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Equity valuation [[electronic resource] ] : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz
| Equity valuation [[electronic resource] ] : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz |
| Autore | Viebig Jan |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (439 p.) |
| Disciplina | 332.63221 |
| Altri autori (Persone) |
ViebigJan <1969->
VarmazArmin PoddigThorsten |
| Collana | Wiley finance series |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models Valuation - Mathematical models Investment analysis - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20875-0
1-282-34963-5 9786612349638 0-470-75880-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Equity Valuation; Contents; Foreword; Preface; Acknowledgments; Abbreviations; Part I Discounted Cash Flow (DCF) Models; Part II Monte Carlo Free Cash Flow to the Firm (MC-FCFF) Models (Deutsche Bank/DWS); Part III Beyond Earnings: A User's Guide to Excess Return Models and the HOLT CFROI® Framework; Part IV Morgan Stanley ModelWare's Approach to Intrinsic Value: Focusing on Risk-Reward Trade-offs; Part V UBS VCAM and EGQ Regression-based Valuation; Part VI Leverage Buyout (LBO) Models; Part VII Valuation 101: Approaches and Alternatives; Part VIII Final Thoughts on Valuation; Index |
| Record Nr. | UNINA-9910146110403321 |
Viebig Jan
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Equity valuation [[electronic resource] ] : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz
| Equity valuation [[electronic resource] ] : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz |
| Autore | Viebig Jan |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (439 p.) |
| Disciplina | 332.63221 |
| Altri autori (Persone) |
ViebigJan <1969->
VarmazArmin PoddigThorsten |
| Collana | Wiley finance series |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models Valuation - Mathematical models Investment analysis - Mathematical models |
| ISBN |
1-119-20875-0
1-282-34963-5 9786612349638 0-470-75880-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Equity Valuation; Contents; Foreword; Preface; Acknowledgments; Abbreviations; Part I Discounted Cash Flow (DCF) Models; Part II Monte Carlo Free Cash Flow to the Firm (MC-FCFF) Models (Deutsche Bank/DWS); Part III Beyond Earnings: A User's Guide to Excess Return Models and the HOLT CFROI® Framework; Part IV Morgan Stanley ModelWare's Approach to Intrinsic Value: Focusing on Risk-Reward Trade-offs; Part V UBS VCAM and EGQ Regression-based Valuation; Part VI Leverage Buyout (LBO) Models; Part VII Valuation 101: Approaches and Alternatives; Part VIII Final Thoughts on Valuation; Index |
| Record Nr. | UNINA-9910830537203321 |
|
Viebig Jan
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Equity valuation : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz
| Equity valuation : models from leading investment banks / / edited by Jan Viebig, Thorsten Poddig and Armin Varmaz |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (439 p.) |
| Disciplina | 332.63221 |
| Altri autori (Persone) |
ViebigJan <1969->
VarmazArmin PoddigThorsten |
| Collana | Wiley finance series |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models Valuation - Mathematical models Investment analysis - Mathematical models |
| ISBN |
1-119-20875-0
1-282-34963-5 9786612349638 0-470-75880-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Equity Valuation; Contents; Foreword; Preface; Acknowledgments; Abbreviations; Part I Discounted Cash Flow (DCF) Models; Part II Monte Carlo Free Cash Flow to the Firm (MC-FCFF) Models (Deutsche Bank/DWS); Part III Beyond Earnings: A User's Guide to Excess Return Models and the HOLT CFROI® Framework; Part IV Morgan Stanley ModelWare's Approach to Intrinsic Value: Focusing on Risk-Reward Trade-offs; Part V UBS VCAM and EGQ Regression-based Valuation; Part VI Leverage Buyout (LBO) Models; Part VII Valuation 101: Approaches and Alternatives; Part VIII Final Thoughts on Valuation; Index |
| Record Nr. | UNINA-9910877494203321 |
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
| Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (673 p.) |
| Disciplina |
332.6
332.6322 |
| Altri autori (Persone) |
FocardiSergio M
KolmPetter N |
| Collana |
Frank J. Fabozzi series
Wiley finance |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models |
| ISBN |
1-119-20123-3
1-280-34337-0 9786610343379 0-470-03769-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK? OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS |
