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Analyzing Financial Data and Implementing Financial Models Using R / / by Clifford S. Ang
| Analyzing Financial Data and Implementing Financial Models Using R / / by Clifford S. Ang |
| Autore | Ang Clifford S |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (XVI, 351 p. 60 illus.) |
| Disciplina | 332.0285554 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Finance
Econometrics Macroeconomics Statistics R (Computer program language) Finance, general Macroeconomics/Monetary Economics//Financial Economics Statistics and Computing/Statistics Programs |
| ISBN | 3-319-14075-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Prices -- Chapter 2 Individual Security Returns -- Chapter 3 Portfolio Returns -- Chapter 4 Risk -- Chapter 5 Factor Models -- Chapter 6 Risk-Adjusted Portfolio Performance Measures -- Chapter 7 Markowitz Mean-Variance Optimization -- Chapter 8 Fixed Income -- Chapter 9 Options -- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio. |
| Record Nr. | UNINA-9910298492203321 |
Ang Clifford S
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Evaluación financiera de proyectos / / José Augusto Ramírez Díaz
| Evaluación financiera de proyectos / / José Augusto Ramírez Díaz |
| Autore | Ramírez Díaz José Augusto |
| Edizione | [2a. edición.] |
| Pubbl/distr/stampa | Bogotá : , : Ediciones de la U, , 2019 |
| Descrizione fisica | 1 recurso en línea (244 páginas) : ilustraciones |
| Disciplina | 332.0285554 |
| Collana | Contabilidad y finanzas |
| Soggetto topico |
Finance - Data processing
Finanzas - Procesamiento de datos |
| Soggetto genere / forma | Libros electronicos. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910398193403321 |
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Ramírez Díaz José Augusto
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| Bogotá : , : Ediciones de la U, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Evaluación financiera de proyectos / / José Augusto Ramírez Díaz
| Evaluación financiera de proyectos / / José Augusto Ramírez Díaz |
| Autore | Ramírez Díaz José Augusto |
| Edizione | [2a. edición.] |
| Pubbl/distr/stampa | Bogotá : , : Ediciones de la U, , 2019 |
| Descrizione fisica | 1 recurso en línea (244 páginas) : ilustraciones |
| Disciplina | 332.0285554 |
| Collana | Contabilidad y finanzas |
| Soggetto topico |
Finance - Data processing
Finanzas - Procesamiento de datos |
| Soggetto genere / forma | Libros electronicos. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910672352603321 |
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Ramírez Díaz José Augusto
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| Bogotá : , : Ediciones de la U, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Modeling with Crystal Ball and Excel [[electronic resource]]
| Financial Modeling with Crystal Ball and Excel [[electronic resource]] |
| Autore | Charnes John |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2012 |
| Descrizione fisica | 1 online resource (336 p.) |
| Disciplina |
332.0113
332.0285/554 332.0285554 |
| Collana | Wiley Finance |
| Soggetto topico |
BUSINESS & ECONOMICS / Investments & Securities
Finance -- Mathematical models Microsoft Excel (Computer file) Finance - Mathematical models Investments - Mathematical models |
| ISBN |
1-119-20321-X
1-280-59278-8 9786613622617 1-118-22705-0 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modeling with Crystal Ball and Excel; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION; 1.4 RISK MANAGEMENT; 1.5 BENEFITS AND LIMITATIONS OF USING CRYSTAL BALL; 1.5.1 Benefits; 1.5.2 Limitations; CHAPTER 2 Analyzing Crystal Ball Forecasts; 2.1 SIMULATING A 50-50 PORTFOLIO; 2.1.1 Accumulate.xls; 2.1.2 Frequency Chart; 2.1.3 Cumulative Frequency Chart; 2.1.4 Statistics View; 2.1.5 Forecast Window Percentiles View; 2.2 VARYING THE ALLOCATIONS; 2.2.1 Decision Table Tool; 2.2.2 Trend Chart
