Collaborative Research In Applied Statistics Quantitative Finance And Economics

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Collaborative Research in Applied Statistics, Decision Science and Quantitative Finance

Author : Richard Deane Terrell,Terry O'Neill,Alan H. Welsh,Jack Penm
Publisher : Unknown
Page : 300 pages
File Size : 41,8 Mb
Release : 2007
Category : Business mathematics
ISBN : 0975096168

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Collaborative Research in Applied Statistics, Decision Science and Quantitative Finance by Richard Deane Terrell,Terry O'Neill,Alan H. Welsh,Jack Penm Pdf

Handbook of Asian Finance

Author : David LEE Kuo Chuen,Greg N. Gregoriou
Publisher : Academic Press
Page : 416 pages
File Size : 45,7 Mb
Release : 2014-05-12
Category : Business & Economics
ISBN : 9780128011010

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Handbook of Asian Finance by David LEE Kuo Chuen,Greg N. Gregoriou Pdf

Asia's miraculous recovery from the 1997 crisis ushered in unexpected transformations to its economies and financial sectors. The reasons many Asian countries are growing above 6%, with double-digit growth for a year or two in-between, are investigated by this extensive research collection. The Handbook of Asian Finance covers the most interesting issues raised by these growth rates. From real estate prices and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues, expert scholars analyze the ways that the region is performing. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance explains what is going on in Asia today. Devotes significant attention to the systematic risk created by banks’ exposure to links between real estate and other sectors Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes

Applied Quantitative Finance

Author : Wolfgang Karl Härdle,Cathy Yi-Hsuan Chen,Ludger Overbeck
Publisher : Springer
Page : 372 pages
File Size : 43,5 Mb
Release : 2017-08-02
Category : Business & Economics
ISBN : 9783662544860

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Applied Quantitative Finance by Wolfgang Karl Härdle,Cathy Yi-Hsuan Chen,Ludger Overbeck Pdf

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Sharing Economy and the Impact of Collaborative Consumption

Author : de Luna, Iviane Ramos,Fitó-Bertran, Àngels,Lladós-Masllorens, Josep,Liébana-Cabanillas, Francisco
Publisher : IGI Global
Page : 323 pages
File Size : 45,6 Mb
Release : 2019-09-20
Category : Business & Economics
ISBN : 9781522599302

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Sharing Economy and the Impact of Collaborative Consumption by de Luna, Iviane Ramos,Fitó-Bertran, Àngels,Lladós-Masllorens, Josep,Liébana-Cabanillas, Francisco Pdf

The introduction of new technology and technological services worldwide has ushered in a new wave of peer-to-peer and access-driven companies that are disrupting the most established business categories. The emergence of these new business models has upset the flow in contemporary society and transformed people's behavior towards sharing-based economies. Companies and entrepreneurs can see this significant change in people’s behavior as both an opportunity and a threat. Sharing Economy and the Impact of Collaborative Consumption provides emerging research on the impact that the sharing services are having on society as well as the importance of the sharing economy development in the coming years, dealing with relevant issues such as regulations, the technological aspects involved in these platforms, the impact in the tourism sector, and consumer behavior in relation to these services. Multidisciplinary in nature, this publication establishes links between economics, finance, marketing, consumer behavior, and IT, and covers topics that include e-commerce, consumer behavior, and peer economy. It is ideally designed for researchers, students, business professionals, and entrepreneurs seeking current research on the impact that this industry has on various economic, marketing, and societal aspects of different countries.

The Collaborative Economy in Action: European Perspectives

Author : Andrzej Klimczuk,Vida Česnuityte,Gabriela Avram
Publisher : University of Limerick
Page : 387 pages
File Size : 49,6 Mb
Release : 2021-10-04
Category : Computers
ISBN : 9781911620303

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The Collaborative Economy in Action: European Perspectives by Andrzej Klimczuk,Vida Česnuityte,Gabriela Avram Pdf

