quantitative hydrogeology



Hiscock Kevin M. Hydrogeology. Principles and Practice Hiscock Kevin M. Hydrogeology. Principles and Practice Новинка

Hiscock Kevin M. Hydrogeology. Principles and Practice

10034.16 руб. Найти похожее
Hydrogeology: Principles and Practice provides a comprehensive introduction to the study of hydrogeology to enable the reader to appreciate the significance of groundwater in meeting current and future water resource challenges. This new edition has been thoroughly updated to reflect advances in the field since 2004. The book presents a systematic approach to understanding groundwater. Earlier chapters explain the fundamental physical and chemical principles of hydrogeology, and later chapters feature groundwater investigation techniques in the context of catchment processes, as well as chapters on groundwater quality and contaminant hydrogeology. Unique features of the book are chapters on the applications of environmental isotopes and noble gases in the interpretation of aquifer evolution, and on regional characteristics such as topography, compaction and variable fluid density in the explanation of geological processes affecting past, present and future groundwater flow regimes. The last chapter discusses groundwater resources and environmental management, and examines the role of groundwater in integrated river basin management, including an assessment of possible adaptation responses to the impacts of climate change. Throughout the text, boxes and a set of colour plates drawn from the authors’ teaching and research experience are used to explain special topics and to illustrate international case studies ranging from transboundary aquifers and submarine groundwater discharge to the over-pressuring of groundwater in sedimentary basins. The appendices provide conversion tables and useful reference material, and include review questions and exercises, with answers, to help develop the reader’s knowledge and problem-solving skills in hydrogeology. This accessible textbook is essential reading for undergraduate and graduate students primarily in earth sciences, environmental sciences and physical geography with an interest in hydrogeology or groundwater science. The book will also find use among practitioners in hydrogeology, soil science, civil engineering and planning who are involved in environmental and resource protection issues requiring an understanding of groundwater. Additional resources can be found at: www.wiley.com/go/hiscock/hydrogeology
Kevin Hiscock M., Victor Bense F. Hydrogeology. Principles and Practice Kevin Hiscock M., Victor Bense F. Hydrogeology. Principles and Practice Новинка

Kevin Hiscock M., Victor Bense F. Hydrogeology. Principles and Practice

Hydrogeology: Principles and Practice provides a comprehensive introduction to the study of hydrogeology to enable the reader to appreciate the significance of groundwater in meeting current and future water resource challenges. This new edition has been thoroughly updated to reflect advances in the field since 2004. The book presents a systematic approach to understanding groundwater. Earlier chapters explain the fundamental physical and chemical principles of hydrogeology, and later chapters feature groundwater investigation techniques in the context of catchment processes, as well as chapters on groundwater quality and contaminant hydrogeology. Unique features of the book are chapters on the applications of environmental isotopes and noble gases in the interpretation of aquifer evolution, and on regional characteristics such as topography, compaction and variable fluid density in the explanation of geological processes affecting past, present and future groundwater flow regimes. The last chapter discusses groundwater resources and environmental management, and examines the role of groundwater in integrated river basin management, including an assessment of possible adaptation responses to the impacts of climate change. Throughout the text, boxes and a set of colour plates drawn from the authors’ teaching and research experience are used to explain special topics and to illustrate international case studies ranging from transboundary aquifers and submarine groundwater discharge to the over-pressuring of groundwater in sedimentary basins. The appendices provide conversion tables and useful reference material, and include review questions and exercises, with answers, to help develop the reader’s knowledge and problem-solving skills in hydrogeology. This accessible textbook is essential reading for undergraduate and graduate students primarily in earth sciences, environmental sciences and physical geography with an interest in hydrogeology or groundwater science...
Ernie Chan Quantitative Trading. How to Build Your Own Algorithmic Trading Business Ernie Chan Quantitative Trading. How to Build Your Own Algorithmic Trading Business Новинка

Ernie Chan Quantitative Trading. How to Build Your Own Algorithmic Trading Business

While institutional traders continue to implement quantitative (or algorithmic) trading, many independent traders have wondered if they can still challenge powerful industry professionals at their own game? The answer is «yes,» and in Quantitative Trading, Dr. Ernest Chan, a respected independent trader and consultant, will show you how. Whether you're an independent «retail» trader looking to start your own quantitative trading business or an individual who aspires to work as a quantitative trader at a major financial institution, this practical guide contains the information you need to succeed.
Steve Bell Quantitative Finance For Dummies Steve Bell Quantitative Finance For Dummies Новинка

Steve Bell Quantitative Finance For Dummies

An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.
Bell Steve Quantitative Finance For Dummies Bell Steve Quantitative Finance For Dummies Новинка

Bell Steve Quantitative Finance For Dummies

An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.
Gray Wesley R., Carlisle Tobias E. Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Gray Wesley R., Carlisle Tobias E. Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Новинка

Gray Wesley R., Carlisle Tobias E. Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.
Wesley R. Gray Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wesley R. Gray Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Новинка

Wesley R. Gray Quantitative Value. A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors

A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.
Rishi Narang K. Inside the Black Box. The Simple Truth About Quantitative Trading Rishi Narang K. Inside the Black Box. The Simple Truth About Quantitative Trading Новинка

Rishi Narang K. Inside the Black Box. The Simple Truth About Quantitative Trading

Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box «In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran.» ?Blair Hull, Founder, Hull Trading & Matlock Trading «Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work.» ?Peter Muller, Head of Process Driven Trading, Morgan Stanley «A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book.» ?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation «Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies.» ?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P. «Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside.» ?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management «This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms.» ?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money «Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates.» ?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital «Inside the Black Box provides a comprehensive and intuitive introduction to „quant“ strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy.» ?Asriel Levin, PhD, Managing Member, Menta Capital, LLC
Jerald Pinto E. Quantitative Investment Analysis Jerald Pinto E. Quantitative Investment Analysis Новинка

Jerald Pinto E. Quantitative Investment Analysis

Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.
Jerald Pinto E. Quantitative Investment Analysis Workbook Jerald Pinto E. Quantitative Investment Analysis Workbook Новинка

Jerald Pinto E. Quantitative Investment Analysis Workbook

Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice. As the companion piece to Quantitative Investment Analysis, this workbook aligns with the text chapter-by-chapter to give you the focused, targeted exercises you need to fully understand each topic. Each chapter explicitly lays out the learning objectives so you understand the 'why' of each problem, and brief chapter summaries help refresh your memory on key points before you begin working. The practice problems themselves reinforce the practitioner-oriented text, and are designed to mirror the real-world problems encountered every day in the field. Solutions are provided to all of the problems for those who self-study, and an optional online Instructor's manual brings this book into the classroom with ease. Quantitative analysis is essential to the investment process, but hypothetical 'pie-in-the-sky' type practice scenarios only waste your time. You need a globally relevant application guide with roots in the real-world industry, so you can spend your time preparing for scenarios that you'll actually encounter. This workbook is your answer, with practice problems covering the complete range of quantitative methods. Refresh your memory with succinct chapter summaries Enhance your understanding with topic-specific practice problems Work toward explicit chapter objectives to internalize key information Practice important techniques with real-world applications Consistent mathematical notation, topic coverage continuity, and evenness of subject matter treatment are critical to the learning process. This workbook lives up to its reputation of clarity, and provides investment-oriented practice based on actual changes taking place in the global investment community. For those who want a practical route to mastering quantitative methods, the Quantitative Investment Analysis Workbook is your real-world solution.
Pinto Jerald E., Runkle David E., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis Workbook Pinto Jerald E., Runkle David E., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis Workbook Новинка

