Decision Making with Quantitative Financial Market Data
Springer International Publishing (Verlag)
978-3-030-67579-0 (ISBN)
It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market.
The book is intended to help professionals in financial industry to use quantitative data in a safer way.
lt;p>Alain Ruttiens is a former banker who has worked with major banks, beginning his career with Banque Indosuez (Belgium) and ending it as director of the Financial Engineering Department at CBC Banque (Brussels, an affiliate of KBC Bank). He is the founding partner of NEURON sàrl (Luxembourg), a consulting firm specialized in financial markets and funds management. He is also an Affiliate Professor at the Ecole Supérieure de Commerce de Paris (France) and teaches or has taught at several universities and institutions, including the HEC Paris, Sorbonne University of Paris I, the Institut d'Etudes Politiques (Paris), the CSVG (Vietnam) and the Ecole Supérieure des Affaires, Beirut (Lebanon). Alain is the author of several books and research papers.
1. Basic Notions.- 2. A Major Problem in Using Time Series of Data: the Stationarity.- 3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures.- 4. Issues About Modeling.- 5. Financial Data: Some Risk Management Issues.- 6.Synthesis.
| Erscheinungsdatum | 08.04.2021 |
|---|---|
| Reihe/Serie | SpringerBriefs in Operations Research |
| Zusatzinfo | X, 61 p. 24 illus., 9 illus. in color. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 131 g |
| Themenwelt | Wirtschaft ► Allgemeines / Lexika |
| Wirtschaft ► Betriebswirtschaft / Management | |
| Schlagworte | Asset portfolio management • Asset Prices Modelling • financial regulations • Financial Time Series • Quantitative data and analysis • Quantitative Finance • Risk Management • Risk Measurement • Stationarity • Statistical accuracy |
| ISBN-10 | 3-030-67579-3 / 3030675793 |
| ISBN-13 | 978-3-030-67579-0 / 9783030675790 |
| Zustand | Neuware |
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