Market Models: A Guide to Preface Financial Data Analysis

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2019-2-3 16:17:21 上传

Market Models A Guide to Financial Data Analysis
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• Market Models A Guide for Financial Data Analysis.djvu

2019-2-3 16:00:42 上传

Market Models A Guide to Financial Data Analysis (djbu)

书籍名称：Market Models - A Guide to Preface Financial Data Analysis

作者：Carol Alexander

出版年份：2001

共500p，图片版（不能复制）PDF

ISBN 0471-89975-5

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目录：

Preface

Acknowledgements

Part I Volatility and Correlation Analysis

Chapter1 Understanding Volatility and Correlation

Chapter2 Implied Volatility and Correlation

Chapter3 Moving Average Models

Chapter4 GARCH Models

Chapter5 Forecasting Volatility and Correlations

Part II Modelling the Market Risk of Portfolios

Chapter6 Principal Components Analysis

Chapter7 Covariance Matrices

Chapter8 Risk Measurement in Factor Models

Chapter9 Value-at-Risk

Chapter10 Modelling Non-normal Returns

Chapter11 Time Series Models

Chapter12 Cointegration

Chapter13 Forecasting High-Frequency Data

Technical Appendices

References

Tables

Index

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关键词：financial Financia Analysis inancial Analysi

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gonnaago 发表于 2019-2-3 16:30
SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html

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