Pinto Jerald E., Runkle David E., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis Workbook

Hands-on quantitative analysis practice based on real-world scenarios The Quantitative Investment Analysis Workbook provides a key component of effective learning: practice. As the companion piece to Quantitative Investment Analysis, this workbook aligns with the text chapter-by-chapter to give you the focused, targeted exercises you need to fully understand each topic. Each chapter explicitly lays out the learning objectives so you understand the 'why' of each problem, and brief chapter summaries help refresh your memory on key points before you begin working. The practice problems themselves reinforce the practitioner-oriented text, and are designed to mirror the real-world problems encountered every day in the field. Solutions are provided to all of the problems for those who self-study, and an optional online Instructor's manual brings this book into the classroom with ease. Quantitative analysis is essential to the investment process, but hypothetical 'pie-in-the-sky' type practice scenarios only waste your time. You need a globally relevant application guide with roots in the real-world industry, so you can spend your time preparing for scenarios that you'll actually encounter. This workbook is your answer, with practice problems covering the complete range of quantitative methods. Refresh your memory with succinct chapter summaries Enhance your understanding with topic-specific practice problems Work toward explicit chapter objectives to internalize key information Practice important techniques with real-world applications Consistent mathematical notation, topic coverage continuity, and evenness of subject matter treatment are critical to the learning process. This workbook lives up to its reputation of clarity, and provides investment-oriented practice based on actual changes taking place in the global investment community. For those who want a practical route to mastering quantitative methods, the Quantitative Investment Analysis Workbook is your real-worl...
Pinto Jerald E., Runkle David E., Anson Mark J.P., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis Pinto Jerald E., Runkle David E., Anson Mark J.P., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis Новинка

Pinto Jerald E., Runkle David E., Anson Mark J.P., McLeavey Dennis W., DeFusco Richard A. Quantitative Investment Analysis

Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.
Fabozzi Frank J., Focardi Sergio M., Kolm Petter N. Quantitative Equity Investing. Techniques and Strategies Fabozzi Frank J., Focardi Sergio M., Kolm Petter N. Quantitative Equity Investing. Techniques and Strategies Новинка

Fabozzi Frank J., Focardi Sergio M., Kolm Petter N. Quantitative Equity Investing. Techniques and Strategies

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.
Constantin Zopounidis Quantitative Financial Risk Management. Theory and Practice Constantin Zopounidis Quantitative Financial Risk Management. Theory and Practice Новинка

Constantin Zopounidis Quantitative Financial Risk Management. Theory and Practice

A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.
Zopounidis Constantin, Galariotis Emilios Quantitative Financial Risk Management. Theory and Practice Zopounidis Constantin, Galariotis Emilios Quantitative Financial Risk Management. Theory and Practice Новинка

Zopounidis Constantin, Galariotis Emilios Quantitative Financial Risk Management. Theory and Practice

A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.
Kannan Krishnan, Melvin Andersen E. Quantitative Modeling in Toxicology Kannan Krishnan, Melvin Andersen E. Quantitative Modeling in Toxicology Новинка

Kannan Krishnan, Melvin Andersen E. Quantitative Modeling in Toxicology

Governments around the world are passing laws requiring industry to assess the toxicity of the chemicals and products they produce, but to do so while reducing, refining, or even replacing testing on animals. To meet these requirements, experimental toxicologists and risk assessors are adopting quantitative approaches and computer simulations to study the biological fate and effects of chemicals and drugs. In Quantitative Modeling in Toxicology leading experts outline the current state of knowledge on the modeling of dose, tissue interactions and tissue responses. Each chapter describes the mathematical foundation, parameter estimation, challenges and perspectives for development, along with the presentation of a modeling template. Additionally, tools and approaches for conducting uncertainty, sensitivity and variability analyses in these models are described. Topics covered include: the quantitative models of pharmacokinetics of individual chemicals and mixtures models for toxicant-target tissue interaction. models for cellular, organ, and organism responses. approaches, tools and challenges for model application and evaluation A website containing computer codes accompanies the book to help the reader reconstruct the models described and discussed in the various chapters. Quantitative Modeling in Toxicology serves as an essential reference source and tool box for risk assessors and researchers and students in toxicology, public health, pharmacology, and human toxicology interested in developing quantitative models for a better understanding of dose-response relationships.
Krishnan Kannan Quantitative Modeling in Toxicology Krishnan Kannan Quantitative Modeling in Toxicology Новинка

Krishnan Kannan Quantitative Modeling in Toxicology

12848.01 руб. Найти похожее
Governments around the world are passing laws requiring industry to assess the toxicity of the chemicals and products they produce, but to do so while reducing, refining, or even replacing testing on animals. To meet these requirements, experimental toxicologists and risk assessors are adopting quantitative approaches and computer simulations to study the biological fate and effects of chemicals and drugs. In Quantitative Modeling in Toxicology leading experts outline the current state of knowledge on the modeling of dose, tissue interactions and tissue responses. Each chapter describes the mathematical foundation, parameter estimation, challenges and perspectives for development, along with the presentation of a modeling template. Additionally, tools and approaches for conducting uncertainty, sensitivity and variability analyses in these models are described. Topics covered include: the quantitative models of pharmacokinetics of individual chemicals and mixtures models for toxicant-target tissue interaction. models for cellular, organ, and organism responses. approaches, tools and challenges for model application and evaluation A website containing computer codes accompanies the book to help the reader reconstruct the models described and discussed in the various chapters. Quantitative Modeling in Toxicology serves as an essential reference source and tool box for risk assessors and researchers and students in toxicology, public health, pharmacology, and human toxicology interested in developing quantitative models for a better understanding of dose-response relationships.
Frank Fabozzi J. Quantitative Equity Investing. Techniques and Strategies Frank Fabozzi J. Quantitative Equity Investing. Techniques and Strategies Новинка

