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Statistics for Business, Finance & Economics

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Handbook of Quantile Regression

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Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng
October 25, 2017

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that mini...

Technical Analysis of Stock Trends

Robert D. Edwards, John Magee, W.H.C. Bassetti
July 19, 2018

This revised and updated version of the best-selling book, Technical Analysis of Stock Trends, 10th Edition, presents proven long- and short-term stock trend analysis enabling investors to make smart, profitable trading decisions. The book covers technical theory such as The Dow Theory, reversal...

Derivative Pricing: A Problem-Based Primer

Ambrose Lo
June 27, 2018

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing...

An Introduction to Computational Risk Management of Equity-Linked Insurance

Runhuan Feng
June 12, 2018

The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in...

Analytics and Knowledge Management

Suliman Hawamdeh, Hsia-Ching Chang
May 16, 2018

The process of transforming data into actionable knowledge is a complex process that requires the use of powerful machines and advanced analytics technique. Analytics and Knowledge Management examines the role of analytics in knowledge management and the integration of big data theories, methods,...

High-Performance Computing in Finance: Problems, Methods, and Solutions

M. A. H. Dempster, Juho Kanniainen, John Keane, Erik Vynckier
March 12, 2018

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored...

R Programming and Its Applications in Financial Mathematics

Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa
February 12, 2018

This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory...

Research Analytics: Boosting University Productivity and Competitiveness through Scientometrics

Francisco J. Cantu-Ortiz
October 26, 2017

The growth of machines and users of the Internet has led to the proliferation of all sorts of data concerning individuals, institutions, companies, governments, universities, and all kinds of known objects and events happening everywhere in daily life. Scientific knowledge is not an exception to...

Intuition, Trust, and Analytics

Jay Liebowitz, Joanna Paliszkiewicz, Jerzy Gołuchowski
October 26, 2017

In order to make informed decisions, there are three important elements: intuition, trust, and analytics. Intuition is based on experiential learning and recent research has shown that those who rely on their “gut feelings” may do better than those who don’t. Analytics, however, are important in a...

Handbook of Quantile Regression

Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng
October 25, 2017

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that...

Health Econometrics Using Stata

Partha Deb, Edward C. Norton, Willard G. Manning
September 08, 2017

Health Econometrics Using Stata by Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used...

Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov, Amir Nosrati
August 30, 2017

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and...

Statistical Portfolio Estimation

Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita
August 21, 2017

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are...

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