Measuring The Markets
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Author | : Kevin Dowd |
Publisher | : John Wiley & Sons |
Total Pages | : 395 |
Release | : 2003-02-28 |
Genre | : Business & Economics |
ISBN | : 0470855215 |
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.
Author | : Jie Xu |
Publisher | : iUniverse |
Total Pages | : 204 |
Release | : 2005 |
Genre | : Markedsanalysebranche |
ISBN | : 0595364012 |
The results of marketing research can inform marketing decisions such as in concept/product testing, market segmentation, competitive analysis, customer satisfaction studies, etc. and illustrates the need for measurement. The book summarizes all essential measurements widely adopted by researchers with insightful perception. It consists of three indispensable sections of market research: market general, competitor analysis, and consumer analysis. Each specific measurement contains in-depth understanding of measurement starting from definition through method explanation to practical case study. Specifically, it discloses many valuable research techniques and experienced application know-how from the professional research agencies. The book can be a useful reference for practitioners and excellent supplementary reading material for students. Different from other academic market research book, the book contains numerous case studies derived from customized projects at research agencies which also make this book easy to understand for student and beginners.
Author | : Cornelis Los |
Publisher | : Routledge |
Total Pages | : 513 |
Release | : 2003-07-24 |
Genre | : Business & Economics |
ISBN | : 1134469314 |
This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets,
Author | : United States. Office of Marketing and Services |
Publisher | : |
Total Pages | : 104 |
Release | : 1966 |
Genre | : Market surveys |
ISBN | : |
Author | : United States. Business and Defense Services Administration |
Publisher | : |
Total Pages | : 104 |
Release | : 1966 |
Genre | : Industries |
ISBN | : |
Author | : United States. Industry and Trade Administration |
Publisher | : |
Total Pages | : 120 |
Release | : 1979 |
Genre | : Market surveys |
ISBN | : |
Author | : Theodore A. Nelson |
Publisher | : |
Total Pages | : 116 |
Release | : 1979 |
Genre | : Market surveys |
ISBN | : |
Author | : Aashish Velkar |
Publisher | : Cambridge University Press |
Total Pages | : 279 |
Release | : 2012-06-25 |
Genre | : Business & Economics |
ISBN | : 1107023335 |
An economic and social history of measurements in nineteenth-century British markets, showing how social conventions shaped local practices and economic institutions. This book uncovers how metrology alone failed to make 'measurements' reliable, and discusses the importance of localised practices based on political and social values in shaping trust in measurements.
Author | : Abdourahmane Sarr |
Publisher | : International Monetary Fund |
Total Pages | : 72 |
Release | : 2002-12 |
Genre | : Business & Economics |
ISBN | : |
This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in financial markets. The measures include bid-ask spreads, turnover ratios, and price impact measures. They gauge different aspects of market liquidity, namely tightness (costs), immediacy, depth, breadth, and resiliency. These measures are applied in selected foreign exchange, money, and capital markets to illustrate their operational usefulness. A number of measures must be considered because there is no single theoretically correct and universally accepted measure to determine a market's degree of liquidity and because market-specific factors and peculiarities must be considered.
Author | : Kevin Dowd |
Publisher | : John Wiley & Sons |
Total Pages | : 410 |
Release | : 2007-01-11 |
Genre | : Business & Economics |
ISBN | : 0470016515 |
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies.