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Machine Learning For Asset Managers

by Marcos M. (Cornell University, New York) Lopez De Prado

~~74,35€~~ 66,92€ 10% OFF

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 The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods.
ENGLISH

Causal Factor Investing - Can Factor Investing Become Scientific?

by Marcos M. (Adia Lab) Lopez De Prado

~~74,35€~~ 66,92€ 10% OFF

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 Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. This Element analyzes the current state of causal confusion and proposes solutions with the potential to transform factor investing into a truly scientific discipline. This title is also available as Open Access on Cambridge Core.
ENGLISH

Resampling Asset Prices - An Identity-Based Approach

by Nikolay (Federal Reserve Bank Of Atlanta) Gospodinov e Richard K. (Federal Reserve Bank Of New York) Crump

~~74,35€~~ 66,92€ 10% OFF

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 The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence.
ENGLISH

Deep Learning In Quantitative Trading

by Stefan (University Of Oxford) Zohren e Zihao (University Of Oxford) Zhang

~~74,35€~~ 66,92€ 10% OFF

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 This Element provides a comprehensive guide to deep learning in quantitative trading, merging foundational theory with hands-on applications.
ENGLISH

Deep Learning In Quantitative Trading

by Stefan (University Of Oxford) Zohren e Zihao (University Of Oxford) Zhang

~~24,33€~~ 21,90€ 10% OFF

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 This Element provides a comprehensive guide to deep learning in quantitative trading, merging foundational theory with hands-on applications.
ENGLISH

Hydrodynamics Of Markets - Hidden Links Between Physics And Finance

by Alexander (Adia Lab) Lipton

~~74,35€~~ 66,92€ 10% OFF

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 Explores an intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics and the movements of particles in random fields. This title is also available as Open Access on Cambridge Core.
ENGLISH

Hydrodynamics Of Markets - Hidden Links Between Physics And Finance

by Alexander (Adia Lab) Lipton

~~24,33€~~ 21,90€ 10% OFF

free shipping

 Explores an intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics and the movements of particles in random fields. This title is also available as Open Access on Cambridge Core.
ENGLISH

Behavioral Economics And Politics Of Global Warming - Unsettling Behaviors

by Hersh Shefrin

~~23,85€~~ 21,47€ 10% OFF

 The main goal of this Element is to provide a psychological explanation for why actual global climate policy is so much at odds with the prescriptions of most neoclassical economists. This title is also available as Open Access on Cambridge Core.
ENGLISH

Causal Factor Investing - Can Factor Investing Become Scientific?

by Marcos M. (Adia Lab) Lopez De Prado

~~24,33€~~ 21,90€ 10% OFF

free shipping

 Virtually all journal articles in the factor investing literature make associational claims, instead of causal claims. This Element analyzes the current state of causal confusion and proposes solutions with the potential to transform factor investing into a truly scientific discipline. This title is also available as Open Access on Cambridge Core.
ENGLISH

The Behavioral Economics And Politics Of Global Warming - Unsettling Behaviors

by Hersh (Santa Clara University, California) Shefrin

~~74,35€~~ 66,92€ 10% OFF

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 The main goal of this Element is to provide a psychological explanation for why actual global climate policy is so much at odds with the prescriptions of most neoclassical economists. This title is also available as Open Access on Cambridge Core.
ENGLISH

The Behavioral Economics And Politics Of Global Warming - Unsettling Behaviors

by Hersh (Santa Clara University, California) Shefrin

~~24,33€~~ 21,90€ 10% OFF

free shipping

 The main goal of this Element is to provide a psychological explanation for why actual global climate policy is so much at odds with the prescriptions of most neoclassical economists. This title is also available as Open Access on Cambridge Core.
ENGLISH

Local Selfhood, Global Turns - Akshay Kumar Dutta And Bengali Intellectual History In The Nineteenth Century

by Sumit (Presidency University, Kolkata) Chakrabarti

~~114,91€~~ 103,42€ 10% OFF

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 Examines the works of Akshay Kumar Datta (1820â€"1886), who can be seen as ideologically inhabiting the cusp between religion and rationalism.
ENGLISH

Girsanov, Numeraires, And All That

by Andrew Lesniewski e Patrick S. Hagan

23,85€ + 10% CARD

 In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models. They start with an informal review of Girsanov''s theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates.
ENGLISH

Girsanov, Numeraires, And All That

by Andrew Lesniewski e Patrick S. Hagan

23,85€ + 10% CARD
ENGLISH

Girsanov, Numeraires, And All That

by Andrew (Bernard M. Baruch College, City University Of New York) Lesniewski e Patrick S. (Gorilla Science) Hagan

24,33€ + 10% CARD

free shipping

 In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.
ENGLISH

A Practitioner'S Guide To Discrete-Time Yield Curve Modelling - With Empirical Illustrations And Matlab Examples

by Ken (European Central Bank, Frankfurt) Nyholm

24,33€ + 10% CARD

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 This Element is intended for students and practitioners as a gentle and intuitive introduction to the ?eld of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications.
ENGLISH

Advances In Retirement Investing

by Lionel Martellini e Vincent Milhau

24,33€ + 10% CARD

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 To supplement replacement income provided by Social Security and employerÂsponsored pension plans, individuals rely on their saving and investment choices during accumulation. Once retired, they must decide which rate to spend their savings. This Element explains how financial engineering and risk management techniques can help in these decisions.
ENGLISH

Practitioner'S Guide To Discrete-Time Yield Curve Modelling - With Empirical Illustrations And Matlab Examples

by Ken Nyholm

23,85€ + 10% CARD
ENGLISH

Machine Learning For Asset Managers

by Marcos M. Lopez De Prado

23,85€ + 10% CARD

 The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods.
ENGLISH

Machine Learning For Asset Managers

by Marcos M. Lopez De Prado

23,85€ + 10% CARD
ENGLISH

Machine Learning For Asset Managers

by Marcos M. (Cornell University, New York) Lopez De Prado

24,33€ + 10% CARD

free shipping

 The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods.
ENGLISH

Resampling Asset Prices - An Identity-Based Approach

by Nikolay (Federal Reserve Bank Of Atlanta) Gospodinov e Richard K. (Federal Reserve Bank Of New York) Crump

OUT OF STOCK OR NOT AVAILABLE

 The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence.

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