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Luc Bauwens Handbook of Volatility Models and Their Applications

Купить за 16701.29 RUR

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances,
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Alireza Javaheri Inside Volatility Arbitrage. The Secrets of Skewness

Купить за 11084.03 RUR

Today?s traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach
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Alireza Javaheri Inside Volatility Filtering. Secrets of the Skew

Купить за 8221.95 RUR

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. Based on the idea of «filtering», this book lays out a
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Группа авторов Handbook of High-Frequency Trading and Modeling in Finance

Купить за 14409.12 RUR

Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing
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Luc Dormieux Micromechanics of Fracture and Damage

Купить за 15240.83 RUR

This book deals with the mechanics and physics of fractures at various scales. Based on advanced continuum mechanics of heterogeneous media, it develops a rigorous mathematical framework for single macrocrack problems as well as for the effective properties of microcracked materials. In both cases,
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Luc Boltanski On Critique. A Sociology of Emancipation

Купить за 6461.06 RUR

The relationship between sociology and social critique has haunted the discipline since its origins. Does critique divert sociology from its scientific project? Or is critique the ultimate goal of sociology, without which the latter would be a futile activity disconnected from the concerns of
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Группа авторов A Practical Guide to Forecasting Financial Market Volatility

Купить за 12779.26 RUR

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of
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Euan Sinclair Volatility Trading

Купить за 5772.93 RUR

Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he
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Euan Sinclair Volatility Trading

Купить за 6003.85 RUR

In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money
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Jean-Luc Nancy The Fragile Skin of the World

Купить за 1836.24 RUR

Certain philosophers of Antiquity compared the world to a large animal; but if the world were an animal, it would have a skin similar to the skin that envelops each living being and gives it unity. The world is neither an animal nor a machine but an interminable jumble whose destination is nothing
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