| Record Nr. | UNINA-9910143563103321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
| Financial modeling of the equity market [[electronic resource] ] : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (673 p.) |
| Disciplina |
332.6
332.6322 |
| Altri autori (Persone) |
FocardiSergio M
KolmPetter N |
| Collana |
Frank J. Fabozzi series
Wiley finance |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models |
| ISBN |
1-119-20123-3
1-280-34337-0 9786610343379 0-470-03769-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK? OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS |
| Record Nr. | UNINA-9910830332103321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial modeling of the equity market : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
| Financial modeling of the equity market : from CAPM to cointegration / / Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (673 p.) |
| Disciplina |
332.6
332.6322 |
| Altri autori (Persone) |
FocardiSergio M
KolmPetter N |
| Collana |
Frank J. Fabozzi series
Wiley finance |
| Soggetto topico |
Stocks - Mathematical models
Portfolio management - Mathematical models |
| ISBN |
1-119-20123-3
1-280-34337-0 9786610343379 0-470-03769-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Financial Modeling of the Equity Market; Contents; Preface; Acknowledgments; About the Authors; Chapter 1: Introduction; HISTORICAL PERSPECTIVE ON THE FINANCIAL MODELING OF THE EQUITY MARKET; CENTRAL THEMES OF THE BOOK; ORGANIZATION OF THE BOOK; Part I: Portfolio Allocation: Classical Theory and Modern Extensions; Chapter 2: Mean-Variance Analysis and Modern Portfolio Theory; THE BENEFITS OF DIVERSIFICATION; MEAN-VARIANCE ANALYSIS: OVERVIEW; CLASSICAL FRAMEWORK FOR MEAN-VARIANCE OPTIMIZATION; THE CAPITAL MARKET LINE; SELECTION OF THE OPTIMAL PORTFOLIO WHEN THERE IS A RISK-FREE ASSET
MORE ON UTILITY FUNCTIONS: A GENERAL FRAMEWORK FOR PORTFOLIO CHOICESUMMARY; Chapter 3: Transaction and Trading Costs; A TAXONOMY OF TRANSACTION COSTS; LIQUIDITY AND TRANSACTION COSTS; MARKET IMPACT MEASUREMENTS AND EMPIRICAL FINDINGS; FORECASTING AND MODELING MARKET IMPACT; INCORPORATING TRANSACTION COSTS IN ASSET-ALLOCATION MODELS; OPTIMAL TRADING; INTEGRATED PORTFOLIO MANAGEMENT: BEYOND EXPECTED RETURN AND PORTFOLIO RISK53; SUMMARY; Chapter 4: Applying the Portfolio Selection Framework in Practice; REBALANCING IN THE MEAN-VARIANCE OPTIMIZATION FRAMEWORK PORTFOLIO CONSTRAINTS COMMONLY USED IN PRACTICESUMMARY; Chapter 5: Incorporating Higher Moments and Extreme Risk Measures; DISPERSION AND DOWNSIDE MEASURES; PORTFOLIO SELECTION WITH HIGHER MOMENTS THROUGH EXPANSIONS OF UTILITY; POLYNOMIAL GOAL PROGRAMMING FOR PORTFOLIO OPTIMIZATION WITH HIGHER MOMENTS; SOME REMARKS ON THE ESTIMATION OF HIGHER MOMENTS; THE APPROACH OF MALEVERGNE AND SORNETTE58; SUMMARY; Chapter 6: Mathematical and Numerical Optimization; MATHEMATICAL PROGRAMMING; NECESSARY CONDITIONS FOR OPTIMALITY FOR CONTINUOUS OPTIMIZATION PROBLEMS; HOW DO OPTIMIZATION ALGORITHMS WORK? OPTIMIZATION SOFTWAREPRACTICAL CONSIDERATIONS WHEN USING OPTIMIZATION SOFTWARE; SUMMARY; Part II: Managing Uncertainty in Practice; Chapter 7: Equity Price Models; DEFINITIONS; THEORETICAL AND ECONOMETRIC MODELS; RANDOM WALK MODELS; GENERAL EQUILIBRIUM THEORIES; CAPITAL ASSET PRICING MODEL ( CAPM); ARBITRAGE PRICING THEORY ( APT); SUMMARY; Chapter 8: Forecasting Expected Return and Risk; DIVIDEND DISCOUNT AND RESIDUAL INCOME VALUATION MODELS; THE SAMPLE MEAN AND COVARIANCE ESTIMATOR; RANDOM MATRICES; ARBITRAGE PRICING THEORY AND FACTOR MODELS; FACTOR MODELS IN PRACTICE FACTOR MODELS IN PRACTICE: AN EXAMPLEOTHER APPROACHES TO VOLATILITY ESTIMATION; APPLICATION TO INVESTMENT STRATEGIES AND PROPRIETARY TRADING; SUMMARY; Chapter 9: Robust Frameworks for Estimation and Portfolio Allocation; PRACTICAL PROBLEMS ENCOUNTERED IN MEAN-VARIANCE OPTIMIZATION; SHRINKAGE ESTIMATION; BAYESIAN APPROACHES; INCORPORATING ESTIMATION ERROR AND UNCERTAINTY IN THE PORTFOLIO ALLOCATION PROCESS; SUMMARY; Part III: Dynamic Models for Equity Prices; Chapter 10: Feedback and Predictors in Stock Markets; RANDOM WALK MODELS AND THEIR SHORTCOMINGS; TIME DIVERSIFICATION A MULTIAGENT ECONOMY: EFFECTS OF AGENT HETEROGENEITY AND INTERACTIONS |
| Record Nr. | UNINA-9910877167603321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inside the black box [[electronic resource] ] : a simple guide to quantitative and high-frequency trading / / Rishi K. Narang
