COMPUTATIONAL FINANCE - Hardcover

Los Cornelis A

Hardcover

ISBN 10: 9810244967 ISBN 13: 9789810244965

Verlag: World Scientific, 2001

Inhaltsangabe

Computational finance deals with the mathematics of computer programs that realize financial models or systems. This book outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. In fact, this book has the unique feature that it is structured around the simple requirement of objective science: the geometric structure of the data = the information contained in the data.

Über diesen Titel

Über die Autorin bzw. den Autor

Currently Dr. Los teaches Finance in the School of Accounting and Finance of Deakin University in Melbourne, Australia, where he's Visiting Professor in Finance. His interests are in financial econometrics and financial engineering, portfolio theory and management, international financial markets and bank risk management. An author of more than 100 articles, book chapters, refereed conference papers, etc., Professor Los has written for numerous international publications. As a financial modeler, interested in inverse problems of non-stationary data series analysis, he researches the efficiency of financial markets, in particular, of FX and stock markets in Asia. He studies their long-term dependence characteristics, via the computation of L-stable distributions (power or scaling laws) of high frequency speculative pricing series, and via the computation of Lipschitz exponents by wavelet multi-resolution analysis. He also assesses the impact of long term dependence on investment opportunity sets. He has 20 years experience in financial services and he has been a Senior Economist of the Federal Reserve Bank of NY and of Nomura Research Institute (America) and the Chief Economist of ING Bank in New York. His bio is recorded in several of Marquis's Who's Whos.

Details zur Ausgabe

• Verlag: World Scientific
• Erscheinungsdatum: 2001
• Sprache: Englisch
• ISBN 10: 9810244967
• ISBN 13: 9789810244965
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 342
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland