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Market Risk Analysis Quantitative Methods in Finance By John and Willy

Market Risk Analysis Quantitative Methods in Finance By John and Willy

₹2500

Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary. Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management. Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices; Calibration of Student t distribution by maximum likelihood; Orthogonal regression and estimation of equity factor models; Simulations of geometric Brownian moti

1 year ago
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Security Analysis & Portfolio Management

Security Analysis & Portfolio Management

₹125

Description This comprehensiveinterface of traditional and modern approaches to securitiesanalysis and portfolio management embraces a global approach anduses the unique feature of applying concepts to a continuousexample, McDonalds Corporation. For Sale in Indiansubcontinent only A comprehensive, continuing illustration of a real company and real portfolio, McDonald's Corporation, demonstrate the application of the techniques of security analysis and portfolio management throughout the text. Expanded integration of international investing materials into chapters on equities, bonds, and derivatives. Revised and expanded cases placed throughout the text integrate two-to-three chapters and can be assigned to help students deal with real world situations. Updated information on the latest developments in taxation and accounting that are relevant to securities analysis and investing. Expanded materials on derivatives to include newer option forms and discussion of the general subject of financial engineering. Introduction to Securities. Markets for Securities and Taxes. Risk and Return. Economic Analysis. Industry Analysis. Company Analysis: Measuring Earnings. Company Analysis: Forecasting Earnings. Company Analysis: Applied Valuation. Bond Analysis; Returns and Systematic Risk. Bond Analysis: Unsystematic Risk. Bond Management Strategies. Options. Rights, Warrants and Convertibles. Futures. Technical Analysis. Efficient?Market Theory Portfolio Analysis. Portfolio Selection. Capital Market Theory. Managed Portfolios and Performance Measurements.

1 year ago
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