2.2.3 Overlay Chart 2.3 PRESENTING THE RESULTS; CHAPTER 3 Building A Crystal Ball Model; 3.1 SIMULATION MODELING PROCESS; 3.1.1 Example: AKGolf.xls; 3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS; 3.2.1 Defining Assumptions; 3.2.2 Defining Profit as a Forecast Cell; 3.3 RUNNING CRYSTAL BALL; 3.4 SOURCES OF ERROR; 3.5 CONTROLLING MODEL ERROR; CHAPTER 4 Selecting Crystal Ball Assumptions; 4.1 CRYSTAL BALL'S BASIC DISTRIBUTIONS; 4.1.1 Yes-No; 4.1.2 Binomial; 4.1.3 Discrete Uniform; 4.1.4 Uniform; 4.1.5 Triangular; 4.1.6 Normal; 4.1.7 Lognormal 4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS 4.2.1 Direct Sampling; 4.2.2 Sampling from a Fitted Distribution; 4.2.3 Fitting Distributions to Data; 4.2.4 Goodness-of-Fit Testing; 4.2.5 Eyeball Test; 4.2.6 Caveats; 4.2.7 What If No Historical Data Are Available?; 4.3 SPECIFYING CORRELATIONS; 4.3.1 Pearson Correlation Statistic; 4.3.2 Spearman (Rank) Correlation Statistic; 4.3.3 Using Crystal Ball to Calculate Correlations Between Two Assumptions; 4.3.4 Batch Fit; 4.3.5 Correlation Tool; CHAPTER 5 Using Decision Variables; 5.1 DEFINING DECISION VARIABLES 5.2 DECISION TABLE WITH ONE DECISION VARIABLE 5.2.1 Trend Chart; 5.2.2 Overlay Chart; 5.3 DECISION TABLE WITH TWO DECISION VARIABLES; 5.3.1 Model; 5.3.2 Threshold Values; 5.3.3 Two-Way Decision Table; 5.3.4 Interpreting the Results; 5.4 USING OPTQUEST; 5.4.1 Terminology; 5.4.2 Example; CHAPTER 6 Selecting Run Preferences; 6.1 TRIALS; 6.1.1 Number of Trials to Run; 6.1.2 Stop on Calculation Errors; 6.1.3 Stop When Precision Control Limits Are Reached; 6.2 SAMPLING; 6.2.1 Random Number Generation; 6.2.2 Sampling Method; 6.3 SPEED; 6.3.1 Run Mode; 6.3.2 Chart Windows; 6.4 OPTIONS; 6.5 STATISTICS CHAPTER 7 Net Present Value and Internal Rate of Return 7.1 DETERMINISTIC NPV AND IRR; 7.2 SIMULATING NPV AND IRR; 7.3 CAPITAL BUDGETING; 7.3.1 Tornado Chart Tool; 7.3.2 Risk Analysis; 7.3.3 Caveats; 7.4 CUSTOMER NET PRESENT VALUE; 7.4.1 Results; CHAPTER 8 Modeling Financial Statements; 8.1 DETERMINISTIC MODEL; 8.2 TORNADO CHART AND SENSITIVITY ANALYSIS; 8.3 CRYSTAL BALL SENSITIVITY CHART; 8.4 CONCLUSION; CHAPTER 9 Portfolio Models; 9.1 SINGLE-PERIOD CRYSTAL BALL MODEL; 9.2 SINGLE-PERIOD ANALYTICAL SOLUTION; 9.3 MULTI-PERIOD CRYSTAL BALL MODEL; CHAPTER 10 Value at Risk; 10.1 VAR 10.2 SHORTCOMINGS OF VAR |
| Record Nr. | UNINA-9910141251103321 |
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Charnes John
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| New York, : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Modeling with Crystal Ball and Excel
| Financial Modeling with Crystal Ball and Excel |
| Autore | Charnes John |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : Wiley, 2012 |
| Descrizione fisica | 1 online resource (336 p.) |
| Disciplina |
332.0113
332.0285/554 332.0285554 |
| Collana | Wiley Finance |
| Soggetto topico |
BUSINESS & ECONOMICS / Investments & Securities
Finance -- Mathematical models Microsoft Excel (Computer file) Finance - Mathematical models Investments - Mathematical models |
| ISBN |
1-119-20321-X
1-280-59278-8 9786613622617 1-118-22705-0 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modeling with Crystal Ball and Excel; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION; 1.4 RISK MANAGEMENT; 1.5 BENEFITS AND LIMITATIONS OF USING CRYSTAL BALL; 1.5.1 Benefits; 1.5.2 Limitations; CHAPTER 2 Analyzing Crystal Ball Forecasts; 2.1 SIMULATING A 50-50 PORTFOLIO; 2.1.1 Accumulate.xls; 2.1.2 Frequency Chart; 2.1.3 Cumulative Frequency Chart; 2.1.4 Statistics View; 2.1.5 Forecast Window Percentiles View; 2.2 VARYING THE ALLOCATIONS; 2.2.1 Decision Table Tool; 2.2.2 Trend Chart
