Posted by **Veslefrikk** at Oct. 10, 2014

English | 2011 | ISBN: 0230283624 | PDF | 224 pages | 3 MB

Posted by **interes** at Jan. 27, 2014

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.

Posted by **libr** at Dec. 8, 2012

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.

Posted by **Book-er** at March 4, 2012

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.

Posted by **tot167** at Aug. 20, 2011

Macm an | 2011 | ISBN: 0230283624 | PDF | 224 pages | 2,7 MB

Posted by **libr** at April 14, 2015

English | 2014 | ISBN: 3319099450 | 284 pages | PDF | 8,5 MB

Posted by **interes** at Feb. 18, 2015

English | 2014 | ISBN: 3319099450 | 284 pages | PDF | 8,5 MB

Posted by **interes** at Dec. 8, 2016

English | 2016 | ISBN: 1498725473 | 302 pages | PDF | 12,8 MB

Posted by **ParRus** at June 3, 2016

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

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.

Posted by **fdts** at Feb. 9, 2016

by Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi

English | 2006 | ISBN: 0471784508 | 576 pages | PDF | 10.41 MB