Financial Econometrics Modeling: Market Microstructure

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by Greg N. Gregoriou
English | 2011 | ISBN: 0230283624 | PDF | 224 pages | 3 MB
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures by Greg N. Gregoriou
English | 2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Greg N. Gregoriou, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures"
2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Greg N. Gregoriou, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures"
M/a.c,m an | 2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures (repost)

Greg N. Gregoriou, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures"
Macm an | 2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB
Financial Econometrics and Empirical Market Microstructure (repost)

Financial Econometrics and Empirical Market Microstructure by Anil K. Bera and Sergey Ivliev
English | 2014 | ISBN: 3319099450 | 284 pages | PDF | 8,5 MB
Financial Econometrics and Empirical Market Microstructure

Financial Econometrics and Empirical Market Microstructure by Anil K. Bera and Sergey Ivliev
English | 2014 | ISBN: 3319099450 | 284 pages | PDF | 8,5 MB
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making by Olivier Gueant
English | 2016 | ISBN: 1498725473 | 302 pages | PDF | 12,8 MB
Coursera - Introduction to Computational Finance and Financial Econometrics [repost]

Coursera - Introduction to Computational Finance and Financial Econometrics
WEBRip | English | MP4 + Project files | 960 x 540 | AVC ~154 kbps | 30.919 fps
AAC | 128 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | 25:23:27 | 3.9 GB
Genre: eLearning Video / Finance, Analysis, Mathematics, Statistics

Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.
Financial Econometrics: From Basics to Advanced Modeling Techniques

Financial Econometrics: From Basics to Advanced Modeling Techniques
by Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi
English | 2006 | ISBN: 0471784508 | 576 pages | PDF | 10.41 MB