Frank Fabozzi J. Quantitative Equity Investing. Techniques and Strategies

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios. Throughout these pages, Frank Fabozzi, Sergio Focardi, and Petter Kolm address the essential elements of this discipline, including financial model building, financial engineering, static and dynamic factor models, asset allocation, portfolio models, transaction costs, trading strategies, and much more. They also provide ample illustrations and thorough discussions of implementation issues facing those in the investment management business and include the necessary background material in probability, statistics, and econometrics to make the book self-contained. Written by a solid author team who has extensive financial experience in this area Presents state-of-the art quantitative strategies for managing equity portfolios Focuses on the implementation of quantitative equity asset management Outlines effective analysis, optimization methods, and risk models In today's financial environment, you have to have the skills to analyze, optimize and manage the risk of your quantitative equity investments. This guide offers you the best information available to achieve this goal.
Brandimarte Paolo Quantitative Methods. An Introduction for Business Management Brandimarte Paolo Quantitative Methods. An Introduction for Business Management Новинка

Brandimarte Paolo Quantitative Methods. An Introduction for Business Management

An accessible introduction to the essential quantitative methods for making valuable business decisions Quantitative methods-research techniques used to analyze quantitative data-enable professionals to organize and understand numbers and, in turn, to make good decisions. Quantitative Methods: An Introduction for Business Management presents the application of quantitative mathematical modeling to decision making in a business management context and emphasizes not only the role of data in drawing conclusions, but also the pitfalls of undiscerning reliance of software packages that implement standard statistical procedures. With hands-on applications and explanations that are accessible to readers at various levels, the book successfully outlines the necessary tools to make smart and successful business decisions. Progressing from beginner to more advanced material at an easy-to-follow pace, the author utilizes motivating examples throughout to aid readers interested in decision making and also provides critical remarks, intuitive traps, and counterexamples when appropriate. The book begins with a discussion of motivations and foundations related to the topic, with introductory presentations of concepts from calculus to linear algebra. Next, the core ideas of quantitative methods are presented in chapters that explore introductory topics in probability, descriptive and inferential statistics, linear regression, and a discussion of time series that includes both classical topics and more challenging models. The author also discusses linear programming models and decision making under risk as well as less standard topics in the field such as game theory and Bayesian statistics. Finally, the book concludes with a focus on selected tools from multivariate statistics, including advanced regression models and data reduction methods such as principal component analysis, factor analysis, and cluster analysis. The book promotes the importance of an analytical approach, parti...
Tony Guida Big Data and Machine Learning in Quantitative Investment Tony Guida Big Data and Machine Learning in Quantitative Investment Новинка

Tony Guida Big Data and Machine Learning in Quantitative Investment

Get to know the ‘why’ and ‘how’ of machine learning and big data in quantitative investment Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it’s a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance. The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning. • Gain a solid reason to use machine learning • Frame your question using financial markets laws • Know your data • Understand how machine learning is becoming ever more sophisticated Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment – and this book shows you how.
Martin William E. Quantitative and Statistical Research Methods. From Hypothesis to Results Martin William E. Quantitative and Statistical Research Methods. From Hypothesis to Results Новинка

Martin William E. Quantitative and Statistical Research Methods. From Hypothesis to Results

Quantitative and Statistical Research Methods This user-friendly textbook teaches students to understand and apply procedural steps in completing quantitative studies. It explains statistics while progressing through the steps of the hypothesis-testing process from hypothesis to results. The research problems used in the book reflect statistical applications related to interesting and important topics. In addition, the book provides a Research Analysis and Interpretation Guide to help students analyze research articles. Designed as a hands-on resource, each chapter covers a single research problem and offers directions for implementing the research method from start to finish. Readers will learn how to: Pinpoint research questions and hypotheses Identify, classify, and operationally define the study variables Choose appropriate research designs Conduct power analysis Select an appropriate statistic for the problem Use a data set Conduct data screening and analyses using SPSS Interpret the statistics Write the results related to the problem Quantitative and Statistical Research Methods allows students to immediately, independently, and successfully apply quantitative methods to their own research projects.
Quantitative Spectroscopy and applications in space science Quantitative Spectroscopy and applications in space science Новинка

Quantitative Spectroscopy and applications in space science

"Количественная спектроскопия и приложения в космической науке". Материалы симпозиума, проведенного в Калифорнийском Институте Технологий, Пасадена март 1963 г.
Paolo Brandimarte Quantitative Methods. An Introduction for Business Management Paolo Brandimarte Quantitative Methods. An Introduction for Business Management Новинка

Paolo Brandimarte Quantitative Methods. An Introduction for Business Management

An accessible introduction to the essential quantitative methods for making valuable business decisions Quantitative methods-research techniques used to analyze quantitative data-enable professionals to organize and understand numbers and, in turn, to make good decisions. Quantitative Methods: An Introduction for Business Management presents the application of quantitative mathematical modeling to decision making in a business management context and emphasizes not only the role of data in drawing conclusions, but also the pitfalls of undiscerning reliance of software packages that implement standard statistical procedures. With hands-on applications and explanations that are accessible to readers at various levels, the book successfully outlines the necessary tools to make smart and successful business decisions. Progressing from beginner to more advanced material at an easy-to-follow pace, the author utilizes motivating examples throughout to aid readers interested in decision making and also provides critical remarks, intuitive traps, and counterexamples when appropriate. The book begins with a discussion of motivations and foundations related to the topic, with introductory presentations of concepts from calculus to linear algebra. Next, the core ideas of quantitative methods are presented in chapters that explore introductory topics in probability, descriptive and inferential statistics, linear regression, and a discussion of time series that includes both classical topics and more challenging models. The author also discusses linear programming models and decision making under risk as well as less standard topics in the field such as game theory and Bayesian statistics. Finally, the book concludes with a focus on selected tools from multivariate statistics, including advanced regression models and data reduction methods such as principal component analysis, factor analysis, and cluster analysis. The book promotes the importance of an analytical approach, particularly when dealing with a complex system where multiple individuals are involved and have conflicting incentives. A related website features Microsoft Excel® workbooks and MATLAB® scripts to illustrate concepts as well as additional exercises with solutions. Quantitative Methods is an excellent book for courses on the topic at the graduate level. The book also serves as an authoritative reference and self-study guide for financial and business professionals, as well as readers looking to reinforce their analytical skills.
Thulasidas Manoj Principles of Quantitative Development Thulasidas Manoj Principles of Quantitative Development Новинка

Thulasidas Manoj Principles of Quantitative Development

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct expose on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization. The book begins by looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the functions within the front, middle and back office, giving the reader a full understanding and appreciation of the perspectives and needs of each function. The book then moves on to platform design, addressing all the fundamentals of platform design, system architecture, programming languages and choices. Finally, the book focuses on some of the more technical aspects of platform design and looks at traditional and new languages and approaches used in modern quantitative development. The book is accompanied by a CD-ROM, featuring a fully working option pricing tool with source code and project building instructions, illustrating the design principles discussed, and enabling the reader to develop a mini-trading platform. The book is also accompanied by a website http://pqd.thulasidas.com that contains updates and companion materials.
Litterman Bob, Coleman Thomas S. Quantitative Risk Management. A Practical Guide to Financial Risk Litterman Bob, Coleman Thomas S. Quantitative Risk Management. A Practical Guide to Financial Risk Новинка

