Favero carlo a (61 resultados)

paperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Paperback. Condición: New. These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.…

Hardcover/Pappeinband. Condición: Sehr gut. 373 Seiten, Schutzumschlag minimal berieben, ansonsten sehr gut erhalten. 9780521823081 Sprache: Englisch Gewicht in Gramm: 1200.

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9780198296850.

Paperback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condición: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains highlighter markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9780198296850.…

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. In English.

Hardback. Condición: New. These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.…

Condición: New.

Condición: New. pp. 296.

Condición: New. In English.

Condición: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.…

Paperback. Condición: New. Illustrated. This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods--the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons. The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author's web site, and will be supplemented by exercises for the reader to perform.…

Paperback. Condición: New. These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.…

Condición: New. The objective of this book is the discussion and the practical illustration of three competing techniques used in applied macroeconometrics: the LSE approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Num Pages: 296 pages, line figures. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 233 x 159 x 16. Weight in Grams: 438. . 2001. Illustrated. paperback. . . . .…

Condición: As New. Unread book in perfect condition.

Condición: New. pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condición: New. The objective of this book is the discussion and the practical illustration of three competing techniques used in applied macroeconometrics: the LSE approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Num Pages: 296 pages, line figures. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 233 x 159 x 16. Weight in Grams: 438. . 2001. Illustrated. paperback. . . . . Books ship from the US and Ireland.…

Condición: New. 2018. Paperback. . . . . .

Condición: New. The objective of this book is the discussion and the practical illustration of three competing techniques used in applied macroeconometrics: the LSE approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Num Pages: 294 pages, line figures. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 162 x 21. Weight in Grams: 578. . 2001. Illustrated. hardcover. . . . .…

Taschenbuch. Condición: Neu. Benedetto Cotrugli - The Book of the Art of Trade | With Scholarly Essays from Niall Ferguson, Giovanni Favero, Mario Infelise, Tiziano Zanato and Vera Ribaudo | Carlo Carraro (u. a.) | Taschenbuch | x | Englisch | 2018 | Birkhäuser | EAN 9783319820040 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Hardback. Condición: New. These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.…

Paperback. Condición: New. Illustrated. This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods--the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons. The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author's web site, and will be supplemented by exercises for the reader to perform.…

Condición: New.

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 296 | Sprache: Englisch | Produktart: Bücher | Until the 1970s, there was a consensus in applied macroeconometrics, both regarding the theoretical foundation and the empirical specification of macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, replaced by three prominent competing methods of empirical research: the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. This book discusses and illustrates the empirical research strategy of these three alternative approaches by interpreting them as different proposals to solve problems observed in the Cowles Commission approach.…

Condición: New. 2018. Paperback. . . . . . Books ship from the US and Ireland.

Condición: New. The objective of this book is the discussion and the practical illustration of three competing techniques used in applied macroeconometrics: the LSE approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. Num Pages: 294 pages, line figures. BIC Classification: KCB; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 162 x 21. Weight in Grams: 578. . 2001. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…