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Applied quantitative methods for trading and investment / edited by Christian L. Dunis, Jason Laws, and Patrick Naïm.

Contributor(s): Series: Wiley finance seriesPublication details: Chichester, England ; Hoboken, NJ : John Wiley, ©2003.Description: 1 online resource (xx, 405 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 0470871342
  • 9780470871348
  • 0470848855
  • 9780470848852
  • 0470013265
  • 9780470013267
Subject(s): Genre/Form: Additional physical formats: Print version:: Applied quantitative methods for trading and investment.DDC classification:
  • 332.6/01/5195 22
LOC classification:
  • HG106 .A67 2003eb
Online resources:
Contents:
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.
In: Wiley e-booksSummary: 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.
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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.

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