Litterman Bob, Coleman Thomas S. Quantitative Risk Management. A Practical Guide to Financial Risk

State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that «risk management» is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Manoj Thulasidas Principles of Quantitative Development Manoj Thulasidas Principles of Quantitative Development Новинка

Manoj Thulasidas Principles of Quantitative Development

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization. The book begins by looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the functions within the front, middle and back office, giving the reader a full understanding and appreciation of the perspectives and needs of each function. The book then moves on to platform design, addressing all the fundamentals of platform design, system architecture, programming languages and choices. Finally, the book focuses on some of the more technical aspects of platform design and looks at traditional and new languages and approaches used in modern quantitative development. The book is accompanied by a CD-ROM, featuring a fully working option pricing tool with source code and project building instructions, illustrating the design principles discussed, and enabling the reader to develop a mini-trading platform. The book is also accompanied by a website http://pqd.thulasidas.com that contains updates and companion materials.
Dynkin Lev, Hyman Jay, Dor Arik Ben, Phelps Bruce D. Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk Dynkin Lev, Hyman Jay, Dor Arik Ben, Phelps Bruce D. Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk Новинка

Dynkin Lev, Hyman Jay, Dor Arik Ben, Phelps Bruce D. Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Bob Litterman Quantitative Risk Management. A Practical Guide to Financial Risk Bob Litterman Quantitative Risk Management. A Practical Guide to Financial Risk Новинка

Bob Litterman Quantitative Risk Management. A Practical Guide to Financial Risk

State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that «risk management» is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Lev Dynkin Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk Lev Dynkin Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk Новинка

Lev Dynkin Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Patrick Bahls Student Writing in the Quantitative Disciplines. A Guide for College Faculty Patrick Bahls Student Writing in the Quantitative Disciplines. A Guide for College Faculty Новинка

Patrick Bahls Student Writing in the Quantitative Disciplines. A Guide for College Faculty

Designing interesting problems and writing assignments is one of the chief tasks of all teachers, but it can be especially challenging to translate and apply learning theory, good teaching techniques, and writing assignments into STEM and other quantitative disciplines. Student Writing in the Quantitative Disciplines offers instructors in math-based disciplines meaningful approaches to making their coursework richer and more relevant for their students, as well as satisfying institutional imperatives for writing curricula. This important resource provides instructors with the hands-on skills needed to guide their students in writing well in quantitative courses at all levels of the college curriculum and to promote students' general cognitive and intellectual growth. Comprehensive in scope, the book includes: Ideas for using writing as a means of learning mathematical concepts Illustrative examples of effective writing activities and assignments in a number of different genres Assessment criteria and effective strategies for responding to students' writing Examples of ways to help students engage in peer review, revision, and resubmission of their written work «Those of us who spend our lives urging faculty in all disciplines to integrate more writing into their courses have wished for the day when someone like Patrick Bahls would step forward with a book like this one.»—Chris M. Anson, University Distinguished Professor and director, Campus Writing and Speaking Program, North Carolina State University «Written by a mathematician, this readable, theoretically sound book describes practical strategies for teachers in the quantitative sciences to assign and respond to students' writing. It also describes numerous approaches to writing that engage students in disciplinary learning, collaborative discovery, and effective communication.»—Art Young, Campbell Professor of English emeritus, Clemson University «Loaded with practical advice, this timely, important, and engaging book will be an invaluable resource for instructors wishing to bring the benefits of writing-to-learn to the quantitative disciplines. As a mathematician thoroughly grounded in writing-across-the-curriculum scholarship, Bahls brings humor, classroom experience, and pedagogical savvy to a mission he clearly loves—improving the quality of student learning in math and science.»—John C. Bean, professor, Seattle University, and author, Engaging Ideas
Wesley R. Gray Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System Wesley R. Gray Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System Новинка

Wesley R. Gray Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System

The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. Learn what momentum is and is not Discover how momentum can beat the market Take momentum beyond asset allocation into stock selection Access the tools that ease DIY implementation The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investor's guide to boosting market success with a robust momentum strategy.
Angela Barthes Quantitative and Statistical Data in Education. From Data Collection to Data Processing Angela Barthes Quantitative and Statistical Data in Education. From Data Collection to Data Processing Новинка

Angela Barthes Quantitative and Statistical Data in Education. From Data Collection to Data Processing

This book presents different data collection and representation techniques: elementary descriptive statistics, confirmatory statistics, multivariate approaches and statistical modeling. It exposes the possibility of giving more robustness to the classical methodologies of education sciences by adding a quantitative approach. The fundamentals of each approach and the reasons behind them are methodically analyzed, and both simple and advanced examples are given to demonstrate how to use them. Subsequently, this book can be used both as a course for the uninitiated and as an accompaniment for researchers who are already familiar with these concepts.
Yatsimirsky Anatoly Artificial Receptors for Chemical Sensors Yatsimirsky Anatoly Artificial Receptors for Chemical Sensors Новинка

Yatsimirsky Anatoly Artificial Receptors for Chemical Sensors

14320.17 руб. Найти похожее
The first to provide systematically organized information on all three important aspects of artificial receptor design, this book brings together knowledge on an exceptionally hot and multidisciplinary field of research. Strong emphasis is placed on the methodology for discovering artificial receptors, with both definitions for chemosensitivity as well as experimental setups supplied. There follows coverage of numerous classes of artificial receptors, including synthesis, immobilization on surfaces, and quantitative data on properties. The third part of the book focuses on receptor arrays for artificial nose and tongue applications and the whole is rounded off with an outlook and an appendix with all relevant quantitative data on artificial receptors.
Michael Miller B. Quantitative Financial Risk Management Michael Miller B. Quantitative Financial Risk Management Новинка

Michael Miller B. Quantitative Financial Risk Management

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models. Topics include: • Value at risk • Stress testing • Credit risk • Liquidity risk • Factor analysis • Expected shortfall • Copulas • Extreme value theory • Risk model backtesting • Bayesian analysis • . . . and much more
Steven Greiner P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor Steven Greiner P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor Новинка

