Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods.
Explains the UK economy as a macroeconomy and as a financial system, as well as examining spending, taxing and borrowing and external transactions within the economy and the labour market, and welfare and industrial policy within the UK economy.
Doing Statistical Analysis looks at three kinds of statistical research questions - descriptive, associational, and inferential - and shows students how to conduct statistical analyses and interpret the results.
Providing the expertise of an internal business consultant to one of the largest issuers of mortgage securities, Investing in Mortgage Securities serves as a high-level introduction to mortgage securities presented within the framework of fixed income securities.
Biophysical Measurement in Experimental Social Science Research is an ideal primer for the experimental social scientist wishing to update their knowledge and skillset in the area of laboratory-based biophysical measurement.
To fully function in today's global real estate industry, students and professionals increasingly need to understand how to implement essential and cutting-edge quantitative techniques.
The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions.
Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years.
This book presents the effects of integrating information and communication technologies (ICT) and economic processes in macroeconomic dynamics, finance, marketing, industrial policies, and in government economic strategy.
Presents recent developments of probabilistic assessment of systems dependability based on stochastic models, including graph theory, finite state automaton and language theory, for both dynamic and hybrid contexts.
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field.
Based on conference proceedings presented at The Chinese University of Hong Kong in November 2012, Natural Disaster and Reconstruction in Asian Economies offers leading insight into and viewpoints on disasters from scholars and journalists working in Japan, China, the United States, and Southeast Asia.
First published in 1999, this book attempts to understand housing co-operatives in terms of their development over time and their relationships to other types of housing tenure.
This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics, different financial problems, and other scenarios in which these recently developed statistical models have been applied in recent years.
Poverty and inequality remain at the top of the global economic agenda, and the methodology of measuring poverty continues to be a key area of research.
Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries.
Using Stata for Quantitative Analysis offers a brief but thorough introduction to analyzing data in undergraduate and graduate level research methods, statistics, and data analysis courses using Stata software.
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds.
Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community.
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
This proceedings volume presents new methods and applications in applied economics with special interest in advanced cross-section data estimation methodology.
In the years since the publication of the best-selling first edition, the incorporation of ideas and theories from the rapidly growing field of financial economics has precipitated considerable development of thinking in the actuarial profession.
