Angebote zu "Modelling" (15 Treffer)

Kategorien

Shops

Multi-Agent Modelling of Trader Psychology
49,00 € *
ggf. zzgl. Versand

Multi-Agent Modelling of Trader Psychology ab 49 € als Taschenbuch: Mathematical Modelling of a closed Financial Market. Aus dem Bereich: Bücher, Wissenschaft, Mathematik,

Anbieter: hugendubel
Stand: 06.04.2020
Zum Angebot
Trade Like a Shark: The Naked Trader: How to Ea...
9,95 € *
ggf. zzgl. Versand

Take a bite out of the markets with the Naked Trader! This audiobook is for anyone who really wants to consistently make money trading shares.Trading and investing can be tough - most fail. The human mind is to blame. It’s prone to emotion, cluttered with distractions like Twitter and social media, easily trapped by scams. But it’s possible to make money in the markets - and to do so reliably.Robbie Burns, aka The Naked Trader, has been trading successfully from his home for 15 years - making over £2m tax-free (while eating a lot of toast and watching Game of Thrones). He’s also met and helped thousands of fellow traders at his seminars, seen every possible trading meltdown, and knows exactly what can go wrong - but also how to put it right. In Trade Like a Shark, Robbie uses his unique firsthand experience and the real-life stories traders have shared with him to expose exactly how the human mind can play havoc with your trading. At the same time he reveals his tried-and-tested methods for overcoming it, showing how to be a shark, gobbling up money from the "fish" who are full of fear, greed, and other emotions. (And also why modelling yourself on Mr Spock can work wonders).If you’ve run into problems trading in the stock market - or just want to reinforce good habits - there is no better or wittier guide to the pitfalls that are out there, and some surprisingly effective ways to overcome them. It's a must-listen-to book on trading psychology - without the jargon. Listen to it and take your trading to the next level now! 1. Language: English. Narrator: Thomas Cassidy. Audio sample: http://samples.audible.de/bk/acx0/148833/bk_acx0_148833_sample.mp3. Digital audiobook in aax.

Anbieter: Audible
Stand: 06.04.2020
Zum Angebot
Multi-Agent Modelling of Trader Psychology
49,00 € *
ggf. zzgl. Versand

Multi-Agent Modelling of Trader Psychology ab 49 EURO Mathematical Modelling of a closed Financial Market

Anbieter: ebook.de
Stand: 06.04.2020
Zum Angebot
Multi-Agent Modelling of Trader Psychology
49,00 € *
ggf. zzgl. Versand

Often, situations arise where the assumptions of perfect conditions do not hold. In these situations, a bottom-up approach is more useful, rather than the other way round. Hence, Agent-based modelling is quite an attractive approach to model highly complex and unpredictable elements, such as psychology and behaviour, in financial systems. The recent recession has urged economists and researchers to find new and more open techniques, whereby models are broken down into their constituents, and each constituent is modelled separately, allowing the users of the model to alter the model s applicability by changing the appropriate parameters, making these models very versatile. The model developed during this work has been labelled NABM and has been applied to Barclays stock which is traded on the FTSE 100 stock exchange. The NABM allows its user to study traders behaviour under different market circumstances. The NABM also models the stock price itself, which is influenced by a variety of factors. MATLAB has been used for all modelling and data analysis purposes.

Anbieter: Dodax
Stand: 06.04.2020
Zum Angebot
Pieces on Asset Pricing and Microstructure
68,00 € *
ggf. zzgl. Versand

Revision with unchanged content. This collection contributes to the fields of asset pricing and financial market microstructure. Two essays study the continuous double auction (CDA), the operating mode of all major stock exchanges. Agent based modelling techniques are used to observe institutional characteristics of CDA markets. Agent based modelling is a novel computational approach, increasingly being applied to financial and economic research. The agent based markets in this work are isolated from artefacts of trader behaviour by employing naive agents, called zero intelligence agents. Such primitive markets possess actual features of real markets pertaining to efficiency, convergence to equilibrium, liquidity effects, and time series properties of price and return. In the second essay price formation in CDA markets with a passive market maker is analysed, and a price density function developed. The third piece empirically investigates the structure of equity returns autocorrelation and presents two stylised facts that reveal anomalous behaviour. These facts are justified by turning to market liquidity as an explanatory factor. An implication is that return reversals deliver profits to traders who undertake the purveyance of liquidity services when opportune, in support of this, a liquidity based trading strategy that delivers significant profits is presented.

