The Resource Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource)
Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource)
Resource Information
The item Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.
This item is available to borrow from 1 library branch.
- Summary
-
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- Language
- eng
- Label
- Handbook of volatility models and their applications
- Title
- Handbook of volatility models and their applications
- Statement of responsibility
- Luc Bauwens, Christian Hafner, Sebastien Laurent
- Language
- eng
- Summary
-
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how "volatile" certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS"--
- Assigning source
-
- Provided by publisher
- Provided by publisher
- Provided by publisher
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1952-
- http://library.link/vocab/creatorName
- Bauwens, Luc
- Dewey number
- 332.01/5195
- LC call number
- HG1601
- LC item number
- .B38 2012
- http://library.link/vocab/relatedWorkOrContributorDate
- 1974-
- http://library.link/vocab/relatedWorkOrContributorName
-
- Hafner, Christian
- Laurent, Sébastien
- Series statement
- Wiley handbooks in financial engineering and econometrics
- Series volume
- 3
- http://library.link/vocab/subjectName
-
- Banks and banking
- Finance
- GARCH model
- BUSINESS & ECONOMICS / Finance
- Label
- Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource)
- Bibliography note
- Includes bibliographical references (p. 487-535) and index
- Control code
- OCM1bookssj0000636247
- Dimensions
- 24 cm.
- Dimensions
- unknown
- Extent
- xx, 543 p.
- Governing access note
- License restrictions may limit access
- Isbn
- 9780470872512
- Isbn Type
- (hardback)
- Lccn
- 2011044256
- Other physical details
- ill.
- Specific material designation
- remote
- System control number
- (WaSeSS)ssj0000636247
- Label
- Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource)
- Bibliography note
- Includes bibliographical references (p. 487-535) and index
- Control code
- OCM1bookssj0000636247
- Dimensions
- 24 cm.
- Dimensions
- unknown
- Extent
- xx, 543 p.
- Governing access note
- License restrictions may limit access
- Isbn
- 9780470872512
- Isbn Type
- (hardback)
- Lccn
- 2011044256
- Other physical details
- ill.
- Specific material designation
- remote
- System control number
- (WaSeSS)ssj0000636247
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.umsl.edu/portal/Handbook-of-volatility-models-and-their/UH_Tk_msGRM/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.umsl.edu/portal/Handbook-of-volatility-models-and-their/UH_Tk_msGRM/">Handbook of volatility models and their applications, Luc Bauwens, Christian Hafner, Sebastien Laurent, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.umsl.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.umsl.edu/">University of Missouri-St. Louis Libraries</a></span></span></span></span></div>