Steven Greiner P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor

Innovative insights on creating models that will help you become a disciplined intelligent investor The pioneer of value investing, Benjamin Graham, believed in a philosophy that continues to be followed by some of today's most successful investors, such as Warren Buffett. Part of this philosophy includes adhering to your stock selection process come «hell or high water» which, in his view, was one of the most important aspects of investing. So, if a quant designs and implements mathematical models for predicting stock or market movements, what better way to remain objective, then to invest using algorithms or the quantitative method? This is exactly what Ben Graham Was a Quant will show you how to do. Opening with a brief history of quantitative investing, this book quickly moves on to focus on the fundamental and financial factors used in selecting «Graham» stocks, demonstrate how to test these factors, and discuss how to combine them into a quantitative model. Reveals how to create custom screens based on Ben Graham's methods for security selection Addresses what it takes to find those factors most influential in forecasting stock returns Explores how to design models based on other styles and international strategies If you want to become a better investor, you need solid insights and the proper guidance. With Ben Graham Was a Quant, you'll receive this and much more, as you learn how to create quantitative models that follow in the footsteps of Graham's value philosophy.
Greiner Steven P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor Greiner Steven P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor Новинка

Greiner Steven P. Ben Graham Was a Quant. Raising the IQ of the Intelligent Investor

Innovative insights on creating models that will help you become a disciplined intelligent investor The pioneer of value investing, Benjamin Graham, believed in a philosophy that continues to be followed by some of today's most successful investors, such as Warren Buffett. Part of this philosophy includes adhering to your stock selection process come «hell or high water» which, in his view, was one of the most important aspects of investing. So, if a quant designs and implements mathematical models for predicting stock or market movements, what better way to remain objective, then to invest using algorithms or the quantitative method? This is exactly what Ben Graham Was a Quant will show you how to do. Opening with a brief history of quantitative investing, this book quickly moves on to focus on the fundamental and financial factors used in selecting «Graham» stocks, demonstrate how to test these factors, and discuss how to combine them into a quantitative model. Reveals how to create custom screens based on Ben Graham's methods for security selection Addresses what it takes to find those factors most influential in forecasting stock returns Explores how to design models based on other styles and international strategies If you want to become a better investor, you need solid insights and the proper guidance. With Ben Graham Was a Quant, you'll receive this and much more, as you learn how to create quantitative models that follow in the footsteps of Graham's value philosophy.
Gray Wesley R., Vogel Jack R. Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System Gray Wesley R., Vogel Jack R. Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System Новинка

Gray Wesley R., Vogel Jack R. Quantitative Momentum. A Practitioner's Guide to Building a Momentum-Based Stock Selection System

The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. In his last book, Quantitative Value, author Wes Gray brought systematic value strategy from the hedge funds to the masses; in this book, he does the same for momentum investing, the system that has been shown to beat the market and regularly enriches the coffers of Wall Street's most sophisticated investors. First, you'll learn what momentum investing is not: it's not 'growth' investing, nor is it an esoteric academic concept. You may have seen it used for asset allocation, but this book details the ways in which momentum stands on its own as a stock selection strategy, and gives you the expert insight you need to make it work for you. You'll dig into its behavioral psychology roots, and discover the key tactics that are bringing both institutional and individual investors flocking into the momentum fold. Systematic investment strategies always seem to look good on paper, but many fall down in practice. Momentum investing is one of the few systematic strategies with legs, withstanding the test of time and the rigor of academic investigation. This book provides invaluable guidance on constructing your own momentum strategy from the ground up. Learn what momentum is and is not Discover how momentum can beat the market Take momentum beyond asset allocation into stock selection Access the tools that ease DIY implementation The large Wall Street hedge funds tend to portray themselves as the sophisticated elite, but momentum investing allows you to 'borrow' one of their top strategies to enrich your own portfolio. Quantitative Momentum is the individual investor's guide to boosting market success with a robust momentum strategy.
Jason Matthiopoulos How to be a Quantitative Ecologist. The 'A to R' of Green Mathematics and Statistics Jason Matthiopoulos How to be a Quantitative Ecologist. The 'A to R' of Green Mathematics and Statistics Новинка

Jason Matthiopoulos How to be a Quantitative Ecologist. The 'A to R' of Green Mathematics and Statistics

Ecological research is becoming increasingly quantitative, yet students often opt out of courses in mathematics and statistics, unwittingly limiting their ability to carry out research in the future. This textbook provides a practical introduction to quantitative ecology for students and practitioners who have realised that they need this opportunity. The text is addressed to readers who haven't used mathematics since school, who were perhaps more confused than enlightened by their undergraduate lectures in statistics and who have never used a computer for much more than word processing and data entry. From this starting point, it slowly but surely instils an understanding of mathematics, statistics and programming, sufficient for initiating research in ecology. The book’s practical value is enhanced by extensive use of biological examples and the computer language R for graphics, programming and data analysis. Key Features: Provides a complete introduction to mathematics statistics and computing for ecologists. Presents a wealth of ecological examples demonstrating the applied relevance of abstract mathematical concepts, showing how a little technique can go a long way in answering interesting ecological questions. Covers elementary topics, including the rules of algebra, logarithms, geometry, calculus, descriptive statistics, probability, hypothesis testing and linear regression. Explores more advanced topics including fractals, non-linear dynamical systems, likelihood and Bayesian estimation, generalised linear, mixed and additive models, and multivariate statistics. R boxes provide step-by-step recipes for implementing the graphical and numerical techniques outlined in each section. How to be a Quantitative Ecologist provides a comprehensive introduction to mathematics, statistics and computing and is the ideal textbook for late undergraduate and postgraduate courses in environmental biology. «With a book like this, there is no excuse for people to be afraid of maths, and to be ignorant of what it can do.» —Professor Tim Benton, Faculty of Biological Sciences, University of Leeds, UK
Massimo Morini Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators Massimo Morini Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators Новинка

Massimo Morini Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators

A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature–the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
Sinclair Euan Volatility Trading Sinclair Euan Volatility Trading Новинка

Sinclair Euan Volatility Trading

Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets. Filled with volatility models including brand new option trades for quant traders Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.
Euan Sinclair Volatility Trading Euan Sinclair Volatility Trading Новинка

Euan Sinclair Volatility Trading

Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets. Filled with volatility models including brand new option trades for quant traders Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.
E. Stavetski J. Managing Hedge Fund Managers. Quantitative and Qualitative Performance Measures E. Stavetski J. Managing Hedge Fund Managers. Quantitative and Qualitative Performance Measures Новинка

E. Stavetski J. Managing Hedge Fund Managers. Quantitative and Qualitative Performance Measures

Invaluable insight into measuring the performance of today's hedge fund manager More and more institutional funds and high-net-worth assets are finding their way to hedge funds. This book provides the quantitative and qualitative measures and analysis that investment managers, investment advisors, and fund of fund managers need to allocate and monitor their client's assets properly. It addresses important topics such as Modern Portfolio Theory (MPT) and Post Modern Portfolio Theory (PMPT), choosing managers, watching performance, and researching alternate asset classes. Author Edward Stavetski also includes an appendix showing detailed case studies of hedge funds, and gives readers a road map to monitor their investments. Edward J. Stavetski (Wayne, PA) is Director of Investment Oversight for Wilmington Family Office, serving ultra high-net-worth families in strategic asset allocation, traditional and alternative investment manager selection, and oversight.
Filler Mark G., DiGabriele James A. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits Filler Mark G., DiGabriele James A. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits Новинка

