Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
EUR 108,49
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Ajouter au panierHardback. Etat : New. New copy - Usually dispatched within 4 working days. 547.
EUR 98,98
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Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 99,09
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Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 100,41
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Edité par John Wiley & Sons 2015-10-09, 2015
ISBN 10 : 111894397X ISBN 13 : 9781118943977
Langue: anglais
Vendeur : Chiron Media, Wallingford, Royaume-Uni
EUR 111,09
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Ajouter au panierHardcover. Etat : New.
EUR 108,11
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierBuch. Etat : Neu. Neuware - Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility--time series and financial econometrics--in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be 'skewness' trading opportunities that can be sued to trade the markets mroe profitably. Filed with in-depth insight and expert advice, this book will focus on the idea of filtering.The idea behind filtering is to obtain the best possible estimation of a hidden state given all the available information up to that point. This estimation is done in an iterative manner in two stages: The first step is a time update in which the prior distribution from all the past information via a Chapman-Kolmogorov equation. The second step would then involve a measurement update where this prior distribution is used together with the conditional likelihood of the newest observation in order to compute the posterior distribution of the hidden state. The Bayes rule is used for this purpose. Once the posterior distribution is determined, it can be exploited for the optimal estimation of the hidden state.For practitioners and students, the author is adding content on:\* estimation from historic option prices instead of stocks, as the observation quality is better\* spectral approaches and in particular Wiener Chaos Expansions\* on the statistical trading strategy in section 3.
Vendeur : SecondSale, Montgomery, IL, Etats-Unis
EUR 97,91
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Ajouter au panierEtat : Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
EUR 151,88
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Ajouter au panierEtat : New. A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Series: Wiley Finance. Num Pages: 320 pages, illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 234 x 172 x 27. Weight in Grams: 528. . 2015. 2nd Edition. Hardcover. . . . .
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 95,20
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Ajouter au panierEtat : New.
EUR 190,44
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Series: Wiley Finance. Num Pages: 320 pages, illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 234 x 172 x 27. Weight in Grams: 528. . 2015. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland.
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
EUR 110,43
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Ajouter au panierHardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.