Handbook of financial econometrics, mathematics, statistics, and machine learning:
"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and...
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New Jersey ; Singapore
World Scientific
[2021]
|
| Schlagworte: | |
| Online-Zugang: | EUV01 Volltext |
| Zusammenfassung: | "This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others. In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience"--Publisher's website |
| Beschreibung: | Enthält Vol. 1-Vol. 4 |
| Beschreibung: | 1 Online-Ressource (4 v. (xli, 4881Seiten)) |
| ISBN: | 9789811202391 9789811202407 9811202397 |
| DOI: | 10.1142/11335 |
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1142/11335 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T16:30:24Z |
| indexdate | 2024-07-10T09:03:18Z |
| institution | BVB |
| isbn | 9789811202391 9789811202407 9811202397 |
| language | English |
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| spelling | Handbook of financial econometrics, mathematics, statistics, and machine learning editors: Cheng Few Lee & John C. Lee New Jersey ; Singapore World Scientific [2021] © 2021 1 Online-Ressource (4 v. (xli, 4881Seiten)) txt rdacontent c rdamedia cr rdacarrier Enthält Vol. 1-Vol. 4 "This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts. In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others. In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience"--Publisher's website Econometrics / Handbooks, manuals, etc Finance / Statistical methods / Handbooks, manuals, etc Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Maschinelles Lernen (DE-588)4193754-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s Kreditmarkt (DE-588)4073788-3 s Finanzierung (DE-588)4017182-6 s Statistik (DE-588)4056995-0 s Maschinelles Lernen (DE-588)4193754-5 s DE-604 Finanzmathematik (DE-588)4017195-4 s Lee, Cheng F. (DE-588)129807907 edt Lee, John C. (DE-588)1219856010 edt Erscheint auch als Druck-Ausgabe in 4 Bänden 978-981-120-238-4 https://doi.org/10.1142/11335 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Handbook of financial econometrics, mathematics, statistics, and machine learning Econometrics / Handbooks, manuals, etc Finance / Statistical methods / Handbooks, manuals, etc Finanzmathematik (DE-588)4017195-4 gnd Ökonometrie (DE-588)4132280-0 gnd Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Statistik (DE-588)4056995-0 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
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| title | Handbook of financial econometrics, mathematics, statistics, and machine learning |
| title_auth | Handbook of financial econometrics, mathematics, statistics, and machine learning |
| title_exact_search | Handbook of financial econometrics, mathematics, statistics, and machine learning |
| title_exact_search_txtP | Handbook of financial econometrics, mathematics, statistics, and machine learning |
| title_full | Handbook of financial econometrics, mathematics, statistics, and machine learning editors: Cheng Few Lee & John C. Lee |
| title_fullStr | Handbook of financial econometrics, mathematics, statistics, and machine learning editors: Cheng Few Lee & John C. Lee |
| title_full_unstemmed | Handbook of financial econometrics, mathematics, statistics, and machine learning editors: Cheng Few Lee & John C. Lee |
| title_short | Handbook of financial econometrics, mathematics, statistics, and machine learning |
| title_sort | handbook of financial econometrics mathematics statistics and machine learning |
| topic | Econometrics / Handbooks, manuals, etc Finance / Statistical methods / Handbooks, manuals, etc Finanzmathematik (DE-588)4017195-4 gnd Ökonometrie (DE-588)4132280-0 gnd Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Statistik (DE-588)4056995-0 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
| topic_facet | Econometrics / Handbooks, manuals, etc Finance / Statistical methods / Handbooks, manuals, etc Finanzmathematik Ökonometrie Finanzierung Kreditmarkt Statistik Maschinelles Lernen Aufsatzsammlung |
| url | https://doi.org/10.1142/11335 |
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