Quantitative Portfolio Management

Подробное руководство по личным финансам и инвестициям от практика, инвестора и преподавателя Высшей школы бизнеса МГУ. В расширенном издании книги Владимира Савенка вы узнаете, как: • перестать рассчитывать на государственную пенсию; • формировать бюджет под поставленные цели; • обеспечить накопления на будущее детей; • составить личный финансовый план; • увеличить свой резервный фонд с 1 тысячи рублей до 1 миллиона; • начать инвестировать.

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 new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.

Transform from leader to steward to drive growth and make an impact Inspiring Stewardship helps leaders drive sustainable development and growth by balancing short- and long-term objectives amidst competing interests. By examining a range of exceptional individual and organisational stewards alongside insights from quantitative studies, this book unlocks the contributions you can make to enhance your influence and secure your legacy. Profiles of leaders from Ratan Tata to Bill Gates illustrate what stewardship really means, and the attributes and characteristics of steward leaders. Are they fundamentally different? Where do they get their exceptional drive and resilience? Why do they shoulder such huge responsibility? Risks, rewards, motivations and actions are explored in depth to give you a real-world view of stewardship, and to show you how to embody these principles in your own everyday life. The notion of stewardship has never been more relevant to business than it is today, as managers struggle to balance present and future interests. This book provides clarity, direction and guidance for more purpose-driven action. Understand the concepts and principles of stewardship Discover characteristics of steward leaders across cultures Learn how stewards have shifted the course of their organisations Examine the capabilities that deepen organisational resilience Today, ownership of firms is increasingly fragmented, investment structures are more and more complex and the time horizons of investors, executives and owners do not always coincide. Inspiring Stewardship helps you break through the tension and drive sustainable growth through adaptability and good leadership.

Risk Analysis, Second Edition Terje Aven, University of Stavanger, Norway A practical guide to the varied challenges presented in the ever-growing field of risk analysis. Risk Analysis presents an accessible and concise guide to performing risk analysis, in a wide variety of field, with minimal prior knowledge required. Forming an ideal companion volume to Aven's previous Wiley text Foundations of Risk Analysis, it provides clear recommendations and guidance in the planning, execution anduse of risk analysis. This new edition presents recent developments related to risk conceptualization, focusing on related issues on risk assessment and their application. New examples are also featured to clarify the reader's understanding in the application of risk analysis and the risk analysis process. Key features: Fully updated to include recent developments related to risk conceptualization and related issues on risk assessments and their applications. Emphasizes the decision making context of risk analysis rather than just computing probabilities Demonstrates how to carry out predictive risk analysis using a variety of case studies and examples. Written by an experienced expert in the field, in a style suitable for both industrial and academic audiences. This book is ideal for advanced undergraduates, graduates, analysts and researchers from statistics, engineering, finance, medicine and physical sciences. Managers facing decision making problems involving risk and uncertainty will also benefit from this book.

Articles about the classic core areas of structural engineering, for example precast elements, composite floors, multi-functional slabs, economic reinforcement in building and industrial and agricultural silo construction. Also: energy storage, fire protection.