Filler Mark G., DiGabriele James A. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits

How-to guidance for measuring lost profits due to business interruption damages A Quantitative Approach to Commercial Damages explains the complicated process of measuring business interruption damages, whether they are losses are from natural or man-made disasters, or whether the performance of one company adversely affects the performance of another. Using a methodology built around case studies integrated with solution tools, this book is presented step by step from the analysis damages perspective to aid in preparing a damage claim. Over 250 screen shots are included and key cell formulas that show how to construct a formula and lay it out on the spreadsheet. Includes Excel spreadsheet applications and key cell formulas for those who wish to construct their own spreadsheets Offers a step-by-step approach to computing damages using case studies and over 250 screen shots Often in the course of business, a firm will be damaged by the actions of another individual or company, such as a fire that shuts down a restaurant for two months. Often, this results in the filing of a business interruption claim. Discover how to measure business losses with the proven guidance found in A Quantitative Approach to Commercial Damages.
Ari Kiev The Psychology of Risk. Mastering Market Uncertainty Ari Kiev The Psychology of Risk. Mastering Market Uncertainty Новинка

Ari Kiev The Psychology of Risk. Mastering Market Uncertainty

One of the financial world's most respected experts on the psychology of risk provides a revolutionary risk management model Over the past three decades investors have adopted all varieties of complex quantitative systems for quantifying and managing risk. Yet, sophisticated investors and money managers continue to suffer record losses in today's increasingly volatile markets. This book bridges the gap between investor psychology and quantitative risk management with a revolutionary risk management program that virtually any trader or investor can easily adapt to their goals and personalities. Using numerous fascinating real-life case studies, Dr. Kiev illustrates the various psychological and emotional traps to which even the savviest investors can fall victim. He develops a dynamic new risk management model that combines quantitative models and money management techniques. He also provides rigorous guidelines that will help readers answer such crucial questions as: How much should I trade? How much risk can I handle? and When should I get out?
Harry Lawless T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design Harry Lawless T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design Новинка

Harry Lawless T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design

14249.91 руб. Найти похожее
Sensory evaluation is a scientific discipline used to evoke, measure, analyse and interpret responses to products perceived through the senses of sight, smell, touch, taste and hearing. It is used to reveal insights into the way in which sensory properties drive consumer acceptance and behaviour, and to design products that best deliver what the consumer wants. It is also used at a more fundamental level to provide a wider understanding of the mechanisms involved in sensory perception and consumer behaviour. Quantitative Sensory Analysis is an in-depth and unique treatment of the quantitative basis of sensory testing, enabling scientists in the food, cosmetics and personal care product industries to gain objective insights into consumer preference data – vital for informed new product development. Written by a globally-recognised learer in the field, this book is suitable for industrial sensory evaluation practitioners, sensory scientists, advanced undergraduate and graduate students in sensory evaluation and sensometricians.
Mark Filler G. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits Mark Filler G. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits Новинка

Mark Filler G. A Quantitative Approach to Commercial Damages. Applying Statistics to the Measurement of Lost Profits

How-to guidance for measuring lost profits due to business interruption damages A Quantitative Approach to Commercial Damages explains the complicated process of measuring business interruption damages, whether they are losses are from natural or man-made disasters, or whether the performance of one company adversely affects the performance of another. Using a methodology built around case studies integrated with solution tools, this book is presented step by step from the analysis damages perspective to aid in preparing a damage claim. Over 250 screen shots are included and key cell formulas that show how to construct a formula and lay it out on the spreadsheet. Includes Excel spreadsheet applications and key cell formulas for those who wish to construct their own spreadsheets Offers a step-by-step approach to computing damages using case studies and over 250 screen shots Often in the course of business, a firm will be damaged by the actions of another individual or company, such as a fire that shuts down a restaurant for two months. Often, this results in the filing of a business interruption claim. Discover how to measure business losses with the proven guidance found in A Quantitative Approach to Commercial Damages.
Lawless Harry T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design Lawless Harry T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design Новинка

Lawless Harry T. Quantitative Sensory Analysis. Psychophysics, Models and Intelligent Design

Sensory evaluation is a scientific discipline used to evoke, measure, analyse and interpret responses to products perceived through the senses of sight, smell, touch, taste and hearing. It is used to reveal insights into the way in which sensory properties drive consumer acceptance and behaviour, and to design products that best deliver what the consumer wants. It is also used at a more fundamental level to provide a wider understanding of the mechanisms involved in sensory perception and consumer behaviour. Quantitative Sensory Analysis is an in-depth and unique treatment of the quantitative basis of sensory testing, enabling scientists in the food, cosmetics and personal care product industries to gain objective insights into consumer preference data – vital for informed new product development. Written by a globally-recognised learer in the field, this book is suitable for industrial sensory evaluation practitioners, sensory scientists, advanced undergraduate and graduate students in sensory evaluation and sensometricians.
В. В. Глухов, М. Д. Медников, С. Б. Коробко Математические методы и модели для менеджмента В. В. Глухов, М. Д. Медников, С. Б. Коробко Математические методы и модели для менеджмента Новинка

В. В. Глухов, М. Д. Медников, С. Б. Коробко Математические методы и модели для менеджмента

Учебник состоит из трех частей: методы менеджмента, типовые модели менеджмента, прикладные модели менеджмента. Предусмотрена отработка навыков подготовки и принятия управленческих решений с реализацией типовых задач менеджмента на компьютере. Для этой цели используется пакет прикладных программ QSB Quantitative System for Business. Учебник предназначен для студентов, аспирантов, преподавателей экономических вузов и менеджеров.
C. Gonzalez Alternative Methodologies for Social Assessment of Environmental Projects C. Gonzalez Alternative Methodologies for Social Assessment of Environmental Projects Новинка

C. Gonzalez Alternative Methodologies for Social Assessment of Environmental Projects

The main objective of this contribution is to propose different methodologies in order to find and compare new solutions for evaluating social projects. We have chosen two approaches: hedonic price and contingent valuation. These procedures can be presented in a quantitative and/or qualitative form. We emphasize the social assessment in terms of benefits of the related environmental projects.
Gonzalez Cristian Alternative Methodologies for Social Assessment of Environmental Projects Gonzalez Cristian Alternative Methodologies for Social Assessment of Environmental Projects Новинка

Gonzalez Cristian Alternative Methodologies for Social Assessment of Environmental Projects

The main objective of this contribution is to propose different methodologies in order to find and compare new solutions for evaluating social projects. We have chosen two approaches: hedonic price and contingent valuation. These procedures can be presented in a quantitative and/or qualitative form. We emphasize the social assessment in terms of benefits of the related environmental projects.
Tuckman Bruce, Serrat Angel Fixed Income Securities. Tools for Today's Markets Tuckman Bruce, Serrat Angel Fixed Income Securities. Tools for Today's Markets Новинка