2.2.3 Overlay Chart 2.3 PRESENTING THE RESULTS; CHAPTER 3 Building A Crystal Ball Model; 3.1 SIMULATION MODELING PROCESS; 3.1.1 Example: AKGolf.xls; 3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS; 3.2.1 Defining Assumptions; 3.2.2 Defining Profit as a Forecast Cell; 3.3 RUNNING CRYSTAL BALL; 3.4 SOURCES OF ERROR; 3.5 CONTROLLING MODEL ERROR; CHAPTER 4 Selecting Crystal Ball Assumptions; 4.1 CRYSTAL BALL'S BASIC DISTRIBUTIONS; 4.1.1 Yes-No; 4.1.2 Binomial; 4.1.3 Discrete Uniform; 4.1.4 Uniform; 4.1.5 Triangular; 4.1.6 Normal; 4.1.7 Lognormal 4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS 4.2.1 Direct Sampling; 4.2.2 Sampling from a Fitted Distribution; 4.2.3 Fitting Distributions to Data; 4.2.4 Goodness-of-Fit Testing; 4.2.5 Eyeball Test; 4.2.6 Caveats; 4.2.7 What If No Historical Data Are Available?; 4.3 SPECIFYING CORRELATIONS; 4.3.1 Pearson Correlation Statistic; 4.3.2 Spearman (Rank) Correlation Statistic; 4.3.3 Using Crystal Ball to Calculate Correlations Between Two Assumptions; 4.3.4 Batch Fit; 4.3.5 Correlation Tool; CHAPTER 5 Using Decision Variables; 5.1 DEFINING DECISION VARIABLES 5.2 DECISION TABLE WITH ONE DECISION VARIABLE 5.2.1 Trend Chart; 5.2.2 Overlay Chart; 5.3 DECISION TABLE WITH TWO DECISION VARIABLES; 5.3.1 Model; 5.3.2 Threshold Values; 5.3.3 Two-Way Decision Table; 5.3.4 Interpreting the Results; 5.4 USING OPTQUEST; 5.4.1 Terminology; 5.4.2 Example; CHAPTER 6 Selecting Run Preferences; 6.1 TRIALS; 6.1.1 Number of Trials to Run; 6.1.2 Stop on Calculation Errors; 6.1.3 Stop When Precision Control Limits Are Reached; 6.2 SAMPLING; 6.2.1 Random Number Generation; 6.2.2 Sampling Method; 6.3 SPEED; 6.3.1 Run Mode; 6.3.2 Chart Windows; 6.4 OPTIONS; 6.5 STATISTICS CHAPTER 7 Net Present Value and Internal Rate of Return 7.1 DETERMINISTIC NPV AND IRR; 7.2 SIMULATING NPV AND IRR; 7.3 CAPITAL BUDGETING; 7.3.1 Tornado Chart Tool; 7.3.2 Risk Analysis; 7.3.3 Caveats; 7.4 CUSTOMER NET PRESENT VALUE; 7.4.1 Results; CHAPTER 8 Modeling Financial Statements; 8.1 DETERMINISTIC MODEL; 8.2 TORNADO CHART AND SENSITIVITY ANALYSIS; 8.3 CRYSTAL BALL SENSITIVITY CHART; 8.4 CONCLUSION; CHAPTER 9 Portfolio Models; 9.1 SINGLE-PERIOD CRYSTAL BALL MODEL; 9.2 SINGLE-PERIOD ANALYTICAL SOLUTION; 9.3 MULTI-PERIOD CRYSTAL BALL MODEL; CHAPTER 10 Value at Risk; 10.1 VAR 10.2 SHORTCOMINGS OF VAR |
| Altri titoli varianti | Financial modeling with Oracle Crystal Ball and Excel + website |
| Record Nr. | UNINA-9910816079703321 |
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Charnes John
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| New York, : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Machine Learning in Finance [[electronic resource] ] : From Theory to Practice / / by Matthew F. Dixon, Igor Halperin, Paul Bilokon
| Machine Learning in Finance [[electronic resource] ] : From Theory to Practice / / by Matthew F. Dixon, Igor Halperin, Paul Bilokon |
| Autore | Dixon Matthew F |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXV, 548 p. 97 illus., 83 illus. in color.) |
| Disciplina | 332.0285554 |
| Soggetto topico |
Statistics
Applied mathematics Engineering mathematics Statistics for Business, Management, Economics, Finance, Insurance Applications of Mathematics Statistics, general |
| ISBN | 3-030-41068-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Probabilistic Modeling -- Chapter 3. Bayesian Regression & Gaussian Processes -- Chapter 4. Feed Forward Neural Networks -- Chapter 5. Interpretability -- Chapter 6. Sequence Modeling -- Chapter 7. Probabilistic Sequence Modeling -- Chapter 8. Advanced Neural Networks -- Chapter 9. Introduction to Reinforcement learning -- Chapter 10. Applications of Reinforcement Learning -- Chapter 11. Inverse Reinforcement Learning and Imitation Learning -- Chapter 12. Frontiers of Machine Learning and Finance. |
| Record Nr. | UNISA-996418260403316 |
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Dixon Matthew F
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Machine Learning in Finance : From Theory to Practice / / by Matthew F. Dixon, Igor Halperin, Paul Bilokon
| Machine Learning in Finance : From Theory to Practice / / by Matthew F. Dixon, Igor Halperin, Paul Bilokon |
| Autore | Dixon Matthew F |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XXV, 548 p. 97 illus., 83 illus. in color.) |
| Disciplina | 332.0285554 |
| Soggetto topico |
Statistics
Applied mathematics Engineering mathematics Statistics for Business, Management, Economics, Finance, Insurance Applications of Mathematics Statistics, general |
