Documents disponibles a la col·lecció

Forecasting financial markets (cop. 1996)

Públic ISBD Títol : Forecasting financial markets : exchange rates, interest rates and asset management Tipus de document : text imprès Autors : Christian Dunis, Editor Editorial : Chichester : John Wiley & Sons Data de publicació : cop. 1996 Col·lecció : Series in financial economics and quantitative analysis Nombre de pàgines : xxxi, 292 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-96653-1 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Canvi exterior Mercats financers Classificació : 701.1 Anàlisi tècnica. Anàlisi fonamental Resum : Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Forecasting financial markets : exchange rates, interest rates and asset management [text imprès] / Christian Dunis, Editor . - Chichester : John Wiley & Sons, cop. 1996 . - xxxi, 292 p. : il. ; 24 cm. - (Series in financial economics and quantitative analysis) . ISBN : 978-0-471-96653-1 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Canvi exterior Mercats financers Classificació : 701.1 Anàlisi tècnica. Anàlisi fonamental Resum : Today s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors seek to gain an edge on their competitors. Written by leading international researchers and practitioners, this book focuses on three major themes of today s state of the art financial research: modelling with high frequency data, the information content of volatility markets, and applications of neural networks and genetic algorithms to financial time series. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10112676	701.1 For	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso