Handbook of Modeling High-Frequency Data in Finance

Language: English

Published by John Wiley & Sons Dez 2011, 2011

0470876883 / 9780470876886

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICSIn recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data.A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as:\* Designing new methodology to discover elasticity and plasticity of price evolution\* Constructing microstructure simulation models\* Calculation of option prices in the presence of jumps and transaction costs\* Using boosting for financial analysis and tradingThe handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods.Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.

Seller Inventory # 9780470876886

Title
Handbook of Modeling High-Frequency Data in Finance
Author
Frederi G Viens
Publisher
John Wiley & Sons Dez 2011
Publication year
2011
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0470876883
ISBN 13
9780470876886
Item weight
717 grams
Dimensions
236x157x28 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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