An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis -- including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation -- in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.
This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of this unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis, successive chapters rigorously examine the various economic and financial topics and issues that stimulate academic and professional research, including equity, interest swaps, hedges and futures, foreign exchanges, financial asset pricing, and mutual fund markets.
This detail-oriented text is descriptive and designed purely for academic researchers and financial practitioners. It assumes no prior knowledge of econometrics and covers important topics such as portfolio asset allocation, asset pricing, hedging strategies, new risk measures, and mutual fund performance. Its accessible presentation is also suitable for post-graduates in a variety of disciplines -- applied economics, financial engineering, international finance, financial econometrics, and fund management. To facilitate the subject of wavelets, sophisticated proofs and mathematics are avoided as much as possible when applying the wavelet multiscaling method. To enhance the reader's understanding in practical applications of the wavelet multiscaling method, this book provides sample programming instruction backed by Matlab wavelet code.
Readership: Graduate students and researchers in the fields of econometrics, money & banking, investments, international finance, financial engineering, and fund management.

本帖隐藏的内容

Francis In, Sangbae Kim-An Introduction to Wavelet Theory in Finance_ A Wavelet .pdf (1.38 MB, 需要: 8 个论坛币)

2014-6-26 06:30:21 上传

An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach
需要: 8 个论坛币  [购买]

Hardcover: 212 pages
Publisher: World Scientific Publishing Company (November 28, 2012)
Language: English
ISBN-10: 9814397830
ISBN-13: 978-9814397834
Product Dimensions: 8.9 x 6 x 0.6 inches
Shipping Weight: 1.1 pounds
http://www.amazon.com/Introduction-Wavelet-Theory-Finance-Multiscale/dp/9814397830/ref=sr_1_1?ie=UTF8&qid=1403735392&sr=8-1&keywords=An+Introduction+to+Wavelet+Theory+in+Finance%3A+A+Wavelet+Multiscale+Approach

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：introduction troduction Multiscale Approach Wavelet including practice friendly provides between

have a look

World Scientific Publishing Company (November 28, 2012)

很想看看

thank you！

好书，支持

学习学习！

谢谢楼主！！！

have a look

thanks