Tuckman Bruce, Serrat Angel Fixed Income Securities. Tools for Today's Markets

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates. [FOR THE UNIVERSITY EDITION] This university edition includes problems which students can use to test and enhance their understanding of the text.
Merton Robert C., Vasicek Oldrich A. Finance, Economics, and Mathematics Merton Robert C., Vasicek Oldrich A. Finance, Economics, and Mathematics Новинка

Merton Robert C., Vasicek Oldrich A. Finance, Economics, and Mathematics

The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life's work of an industry leader. Going beyond the papers, you'll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking. Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again. Explore Vasicek's insights on topics he helped create Discover his research and ideas that have gone unpublished—until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in quantitative finance Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs.
Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB Новинка

Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decades to derive and utilize present-day financial models • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing • Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.
Barry Schachter How I Became a Quant. Insights from 25 of Wall Street's Elite Barry Schachter How I Became a Quant. Insights from 25 of Wall Street's Elite Новинка

Barry Schachter How I Became a Quant. Insights from 25 of Wall Street's Elite

Praise for How I Became a Quant «Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!» –Ira Kawaller, Kawaller & Co. and the Kawaller Fund «A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions.» –David A. Krell, President and CEO, International Securities Exchange «How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis.» –Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management «Quants»–those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements–are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk. How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.
Wetcher-Hendricks Debra Analyzing Quantitative Data. An Introduction for Social Researchers Wetcher-Hendricks Debra Analyzing Quantitative Data. An Introduction for Social Researchers Новинка

Wetcher-Hendricks Debra Analyzing Quantitative Data. An Introduction for Social Researchers

A user-friendly, hands-on guide to recognizing and conducting proper research techniques in data collection Offering a unique approach to numerical research methods, Analyzing Quantitative Data: An Introduction for Social Researchers presents readers with the necessary statistical applications for carrying out the key phases of conducting and evaluating a research project. The book guides readers through the steps of data analysis, from organizing raw data to utilizing descriptive statistics and tests of significance, drawing valid conclusions, and writing research reports. The author successfully provides a presentation that is accessible and hands-on rather than heavily theoretical, outlining the key quantitative processes and the use of software to successfully draw valid conclusions from gathered data. In its discussion of methods for organizing data, the book includes suggestions for coding and entry into spreadsheets or databases while also introducing commonly used descriptive statistics and clarifying their roles in data analysis. Next, inferential statistics is explored in-depth with explanations of and instructions for performing chi-square tests, t-tests, analyses of variance, correlation and regression analyses, and a number of advanced statistical procedures. Each chapter contains explanations of when to use the tests described, relevant formulas, and sample computations. The book concludes with guidance on extracting meaningful conclusions from statistical tests and writing research reports that describe procedures and analyses. Throughout the book, Statistical Resources for SPSS® sections provide fundamental instruction for using SPSS® to obtain the results presented. Where necessary, the author provides basic theoretical explanations for distributions and background information regarding formulas. Each chapter concludes with practice problems, and a related website features derivations of the book's formulas along with additional resources for per...
Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance Новинка

Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance

A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance. With applications based on research, the book provides readers with the working knowledge of math and statistics required to understand Islamic finance theory and practice. The numerous worked examples give students with various backgrounds a uniform set of common tools for studying Islamic finance. The in-depth study of finance requires a strong foundation in quantitative methods. Without a good grasp of math, probability, and statistics, published theoretical and applied works in Islamic finance remain out of reach. Unlike a typical math text, this book guides students through only the methods that directly apply to Islamic finance, without wasting time on irrelevant techniques. Each chapter contains a detailed explanation of the topic at hand, followed by an example based on real situations encountered in Islamic finance. Topics include: Algebra and matrices Calculus and differential equations Probability theory Statistics Written by leading experts on the subject, the book serves as a useful primer on the analysis methods and techniques students will encounter in published research, as well as day-to-day operations in finance. Anyone aspiring to be successful in Islamic finance needs these skills, and Introductory Mathematics and Statistics for Islamic Finance + Website is a clear, concise, and highly relevant guide.
Debra Wetcher-Hendricks Analyzing Quantitative Data. An Introduction for Social Researchers Debra Wetcher-Hendricks Analyzing Quantitative Data. An Introduction for Social Researchers Новинка

Debra Wetcher-Hendricks Analyzing Quantitative Data. An Introduction for Social Researchers

A user-friendly, hands-on guide to recognizing and conducting proper research techniques in data collection Offering a unique approach to numerical research methods, Analyzing Quantitative Data: An Introduction for Social Researchers presents readers with the necessary statistical applications for carrying out the key phases of conducting and evaluating a research project. The book guides readers through the steps of data analysis, from organizing raw data to utilizing descriptive statistics and tests of significance, drawing valid conclusions, and writing research reports. The author successfully provides a presentation that is accessible and hands-on rather than heavily theoretical, outlining the key quantitative processes and the use of software to successfully draw valid conclusions from gathered data. In its discussion of methods for organizing data, the book includes suggestions for coding and entry into spreadsheets or databases while also introducing commonly used descriptive statistics and clarifying their roles in data analysis. Next, inferential statistics is explored in-depth with explanations of and instructions for performing chi-square tests, t-tests, analyses of variance, correlation and regression analyses, and a number of advanced statistical procedures. Each chapter contains explanations of when to use the tests described, relevant formulas, and sample computations. The book concludes with guidance on extracting meaningful conclusions from statistical tests and writing research reports that describe procedures and analyses. Throughout the book, Statistical Resources for SPSS® sections provide fundamental instruction for using SPSS® to obtain the results presented. Where necessary, the author provides basic theoretical explanations for distributions and background information regarding formulas. Each chapter concludes with practice problems, and a related website features derivations of the book's formulas along with additional resources for performing the discussed processes. Analyzing Quantitative Data is an excellent book for social sciences courses on data analysis and research methods at the upper-undergraduate and graduate levels. It also serves as a valuable reference for applied statisticians and practitioners working in the fields of education, medicine, business and public service who analyze, interpret, and evaluate data in their daily work.
Mirakhor Abbas, Krichene Noureddine Introductory Mathematics and Statistics for Islamic Finance Mirakhor Abbas, Krichene Noureddine Introductory Mathematics and Statistics for Islamic Finance Новинка

Mirakhor Abbas, Krichene Noureddine Introductory Mathematics and Statistics for Islamic Finance

