Financial Engineering in Matlab: Selected Approaches and Algorithms

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86093523" target="_blank" >RIV/61989100:27510/15:86093523 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Financial Engineering in Matlab: Selected Approaches and Algorithms

Popis výsledku v původním jazyce

The publication is focused on the essential part of financial engineering - modelling of financial time series and its application in portfolio and risk management. The emphasis is on the explanation of selected approaches and models. At the same time the book, apart from a theoretical background, also presents examples of practical application i.e. functioning codes written in Matlab. The book is structured into five chapters. In the first chapter we describe the possibilities of data acquisitions andimports. In the second chapter we present the methods and models applicable for the financial time series modelling. The chapters three and four are focused on modern portfolio theory. The last chapter covers the area of market risk estimation and its backtesting procedure. The publication is intended for both undergraduate and postgraduate students of finance as well as computer science. It was written with the support of the European Social Fund under the Opportunity for young research

Název v anglickém jazyce

Financial Engineering in Matlab: Selected Approaches and Algorithms

Popis výsledku anglicky

The publication is focused on the essential part of financial engineering - modelling of financial time series and its application in portfolio and risk management. The emphasis is on the explanation of selected approaches and models. At the same time the book, apart from a theoretical background, also presents examples of practical application i.e. functioning codes written in Matlab. The book is structured into five chapters. In the first chapter we describe the possibilities of data acquisitions andimports. In the second chapter we present the methods and models applicable for the financial time series modelling. The chapters three and four are focused on modern portfolio theory. The last chapter covers the area of market risk estimation and its backtesting procedure. The publication is intended for both undergraduate and postgraduate students of finance as well as computer science. It was written with the support of the European Social Fund under the Opportunity for young research

Druh

B - Odborná kniha

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

ISBN

978-80-248-3702-4

Počet stran knihy

190

Název nakladatele

VŠB - Technická univerzita Ostrava

Místo vydání

Ostrava

Kód UT WoS knihy

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