049220-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Quantitative Finance for Physicists: An Introduction; Copyright Page; Detailed Table of Contents; Chapter 1. Introduction; Chapter 2. Financial Markets; 2.1 Market Price Formation; 2.2 Returns and Dividends; 2.3 Market Efficiency; 2.4 Pathways for Further Reading; 2.5 Exercises; Chapter 3. Probability Distributions; 3.1 Basic Definitions; 3.2 Important Distributions; 3.3 Stable Distributions and Scale Invariance; 3.4 References for Further Reading; 3.5 Exercises; Chapter 4. Stochastic Processes; 4.1 Markov Processes; 4.2 Brownian Motion; 4.3 Stochastic Differential Equation
4.4 Stochastic Integral 4.5 Martingales; 4.6 References for Further Reading; 4.7 Exercises; Chapter 5. Time Series Analysis; 5.1 Autoregressive and Moving Average Models; 5.2 Trends and Seasonality; 5.3 Conditional Heteroskedasticity; 5.4 Multivariate Time Series; 5.5 References for Further Reading and Econometric Software; 5.6 Exercises; Chapter 6. Fractals; 6.1 Basic Definitions; 6.2 Multifractals; 6.3 References for Further Reading; 6.4 Exercises; Chapter 7. Nonlinear Dynamical Systems; 7.1 Motivation; 7.2 Discrete Systems: Logistic Map; 7.3 Continuous Systems; 7.4 Lorenz Model 7.5 Pathways to Chaos 7.6 Measuring Chaos; 7.7 References for Further Reading; 7.8 Exercises; Chapter 8. Scaling in Financial Time Series; 8.1 Introduction; 8.2 Power Laws in Financial Data; 8.3 New Developments; 8.4 References for Further Reading; 8.5 Exercises; Chapter 9. Option Pricing; 9.1 Financial Derivatives; 9.2 General Properties of Options; 9.3 Binomial Trees; 9.4 Black-Scholes Theory; 9.5 References for Further reading; 9.6 Appendix. The Invariant of the Arbitrage-Free Portfolio; 9.7 Exercises; Chapter 10. Portfolio Management; 10.1 Portfolio Selection 10.2 Capital Asset Pricing Model (CAPM)10.3 Arbitrage Pricing Theory (APT); 10.4 Arbitrage Trading Strategies; 10.5 References for Further Reading; 10.6 Exercises; Chapter 11. Market Risk Measurement; 11.1 Risk Measures; 11.2 Calculating Risk; 11.3 References for Further Reading; 11.4 Exercises; Chapter 12. Agent-Based Modeling of Financial Markets; 12.1 Introduction; 12.2 Adaptive Equilibrium Models; 12.3 Non-Equilibrium Price Models; 12.4 Modeling of Observable Variables; 12.5 References for Further Reading; 12.6 Exercises; Comments; References; Answers to Exercises; Index |
| Record Nr. | UNINA-9910458467603321 |
|
Schmidt Anatoly B
|
||
| San Diego, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative finance for physicists [[electronic resource] ] : an introduction / / Anatoly B. Schmidt
| Quantitative finance for physicists [[electronic resource] ] : an introduction / / Anatoly B. Schmidt |
| Autore | Schmidt Anatoly B |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | San Diego, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (179 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Academic Press Advanced Finance |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| ISBN |
1-281-01998-4
9786611019983 1-4175-7736-3 0-08-049220-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Quantitative Finance for Physicists: An Introduction; Copyright Page; Detailed Table of Contents; Chapter 1. Introduction; Chapter 2. Financial Markets; 2.1 Market Price Formation; 2.2 Returns and Dividends; 2.3 Market Efficiency; 2.4 Pathways for Further Reading; 2.5 Exercises; Chapter 3. Probability Distributions; 3.1 Basic Definitions; 3.2 Important Distributions; 3.3 Stable Distributions and Scale Invariance; 3.4 References for Further Reading; 3.5 Exercises; Chapter 4. Stochastic Processes; 4.1 Markov Processes; 4.2 Brownian Motion; 4.3 Stochastic Differential Equation