The book titled The Collaborative Economy in Action: European Perspectives is one of the important outcomes of the COST Action CA16121, From Sharing to Caring: Examining the Socio-Technical Aspects of the Collaborative Economy (short name: Sharing and Caring; sharingandcaring.eu) that was active between March 2017 and September 2021. The Action was funded by the European Cooperation in Science and Technology - COST (www.cost.eu/actions/CA16121). The main objective of the COST Action Sharing and Caring is the development of a European network of researchers and practitioners interested in investigating the collaborative economy models, platforms, and their socio-technological implications. The network involves scholars, practitioners, communities, and policymakers. The COST Action Sharing and Caring helped to connect research initiatives across Europe and enabled scientists to develop their ideas by collaborating with peers. This collaboration opportunity represented a boost for the participants' research, careers, and innovation potential. The main aim of this book is to provide a comprehensive overview of the collaborative economy (CE) in European countries with a variety of its aspects for a deeper understanding of the phenomenon as a whole. For this reason, in July 2017, an open call for country reports was distributed among the members of the COST Action Sharing and Caring. Representatives of the member countries were invited to produce short country reports covering: definition(s) of the CE; types and models of the CE; key stakeholders involved; as well as legislation and technological tools relevant for the CE. Submitted reports varied in length and regarding the level of detail included, in accordance with how much information was available in each respective country at the time of writing. Editors of the book have compiled these early reports into a summary report, which was intended as a first step in mapping the state of the CE in Europe. The Member Countries Report on the Collaborative Economy, edited by Gaia Mosconi, Agnieszka Lukasiewicz, and Gabriela Avram (2018) that was published on the Sharing and Caring website, represented its first synergetic outcome and provided an overview of the CE phenomenon as interpreted and manifested in each of the countries part of the network. Additionally, Sergio Nassare-Aznar, Kosjenka Dumančić, and Giulia Priora compiled a Preliminary Legal Analysis of Country Reports on Cases of Collaborative Economy (2018). In 2018, after undertaking an analysis of the previous reports' strengths and weaknesses, the book editors issued a call for an updated version of these country reports. Prof. Ann Light advised the editorial team, proposing a new format for country reports and 4000 words limit. The template included: Introduction, Definition, Key Questions, Examples, Illustration, Context, Developments, Issues, Other Major Players, and Relevant Literature. The new template was approved by the Management Committee in October 2018. The task force that had supported the production of the first series of country reports (Dimitar Trajanov, Maria del Mar Alonso, Bálint Balázs, Kosjenka Dumančić, and Gabriela Avram) acted as mentors for the team of authors in each country. The final reports arrived at the end of 2018, bringing the total number of submissions to 30 (twenty-nine European countries plus Georgia). A call for book editors was issued, and a new editorial team was formed by volunteers from the participants of the COST Action: Andrzej Klimczuk, Vida Česnuityte, Cristina Miguel, Santa Mijalche, Gabriela Avram, Bori Simonovits, Bálint Balázs, Kostas Stefanidis, and Rafael Laurenti. The editorial team organized the double-blind reviews of reports and communicated to the authors the requirements for improving their texts. After reviews, the authors submitted updated versions of their country reports providing up-to-date interdisciplinary analysis on the state of the CE in 2019, when the reports were collected. During the final phase, the chapters were again reviewed by the lead editors together with all editorial team members. At the time, the intention was to update these reports again just before the end of the COST Action Sharing and Caring in 2021 and to produce a third edition. However, the COVID-19 pandemic changed these plans. Thus, this final volume was created by 82 scholars-editors and contributors-and consists of reports on 27 countries participating in the COST Action.

The Global Innovation Index 2013

Author : Cornell University,INSEAD,World Intellectual Property Organization,Bruno Lanvin,Sacha Vincent-Wunsch,Soumitra Dutta
Publisher : WIPO
Page : 416 pages
File Size : 40,8 Mb
Release : 2013
Category : Law
ISBN : 8210379456XXX

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The Global Innovation Index 2013 by Cornell University,INSEAD,World Intellectual Property Organization,Bruno Lanvin,Sacha Vincent-Wunsch,Soumitra Dutta Pdf

The Global Innovation Index ranks the innovation performance of 142 countries and economies around the world, based on 84 indicators. This edition explores the impact of innovation-oriented policies on economic growth and development. High-income and developing countries alike are seeking innovation-driven growth through different strategies. Some countries are successfully improving their innovation capacity, while others still struggle.

