Applied quantitative methods for trading and investment / edited by Christian L. Dunis, Jason Laws, and Patrick Naïm. - Chichester, England ; Hoboken, NJ : John Wiley, ©2003. - 1 online resource (xx, 405 pages) : illustrations. - Wiley finance series . - Wiley finance series. .

Includes bibliographical references and index.

Applied Quantitative Methods for Trading and Investment; Contents; About the Contributors; Preface; 1 Applications of Advanced Regression Analysis for Trading and Investment; 2 Using Cointegration to Hedge and Trade International Equities; 3 Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield Curve; 4 Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination.

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment.

0470871342 9780470871348 0470848855 9780470848852 0470013265 9780470013267

10.1002/0470013265 doi

OverDrive, Inc. http://www.overdrive.com 149BED91-48A0-4105-B716-D919356BDFD8 OverDrive, Inc. http://www.overdrive.com


Finance--Mathematical models.
Investments--Mathematical models.
Speculation--Mathematical models.
Finance.
BUSINESS & ECONOMICS--Investments & Securities--General.
Finance--Mathematical models.
Investments--Mathematical models.
Speculation--Mathematical models.

Finance and Investments.


Electronic books.
Electronic books.

HG106 / .A67 2003eb

332.6/01/5195