Author:
Publisher: Delene Kvasnicka
Total Pages: 332
Release:
Genre:
ISBN:

Light List

Light List
Author:
Publisher:
Total Pages: 1106
Release: 1970
Genre: Aids to navigation
ISBN:

N.A.R.D. Notes

N.A.R.D. Notes
Author: National Association of Retail Druggists (U.S.)
Publisher:
Total Pages: 68
Release: 1910
Genre: Pharmaceutical industry
ISBN:

Applied Probabilistic Calculus for Financial Engineering

Applied Probabilistic Calculus for Financial Engineering
Author: Bertram K. C. Chan
Publisher: John Wiley & Sons
Total Pages: 478
Release: 2017-09-11
Genre: Mathematics
ISBN: 111938804X

Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a "Random Walk" Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.

Bulletin

Bulletin
Author: Nottingham (England). Public Libraries
Publisher:
Total Pages: 462
Release: 1910
Genre:
ISBN:

The Voltage Effect

The Voltage Effect
Author: John A List
Publisher: Penguin UK
Total Pages: 288
Release: 2022-02-03
Genre: Business & Economics
ISBN: 0241556856

'By far the best book I've ever read on the how and why of scaling. If you care about changing the world, or just want to make better decisions in your own life, The Voltage Effect is for you.' Angela Duckworth, CEO of Character Lab and New York Times bestselling author of Grit ________________ Why do some ideas make it big while others fail to take off? According to award-winning behavioural economist John List, the answer comes down to a single question: Can the idea scale? Countless enterprises fall apart the moment they scale; their positive results fizzle, they lose valuable time and money, and the great electric charge of potential that drove them early on disappears. In short, they suffer a voltage drop. Yet success and failure are not about luck - in fact, there is a rhyme and reason as to why some ideas fail and why some make it big. Certain ideas are predictably scalable, while others are predictably destined for disaster. In The Voltage Effect, University of Chicago economist John A. List explains how to identify the ideas that will be successful when scaled, and how to avoid those that won't. Drawing on his own original research, as well as fascinating examples from the realms of business, government, education, and public health, he details the five signature elements that cause voltage drops, and unpacks the four proven techniques for increasing positive results - or voltage gains - and scaling great ideas to their fullest potential. By understanding the science of scaling, we can drive change in our schools, workplaces, communities, and society at large. Because a better world can only be built at scale. ________________ 'One of the best economics books I have ever read - and an instant classic in behavioral economics.' Cass R. Sunstein, Robert Walmsley University Professor, Harvard University, and New York Times bestselling co-author of Nudge 'Thought-provoking and engaging. A must-read.' Daron Acemoglu, Institute Professor at MIT and co-author of Why Nations Fail and The Narrow Corridor.