Credit Securitisations and Derivatives

Author : Daniel Rösch,Harald Scheule
Publisher : John Wiley & Sons
Page : 464 pages
File Size : 52,6 Mb
Release : 2013-04-03
Category : Business & Economics
ISBN : 9781119966043

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Credit Securitisations and Derivatives by Daniel Rösch,Harald Scheule Pdf

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

Statistical Tools for Finance and Insurance

Author : Pavel Cizek,Wolfgang Karl Härdle,Rafał Weron
Publisher : Springer Science & Business Media
Page : 518 pages
File Size : 43,9 Mb
Release : 2005-12-06
Category : Business & Economics
ISBN : 9783540273950

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Statistical Tools for Finance and Insurance by Pavel Cizek,Wolfgang Karl Härdle,Rafał Weron Pdf

Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition, allowing the reader to run, modify, and enhance all quantlets on the spot, can be downloaded at no cost via the attached license registration card.

The Global Innovation Index 2012

Author : Cornell University,INSEAD,World Intellectual Property Organization
Publisher : WIPO
Page : 462 pages
File Size : 48,8 Mb
Release : 2012
Category : Law
ISBN : 9782952221023

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The Global Innovation Index 2012 by Cornell University,INSEAD,World Intellectual Property Organization Pdf

The Global Innovation Index ranks the innovation performance of 141 countries and economies around the world, based on 84 indicators. This edition explores the impact of innovation-oriented policies on economic growth and development. High-income and developing countries alike are seeking innovation-driven growth through different strategies. Some countries are successfully improving their innovation capacity, while others still struggle.

Applied Quantitative Finance

Author : Mauricio Garita
Publisher : Palgrave Pivot
Page : 240 pages
File Size : 41,9 Mb
Release : 2021-09-24
Category : Business & Economics
ISBN : 3030291405

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Applied Quantitative Finance by Mauricio Garita Pdf

This book provides both conceptual knowledge of quantitative finance and a hands-on approach to using Python. It begins with a description of concepts prior to the application of Python with the purpose of understanding how to compute and interpret results. This book offers practical applications in the field of finance concerning Python, a language that is more and more relevant in the financial arena due to big data. This will lead to a better understanding of finance as it gives a descriptive process for students, academics and practitioners.

Handbook of Research on Applied Data Science and Artificial Intelligence in Business and Industry

Author : Chkoniya, Valentina
Publisher : IGI Global
Page : 653 pages
File Size : 45,8 Mb
Release : 2021-06-25
Category : Computers
ISBN : 9781799869863

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Handbook of Research on Applied Data Science and Artificial Intelligence in Business and Industry by Chkoniya, Valentina Pdf

The contemporary world lives on the data produced at an unprecedented speed through social networks and the internet of things (IoT). Data has been called the new global currency, and its rise is transforming entire industries, providing a wealth of opportunities. Applied data science research is necessary to derive useful information from big data for the effective and efficient utilization to solve real-world problems. A broad analytical set allied with strong business logic is fundamental in today’s corporations. Organizations work to obtain competitive advantage by analyzing the data produced within and outside their organizational limits to support their decision-making processes. This book aims to provide an overview of the concepts, tools, and techniques behind the fields of data science and artificial intelligence (AI) applied to business and industries. The Handbook of Research on Applied Data Science and Artificial Intelligence in Business and Industry discusses all stages of data science to AI and their application to real problems across industries—from science and engineering to academia and commerce. This book brings together practice and science to build successful data solutions, showing how to uncover hidden patterns and leverage them to improve all aspects of business performance by making sense of data from both web and offline environments. Covering topics including applied AI, consumer behavior analytics, and machine learning, this text is essential for data scientists, IT specialists, managers, executives, software and computer engineers, researchers, practitioners, academicians, and students.

Handbook of Quantitative Finance and Risk Management

Author : Cheng-Few Lee,John Lee
Publisher : Springer Science & Business Media
Page : 1700 pages
File Size : 42,6 Mb
Release : 2010-06-14
Category : Business & Economics
ISBN : 9780387771175

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Handbook of Quantitative Finance and Risk Management by Cheng-Few Lee,John Lee Pdf

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.