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Elargir la recherche         Sur le même sujet :     Finances -- Modèles économétriques     Mathématiques financières     Finance -- Econometric models.     Parcourir le catalogue     par auteur:      Viens , Frederi G.      Mariani , Maria C.      Florescu , Ionut , 1973-....       Rechercher sur Internet     Localiser dans une autre bibliothèque (SUDOC) (PPN ou ISBN ou ISSN)     Aperçu dans Google Books     Affichage MARC

Titre :  Handbook of modeling high-frequency data in finance , edited by Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu Editeur :  Hoboken, NJ , Wiley -- cop. 2012 Description :  1 vol. (XIV-441 p.) : ill., couv. ill. en coul. ; 25 cm Collection :  Wiley handbooks in financial engineering and econometrics ISBN:  978-0-470-87688-6 , rel. Notes :  Bibliogr. en fin de chap. Index "This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"-- Sujet :  Finances -- Modèles économétriques Mathématiques financières Finance -- Econometric models.   Exemplaires Site Emplacement Cote Type de prêt Statut   Site des Chênes Salle de recherche 332.015 HAN Prêt Disponible Réserver

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