| Inside the black box [[electronic resource] ] : a simple guide to quantitative and high-frequency trading / / Rishi K. Narang |
| Autore | Narang Rishi K. <1974-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2013 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina | 332.64/2 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management - Mathematical models
Investment analysis - Mathematical models Stocks - Mathematical models |
| ISBN |
1-118-66271-7
1-118-41699-6 1-299-27714-4 1-118-42059-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The quant universe -- pt. 2. Inside the black box -- pt. 3. A practical guide for investors in quantitative strategies -- pt. 4. High-speed and high-frequency trading. |
| Record Nr. | UNINA-9910139234503321 |
|
Narang Rishi K. <1974->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inside the black box : a simple guide to quantitative and high-frequency trading / / Rishi K. Narang
| Inside the black box : a simple guide to quantitative and high-frequency trading / / Rishi K. Narang |
| Autore | Narang Rishi K. <1974-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., c2013 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina | 332.64/2 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management - Mathematical models
Investment analysis - Mathematical models Stocks - Mathematical models |
| ISBN |
1-118-66271-7
1-118-41699-6 1-299-27714-4 1-118-42059-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The quant universe -- pt. 2. Inside the black box -- pt. 3. A practical guide for investors in quantitative strategies -- pt. 4. High-speed and high-frequency trading. |
| Record Nr. | UNINA-9910811351003321 |
|
Narang Rishi K. <1974->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang
| Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang |
| Autore | Narang Rishi K <1974-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.015118
332.6 332.642 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management - Mathematical models
Investment analysis - Mathematical models Stocks - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-52914-8
1-282-36926-1 9786612369261 1-118-26773-7 0-470-52912-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
INSIDE THE BLACK BOX: The Simple Truth About Quantitative Trading; Contents; Preface; Acknowledgments; Part I: The Quant Universe; Chapter 1: Why Does Quant Trading Matter?; Chapter 2: An Introduction to Quantitative Trading; Part II: Inside the Black Box; Chapter 3: Alpha Models: How Quants Make Money; Chapter 4: Risk Models; Chapter 5: Transaction Cost Models; Chapter 6: Portfolio Construction Models; Chapter 7: Execution; Chapter 8: Data; Chapter 9: Research; Part III: A Practical Guide for Investors in Quantitative Strategies; Chapter 10: Risks Inherent to Quant Strategies
Chapter 11: Criticisms of Quant TradingChapter 12: Evaluating Quants and Quant Strategies; Chapter 13: Looking to the Future of Quant Trading; Notes; About the Author; Index |
| Record Nr. | UNINA-9910139929803321 |
|
Narang Rishi K <1974->
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang
| Inside the black box [[electronic resource] ] : the simple truth about quantitative trading / / Rishi K. Narang |
| Autore | Narang Rishi K <1974-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (243 p.) |
| Disciplina |
332.015118
332.6 332.642 |
| Collana | Wiley finance series |
| Soggetto topico |
Portfolio management - Mathematical models
Investment analysis - Mathematical models Stocks - Mathematical models |
| ISBN |
0-470-52914-8
1-282-36926-1 9786612369261 1-118-26773-7 0-470-52912-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
INSIDE THE BLACK BOX: The Simple Truth About Quantitative Trading; Contents; Preface; Acknowledgments; Part I: The Quant Universe; Chapter 1: Why Does Quant Trading Matter?; Chapter 2: An Introduction to Quantitative Trading; Part II: Inside the Black Box; Chapter 3: Alpha Models: How Quants Make Money; Chapter 4: Risk Models; Chapter 5: Transaction Cost Models; Chapter 6: Portfolio Construction Models; Chapter 7: Execution; Chapter 8: Data; Chapter 9: Research; Part III: A Practical Guide for Investors in Quantitative Strategies; Chapter 10: Risks Inherent to Quant Strategies
Chapter 11: Criticisms of Quant TradingChapter 12: Evaluating Quants and Quant Strategies; Chapter 13: Looking to the Future of Quant Trading; Notes; About the Author; Index |
| Record Nr. | UNINA-9910831082703321 |
|
Narang Rishi K <1974->
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