| ISBN | 3-030-41068-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Probabilistic Modeling -- Chapter 3. Bayesian Regression & Gaussian Processes -- Chapter 4. Feed Forward Neural Networks -- Chapter 5. Interpretability -- Chapter 6. Sequence Modeling -- Chapter 7. Probabilistic Sequence Modeling -- Chapter 8. Advanced Neural Networks -- Chapter 9. Introduction to Reinforcement learning -- Chapter 10. Applications of Reinforcement Learning -- Chapter 11. Inverse Reinforcement Learning and Imitation Learning -- Chapter 12. Frontiers of Machine Learning and Finance. |
| Record Nr. | UNINA-9910483443303321 |
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Dixon Matthew F
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Organizational Acceptance of Artificial Intelligence : Identification of AI Acceptance Factors Tailored to the German Financial Services Sector / / by Diana Bengel
| Organizational Acceptance of Artificial Intelligence : Identification of AI Acceptance Factors Tailored to the German Financial Services Sector / / by Diana Bengel |
| Autore | Bengel Diana |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2020 |
| Descrizione fisica | 1 online resource (56 pages) |
| Disciplina | 332.0285554 |
| Soggetto topico |
Bank marketing
Information technology Business—Data processing Business enterprises—Finance Financial Services IT in Business Business Finance |
| ISBN | 3-658-30794-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Literature Review -- Methodology of Research -- Research Findings -- Conclusion -- List of References -- Appendix. |
| Record Nr. | UNINA-9910411928103321 |
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Bengel Diana
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Principles of financial modelling : model design and best practices using Excel and VBA / / by Michael Rees
| Principles of financial modelling : model design and best practices using Excel and VBA / / by Michael Rees |
| Autore | Rees Michael <1964-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (616 pages) : illustrations |
| Disciplina | 332.0285554 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Finance - Mathematical models
Corporations - Finance - Mathematical models Visual Basic for Applications (Computer program language) |
| ISBN |
1-118-90400-1
1-118-90394-3 1-118-90393-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to modelling, core themes and best practices -- Models of models -- Using models in decision support -- Core competencies and best practices : meta-themes -- Model design and planning -- Defining sensitivity and flexibility requirements -- Database versus formulae-driven approaches -- Designing the workbook structure -- Model building, testing and auditing -- Creating transparency: formula structure, flow and format -- Building robust and transparent formulae -- Choosing Excel functions for transparency, flexibility and efficiency -- Dealing with circularity -- Model review, auditing and validation -- Sensitivity and scenario analysis, simulation and optimisation -- Sensitivity and scenario analysis : core techniques -- Using Goalseek and Solver -- Using VBA macros to conduct sensitivity and scenario analyses -- Introduction to simulation and optimisation -- The modelling of risk and uncertainty, and using simulation -- Excel functions and functionality -- Core arithmetic and logical functions -- Array functions and formulae -- Mathematical functions -- Financial functions -- Statistical functions -- Information functions -- Date and time functions -- Text functions and functionality -- Lookup and reference functions -- Filters, database functions and PivotTables -- Selected short-cuts and other features -- Foundations of VBA and macros -- Getting started -- Working with objects and ranges -- Controlling execution -- Writing robust code -- Manipulation and analysis of data sets with VBA -- User-defined functions. |
| Record Nr. | UNINA-9910271043903321 |
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Rees Michael <1964->
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| Chichester, West Sussex, England : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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