Anbieter: Dodax
Stand: 06.04.2020
Zum Angebot
Derivative Pricing in Discrete Time
19,25 € *
ggf. zzgl. Versand

This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative, defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour. The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study.

Anbieter: Dodax
Stand: 06.04.2020
Zum Angebot
Xva

Xva

81,90 CHF *
ggf. zzgl. Versand

Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin. The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry. * Explores how XVA models have developed in the aftermath of the credit crisis * The only text to focus on the XVA adjustments rather than the broader topic of counterparty risk. * Covers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives. * Covers the very latest valuation adjustments, KVA and MVA. * The author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK If you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.

Anbieter: Orell Fuessli CH
Stand: 06.04.2020
Zum Angebot
Pieces on Asset Pricing and Microstructure
112,00 CHF *
ggf. zzgl. Versand

Revision with unchanged content. This collection contributes to the fields of asset pricing and financial market microstructure. Two essays study the continuous double auction (CDA), the operating mode of all major stock exchanges. Agent based modelling techniques are used to observe institutional characteristics of CDA markets. Agent based modelling is a novel computational approach, increasingly being applied to financial and economic research. The agent based markets in this work are isolated from artefacts of trader behaviour by employing naive agents, called zero intelligence agents. Such primitive markets possess actual features of real markets pertaining to efficiency, convergence to equilibrium, liquidity effects, and time series properties of price and return. In the second essay price formation in CDA markets with a passive market maker is analysed, and a price density function developed. The third piece empirically investigates the structure of equity returns autocorrelation and presents two stylised facts that reveal anomalous behaviour. These facts are justified by turning to market liquidity as an explanatory factor. An implication is that return reversals deliver profits to traders who undertake the purveyance of liquidity services when opportune; in support of this, a liquidity based trading strategy that delivers significant profits is presented.

Anbieter: Orell Fuessli CH
Stand: 06.04.2020
Zum Angebot
XVA

XVA

56,00 CHF *
ggf. zzgl. Versand

Thorough, accessible coverage of the key issues inXVA XVA - Credit, Funding and Capital ValuationAdjustments provides specialists and non-specialists alikewith an up-to-date and comprehensive treatment of Credit, Debit,Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA,KVA and MVA), including modelling frameworks as well as broader ITengineering challenges. Written by an industry expert, this booknavigates you through the complexities of XVA, discussing in detailthe very latest developments in valuation adjustments including theimpact of regulatory capital and margin requirements arising fromCCPs and bilateral initial margin. The book presents a unified approach to modelling valuationadjustments including credit risk, funding and regulatory effects.The practical implementation of XVA models using Monte Carlotechniques is also central to the book. You'll also find thoroughcoverage of how XVA sensitivities can be accurately measured, thetechnological challenges presented by XVA, the use of gridcomputing on CPU and GPU platforms, the management of data, and howthe regulatory framework introduced under Basel III presentsmassive implications for the finance industry. * Explores how XVA models have developed in the aftermath of thecredit crisis * The only text to focus on the XVA adjustments rather than thebroader topic of counterparty risk. * Covers regulatory change since the credit crisis includingBasel III and the impact regulation has had on the pricing ofderivatives. * Covers the very latest valuation adjustments, KVA and MVA. * The author is a regular speaker and trainer at industry events,including WBS training, Marcus Evans, ICBI, Infoline and RISK If you're a quantitative analyst, trader, banking manager, riskmanager, finance and audit professional, academic or studentlooking to expand your knowledge of XVA, this book has youcovered.

Anbieter: Orell Fuessli CH
Stand: 06.04.2020
Zum Angebot