Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
An Introduction to High-Frequency Finance
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Finance at Fields
This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010. The scope of the volume in very broad, including papers on foundational issues in mathematical finance, papers on computational finance, and papers on derivatives and risk management. Many of the articles contain path-breaking insights that are relevant to the developing new order of post-crisis financial risk management.
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.
Ernst Zermelo
This biography sheds light on all facets of the life and the achievements of Ernst Zermelo (1871-1953). Zermelo is best-known for the statement of the axiom of choice and his axiomatization of set theory. However, he also worked in applied mathematics and mathematical physics. His dissertation, for example, promoted the calculus of variations, and he created the pivotal method in the theory of rating systems. The presentation of Zermelo's work explores motivations, aims, acceptance, and influence. Selected proofs and information gleaned from letters add to the analysis. The description of his personality owes much to conversations with his late wife Gertrud. This second edition provides additional information. The system of citations has been adapted to that of Zermelo's Collected Works in order to facilitate side-by-side reading and thus profit from the thorough commentaries written for the Collected Works by experts in the respective fields. All facts presented are documented by appropriate sources. The biography contains nearly 50 photos and facsimiles.
Boundary Crossing of Brownian Motion
This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm:· I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these co...
Neural Computation
None
