• Wiley Market Models: A Guide To Financial Data Analysis With CD Wiley Market Models: A Guide To Financial Data Analysis With CD

Wiley Market Models: A Guide To Financial Data Analysis With CD

Product Code : 9788126523702

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Wiley Market Models: A Guide To Financial Data Analysis With CD


Models play a crucial role in today's financial markets and an understanding and appreciation of how to model financial data is key to any finance practitioner's skill set. Model developers are faced with many decisions, about the data, methodology, model specification and testing, prior to the final model implementation. This is costly and how many media reports in recent years have highlighted the mismanagement of such resources! It is crucial to make the right choices at every stage of model development. But this is as much an 'art' as a 'science'. The talented interpretation of results is just as critical for success as the mathematical foundation.
This new book is the first of its kind. As well as providing numerous real world examples to illustrate concepts in an accessible manner, the accompanying CD will allow the reader to implement the examples themselves and adapt them for their own purposes. Professor Carol Alexander, Chair of Risk Management at the ISMA Centre and one of the best known names in financial data analysis, provides an authoritative and up-to-date treatment of model development. She brings many new insights to the practicalities of volatility and correlation analysis, modelling the market risk of portfolios and statistical models. New models that are based on cointegration, principal component analysis, normal mixture densities, GARCH and many other areas are elegantly and rigorously explained, with an emphasis on concepts that makes this text accessible to a very wide audience. The book is also designed to be self contained, with many technical appendices.
Market Models is the ideal reference for all those involved in model selection and development

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Brand / Publisher Wiley India Pvt. Ltd.
Return Policy 30 Days
Book Type Text Books
ISBN 9788126523702
Author Prof : Carol Alexander
Language English
Study Stream Engineering
Subject Engineering
Pages 516
Binding Paperback


Brand Information

Wiley India is the Indian subsidiary of John Wiley & Sons, Inc., a leading global publisher. Founded in 1807, John Wiley & Sons, Inc has been a valued source of information and understanding for more than 200 years, helping people around the world meet their needs and fulfill their aspirations. Wiley and its acquired companies have published the works of more than 450 Nobel laureates in all categories: Literature, Economics, Physiology or Medicine, Physics, Chemistry, and Peace. Wiley India brings to you a gamut of books and digital products ranging from IT and Business books to local reprints of bestselling higher education textbooks at Indian prices. In addition, Wiley’s products in India include Wiley Maestro, Purdue NExT, Wiley eTextbooks, Wiley Online Training, JEE Knockout, For Dummies, Wiley Online Library, Sybex, Jossey-Bass, Capstone, J.K.Lasser,Pffiefer, WileyPlus, Wiley Visualizing and many more.

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