Modeling Financial Markets

Expert Trading Systems: Modeling Financial Markets with Kernel Regression  eBooks & eLearning

Posted by Willson at Nov. 7, 2016
Expert Trading Systems: Modeling Financial Markets with Kernel Regression

John R. Wolberg, "Expert Trading Systems: Modeling Financial Markets with Kernel Regression"
English | 2000 | ISBN: 0471345083 | 235 pages | DJVU | 2.3 MB

Expert Trading Systems: Modeling Financial Markets with Kernel Regression (Repost)  eBooks & eLearning

Posted by step778 at March 23, 2016
Expert Trading Systems: Modeling Financial Markets with Kernel Regression (Repost)

John R. Wolberg, "Expert Trading Systems: Modeling Financial Markets with Kernel Regression"
2000 | pages: 252 | ISBN: 0471345083 | PDF | 11,8 mb
Benjamin Van Vliet, Robert Hendry - Modeling Financial Markets : Using Visual Basic.NET and Databases [Repost]

Benjamin Van Vliet, Robert Hendry - Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models
2004 | ISBN: 0071417729 | English | 400 pages | PDF | 5.2 MB

Modeling Financial Markets by Robert Hendry [Repost]  

Posted by tanas.olesya at Nov. 11, 2014
Modeling Financial Markets by Robert Hendry [Repost]

Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models by Robert Hendry
McGraw-Hill; 1 edition | January 21, 2004 | English | ISBN: 0071417729 | 304 pages | CHM | 12 MB

Limitations in today's software packages for financial modeling system development can threaten the viability of any system–not to mention the firm using that system. Modeling Financial Markets is the first book to take financial professionals beyond those limitations to introduce safer, more sophisticated modeling methods. It contains dozens of techniques for financial modeling in code that minimize or avoid current software deficiencies, and addresses the crucial crossover stage in which prototypes are converted to fully coded models.

Modeling Financial Markets (Repost)  

Posted by DZ123 at March 19, 2014
Modeling Financial Markets (Repost)

Benjamin Van Vliet, Robert Hendry, "Modeling Financial Markets: Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models"
English | 2004 | ISBN: 0071417729 | PDF | pages: 400 | 5,3 mb

Modeling Financial Markets [Repost]  

Posted by ChrisRedfield at Sept. 13, 2012
Modeling Financial Markets [Repost]

Benjamin Van Vliet, Robert Hendry - Modeling Financial Markets: Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models
Published: 2004-01-21 | ISBN: 0071417729 | PDF | 304 pages | 5 MB
Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

Benjamin Van Vliet, Robert Hendry, "Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models"
Mg,H | 2004 | ISBN: 0071417729 | 304 pages | PDF | 1,9 MB
Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing {Repost}

Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models
Publisher: McGraw-Hill | ISBN: 0071417729 | edition 2004 | CHM | 304 pages | 12,5 mb

Limitations in today's software packages for financial modeling system development can threaten the viability of any system–not to mention the firm using that system. Modeling Financial Markets is the first book to take financial professionals beyond those limitations to introduce safer, more sophisticated modeling methods. It contains dozens of techniques for financial modeling in code that minimize or avoid current software deficiencies, and addresses the crucial crossover stage in which prototypes are converted to fully coded models.
Expert Trading Systems: Modeling Financial Markets with Kernel Regression

John R. Wolberg, " Expert Trading Systems: Modeling Financial Markets with Kernel Regression"
Wiley; 1 edition (May 30, 2000) | ISBN:0471345083 | 235 pages | PDF | 11,5 Mb
Market Risk and Financial Markets Modeling by didier sornette (repost)

Market Risk and Financial Markets Modeling by didier sornette
English | Feby 4, 2012 | ISBN: 3642279309 | 268 Pages | PDF | 6 MB

The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.