4.4 Stochastic Integral 4.5 Martingales; 4.6 References for Further Reading; 4.7 Exercises; Chapter 5. Time Series Analysis; 5.1 Autoregressive and Moving Average Models; 5.2 Trends and Seasonality; 5.3 Conditional Heteroskedasticity; 5.4 Multivariate Time Series; 5.5 References for Further Reading and Econometric Software; 5.6 Exercises; Chapter 6. Fractals; 6.1 Basic Definitions; 6.2 Multifractals; 6.3 References for Further Reading; 6.4 Exercises; Chapter 7. Nonlinear Dynamical Systems; 7.1 Motivation; 7.2 Discrete Systems: Logistic Map; 7.3 Continuous Systems; 7.4 Lorenz Model 7.5 Pathways to Chaos 7.6 Measuring Chaos; 7.7 References for Further Reading; 7.8 Exercises; Chapter 8. Scaling in Financial Time Series; 8.1 Introduction; 8.2 Power Laws in Financial Data; 8.3 New Developments; 8.4 References for Further Reading; 8.5 Exercises; Chapter 9. Option Pricing; 9.1 Financial Derivatives; 9.2 General Properties of Options; 9.3 Binomial Trees; 9.4 Black-Scholes Theory; 9.5 References for Further reading; 9.6 Appendix. The Invariant of the Arbitrage-Free Portfolio; 9.7 Exercises; Chapter 10. Portfolio Management; 10.1 Portfolio Selection 10.2 Capital Asset Pricing Model (CAPM)10.3 Arbitrage Pricing Theory (APT); 10.4 Arbitrage Trading Strategies; 10.5 References for Further Reading; 10.6 Exercises; Chapter 11. Market Risk Measurement; 11.1 Risk Measures; 11.2 Calculating Risk; 11.3 References for Further Reading; 11.4 Exercises; Chapter 12. Agent-Based Modeling of Financial Markets; 12.1 Introduction; 12.2 Adaptive Equilibrium Models; 12.3 Non-Equilibrium Price Models; 12.4 Modeling of Observable Variables; 12.5 References for Further Reading; 12.6 Exercises; Comments; References; Answers to Exercises; Index |
| Record Nr. | UNINA-9910784548303321 |
|
Schmidt Anatoly B
|
||
| San Diego, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Quantitative finance for physicists : an introduction / / Anatoly B. Schmidt
| Quantitative finance for physicists : an introduction / / Anatoly B. Schmidt |
| Autore | Schmidt Anatoly B |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | San Diego, : Elsevier Academic Press, c2005 |
| Descrizione fisica | 1 online resource (179 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Academic Press Advanced Finance |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| ISBN |
9786611019983
9781281019981 1281019984 9781417577361 1417577363 9780080492209 0080492207 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Quantitative Finance for Physicists: An Introduction; Copyright Page; Detailed Table of Contents; Chapter 1. Introduction; Chapter 2. Financial Markets; 2.1 Market Price Formation; 2.2 Returns and Dividends; 2.3 Market Efficiency; 2.4 Pathways for Further Reading; 2.5 Exercises; Chapter 3. Probability Distributions; 3.1 Basic Definitions; 3.2 Important Distributions; 3.3 Stable Distributions and Scale Invariance; 3.4 References for Further Reading; 3.5 Exercises; Chapter 4. Stochastic Processes; 4.1 Markov Processes; 4.2 Brownian Motion; 4.3 Stochastic Differential Equation
4.4 Stochastic Integral 4.5 Martingales; 4.6 References for Further Reading; 4.7 Exercises; Chapter 5. Time Series Analysis; 5.1 Autoregressive and Moving Average Models; 5.2 Trends and Seasonality; 5.3 Conditional Heteroskedasticity; 5.4 Multivariate Time Series; 5.5 References for Further Reading and Econometric Software; 5.6 Exercises; Chapter 6. Fractals; 6.1 Basic Definitions; 6.2 Multifractals; 6.3 References for Further Reading; 6.4 Exercises; Chapter 7. Nonlinear Dynamical Systems; 7.1 Motivation; 7.2 Discrete Systems: Logistic Map; 7.3 Continuous Systems; 7.4 Lorenz Model 7.5 Pathways to Chaos 7.6 Measuring Chaos; 7.7 References for Further Reading; 7.8 Exercises; Chapter 8. Scaling in Financial Time Series; 8.1 Introduction; 8.2 Power Laws in Financial Data; 8.3 New Developments; 8.4 References for Further Reading; 8.5 Exercises; Chapter 9. Option Pricing; 9.1 Financial Derivatives; 9.2 General Properties of Options; 9.3 Binomial Trees; 9.4 Black-Scholes Theory; 9.5 References for Further reading; 9.6 Appendix. The Invariant of the Arbitrage-Free Portfolio; 9.7 Exercises; Chapter 10. Portfolio Management; 10.1 Portfolio Selection 10.2 Capital Asset Pricing Model (CAPM)10.3 Arbitrage Pricing Theory (APT); 10.4 Arbitrage Trading Strategies; 10.5 References for Further Reading; 10.6 Exercises; Chapter 11. Market Risk Measurement; 11.1 Risk Measures; 11.2 Calculating Risk; 11.3 References for Further Reading; 11.4 Exercises; Chapter 12. Agent-Based Modeling of Financial Markets; 12.1 Introduction; 12.2 Adaptive Equilibrium Models; 12.3 Non-Equilibrium Price Models; 12.4 Modeling of Observable Variables; 12.5 References for Further Reading; 12.6 Exercises; Comments; References; Answers to Exercises; Index |
| Record Nr. | UNINA-9910811458503321 |
|
Schmidt Anatoly B
|
||
| San Diego, : Elsevier Academic Press, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||