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Book Categories |
Preface | ||
Acknowledgements | ||
Pt. I | Volatility and Correlation Analysis | |
Ch. 1 | Understanding Volatility and Correlation | 3 |
Ch. 2 | Implied Volatility and Correlation | 21 |
Ch. 3 | Moving Average Models | 49 |
Ch. 4 | GARCH Models | 63 |
Ch. 5 | Forecasting Volatility and Correlation | 117 |
Pt. II | Modelling the Market Risk of Portfolios | |
Ch. 6 | Principal Component Analysis | 143 |
Ch. 7 | Covariance Matrices | 179 |
Ch. 8 | Risk Measurement in Factor Models | 229 |
Ch. 9 | Value-at-Risk | 249 |
Ch. 10 | Modelling Non-normal Returns | 285 |
Pt. III | Statistical Models for Financial Markets | |
Ch. 11 | Time Series Models | 315 |
Ch. 12 | Cointegration | 347 |
Ch. 13 | Forecasting High-Frequency Data | 389 |
Technical Appendices | 409 | |
References | 453 | |
Tables | 467 | |
Index | 475 |
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Add Market Models: A Guide to Financial Data Analysis, Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vit, Market Models: A Guide to Financial Data Analysis to the inventory that you are selling on WonderClubX
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Add Market Models: A Guide to Financial Data Analysis, Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vit, Market Models: A Guide to Financial Data Analysis to your collection on WonderClub |