A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance. With applications based on research, the book provides readers with the working knowledge of math and statistics required to understand Islamic finance theory and practice. The numerous worked examples give students with various backgrounds a uniform set of common tools for studying Islamic finance. The in-depth study of finance requires a strong foundation in quantitative methods. Without a good grasp of math, probability, and statistics, published theoretical and applied works in Islamic finance remain out of reach. Unlike a typical math text, this book guides students through only the methods that directly apply to Islamic finance, without wasting time on irrelevant techniques. Each chapter contains a detailed explanation of the topic at hand, followed by an example based on real situations encountered in Islamic finance. Topics include: Algebra and matrices Calculus and differential equations Probability theory Statistics Written by leading experts on the subject, the book serves as a useful primer on the analysis methods and techniques students will encounter in published research, as well as day-to-day operations in finance. Anyone aspiring to be successful in Islamic finance needs these skills, and Introductory Mathematics and Statistics for Islamic Finance + Website is a clear, concise, and highly relevant guide.
Abrams Jay B. Quantitative Business Valuation. A Mathematical Approach for Today's Professionals Abrams Jay B. Quantitative Business Valuation. A Mathematical Approach for Today's Professionals Новинка

Abrams Jay B. Quantitative Business Valuation. A Mathematical Approach for Today's Professionals

Praise for the First Edition of Quantitative Business Valuation A Mathematical Approach for Today's Professionals «Jay Abrams' book is close to the equivalent of several graduate dissertations rolled into one book. For each topic (covered), he presents a scholarly summary of past research, new empirical research of his own, and his conclusions. It is a well-documented contribution to in-depth understanding of important business valuation issues, and should not be overlooked by the serious practitioner.» —Shannon Pratt, DBAManaging Director, Willamette Management AssociatesCoauthor, Valuing a Business «A must-read for the serious business appraiser.» —Jay E. Fishman, ASA, CBAPresident, Financial Research, Inc. «The problem of simplified valuation procedures and coherent theory still remains complex and is ever evolving. Jay Abrams deals very effectively with this complexity through the use of mathematical formulas. Input to his models is explained with clarity and effectiveness, which adds to the overall value of this advanced text on business valuation.» —Terry A. Isom, Chairman, National Association of Certified Valuation Analysts «Jay Abrams' book strives to provide mathematical modeling for what practitioners often do by reasoning alone. This book is a must-read for practitioners who are searching for additional techniques for dealing with some of business valuation's imponderables.» —David M. Bishop, FIBA, BVAL, ASA, MCBAPresident, American Business Appraisers, Inc. «Jay Abrams' book will not only challenge the top theoreticians in the field; his step-by-step explanations will make advanced quantitative techniques available to the many appraisers who are not capable of independently creating the underlying mathematical analysis.» —Kent Osborne, ASAChairman, Editorial Review Board of the American Society of Appraisers «While a proliferation of business valuation treatises and guides exists in the market, most are very general in nature and d...
Triana Pablo, Taleb Nassim Nicholas Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets? Triana Pablo, Taleb Nassim Nicholas Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets? Новинка

Triana Pablo, Taleb Nassim Nicholas Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets?

Praise for Lecturing Birds On Flying «Finally, a book taking a critical look at quantitative finance models, illuminating both their flawed fantasy assumptions as well as the uncritical use of such models on Wall Street, in many cases, leading to billion dollar losses. Pablo Triana knows both the financial industry and the academic community from the inside. A must-read for anyone interested in finance.» —Dr. Espen Gaarder Haug, trader, thinker, and author of Derivatives Models on Models «A thoroughly readable explanation of the problems that have beset the models and quantitative techniques that have underpinned so much of finance in recent years. If only the bankers had heeded this message a few years before, we might not be in such a big mess today.» —Gillian Tett, Assistant Editor of the Financial Times, overseeing global financial markets coverage, and author of Fool's Gold «Pablo Triana dismembers quantitative finance, in theory and in practice, with expertise, anger,and an excellent eye for the illuminating anecdote. By the time he has finished marshalling his evidence, his call to replace complex equations with something more like common sense sounds like, well, common sense.» —Edward Hadas, Assistant Editor at Breakingviews.com; and author of Human Goods, Economic Evils: A Moral Approach to the Dismal Science «Pablo Triana is an entertaining and engaging writer, even on the dry subject of finance theory. His debunking of conventional wisdom is a treat.» —Pauline Skypala, Editor, FTfm, Financial Times «Triana's book is an unrelenting fusillade of detailed and irrefutable arguments against financial theorems and those who teach them. It should, by rights, spark a revolution in both investment banks and business schools. But, at the very least, it is required reading for anyone who would regulate the finance industry.» —Felix Salmon, Finance Blogger, Reuters

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Inside The Black Box The Simple Truth About Quantitative Trading Rishi K Narang Praise for Inside the Black Box «In Inside the Black Box: The Simple Truth About Quantitative Trading, Rishi Narang demystifies quantitative trading. His explanation and classification of alpha will enlighten even a seasoned veteran.» ?Blair Hull, Founder, Hull Trading & Matlock Trading «Rishi provides a comprehensive overview of quantitative investing that should prove useful both to those allocating money to quant strategies and those interested in becoming quants themselves. Rishi's experience as a well-respected quant fund of funds manager and his solid relationships with many practitioners provide ample useful material for his work.» ?Peter Muller, Head of Process Driven Trading, Morgan Stanley «A very readable book bringing much needed insight into a subject matter that is not often covered. Provides a framework and guidance that should be valuable to both existing investors and those looking to invest in this area for the first time. Many quants should also benefit from reading this book.» ?Steve Evans, Managing Director of Quantitative Trading, Tudor Investment Corporation «Without complex formulae, Narang, himself a leading practitioner, provides an insightful taxonomy of systematic trading strategies in liquid instruments and a framework for considering quantitative strategies within a portfolio. This guide enables an investor to cut through the hype and pretense of secrecy surrounding quantitative strategies.» ?Ross Garon, Managing Director, Quantitative Strategies, S.A.C. Capital Advisors, L.P. «Inside the Black Box is a comprehensive, yet easy read. Rishi Narang provides a simple framework for understanding quantitative money management and proves that it is not a black box but rather a glass box for those inside.» ?Jean-Pierre Aguilar, former founder and CEO, Capital Fund Management «This book is great for anyone who wants to understand quant trading, without digging in to the equations. It explains the subject in intuitive, economic terms.» ?Steven Drobny, founder, Drobny Global Asset Management, and author, Inside the House of Money «Rishi Narang does an excellent job demystifying how quants work, in an accessible and fun read. This book should occupy a key spot on anyone's bookshelf who is interested in understanding how this ever increasing part of the investment universe actually operates.» ?Matthew S. Rothman, PhD, Global Head of Quantitative Equity Strategies Barclays Capital «Inside the Black Box provides a comprehensive and intuitive introduction to „quant“ strategies. It succinctly explains the building blocks of such strategies and how they fit together, while conveying the myriad possibilities and design details it takes to build a successful model driven investment strategy.» ?Asriel Levin, PhD, Managing Member, Menta Capital, LLC
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