Investment Analysis
Expert Trading Systems: Modeling Financial Markets with Kernel Regression
Expert Trading Systems
Modeling Financial Markets with Kernel Regression
Hardcover      ISBN: 0471345083

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop predictive systems. Kernel regression is a popular data modeling technique that can yield useful results fast.

Provides data modeling methodology used to develop trading systems.
* Shows how to design, test, and measure the significance of results

John R. Wolberg (Haifa, Israel) is professor of mechanical engineering at the Haifa Institute in Israel. He does research and consulting in data modeling in the financial services area.
Fast Profits in Hard Times: 10 Secret Strategies to Make You Rich in an Up or Down Economy
Fast Profits in Hard Times
10 Secret Strategies to Make You Rich in an Up or Down Economy
Compact Disc      ISBN: 1596597844



In FAST PROFITS IN HARD TIMES, Jordan
Goodman provides a wealth of 5-minute tips for earning extra income the easy
way, without unnecessary risk or extra legwork. Find out about:

100 stocks that offer free premiums if you reinvest their dividends

How to profit from Dividend Reinvestment Plans (DRIPs) quickly and
safely

Tax liens, which can provide risk-free interest of up to 25%

Trading stock options and how it can be, contrary to popular belief, very
low-risk with the right
knowledge and tools

Financial investment clubs and how they can help you gain leverage in the
market


The Fear Factor: What Happens When Fear Grips Wall Street
The Fear Factor
What Happens When Fear Grips Wall Street
1st Edition    Hardcover      ISBN: 0230228461

A fascinating discussion of the role played by fear in financial market panics. Professor Read demonstrates, in easy-to-understand terms, that rising market fear portends to major financial declines. He explains the science and the economics of fear and shows that the financial market has learned how to capitalize on investor or economic fear

The Fear Factor: What Happens When Fear Grips Wall Street
The Fear Factor
What Happens When Fear Grips Wall Street
Paperback      ISBN: 1349310077

A fascinating discussion of the role played by fear in financial market panics. Professor Read demonstrates, in easy-to-understand terms, that rising market fear portends to major financial declines. He explains the science and the economics of fear and shows that the financial market has learned how to capitalize on investor or economic fear

Fia 2e (Fabozzi)
Fia 2e (Fabozzi)
2nd Edition    Hardcover      ISBN: 0470572132

A comprehensive introduction to the key concepts of fixed income analytics

The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change.

That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities).

  • Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more
  • Includes updated charts and descriptions using Bloomberg screens
  • Covers important analytical concepts used by portfolio managers

Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.

Financial Analysis and the Predictability of Important Economic Events
Financial Analysis and the Predictability of Important Economic Events
Hardcover      ISBN: 1567201644

Financial analysis, based on ratio analysis, has been used as a tool for analyzing the financial strength of corporations. Although ratio analysis is generally used as a univariate strategy, the accounting and finance literature has evolved to include multivariate-based models in financial analysis, and these models can be used to explain important economic events and often predict them. Thus, in an exhaustive coverage of the economic events to which they can be applied, Riahi-Belkaoui discusses these models in a way that will have special value to corporate management, financial planners, and to their colleagues in the academic community who specialize in business and economic analysis.

Financial Analyst's Indispensible Pocket Guide
Financial Analyst's Indispensible Pocket Guide
Paperback      ISBN: 0071361561

Financial Analyst's Indispensable Pocketguide is the first reference to give the more than 20,000 candidates who take AIMR-administered CFA exams annually--and the 60,000-plus CFAs and finance professionals who currently practice investment management--a single broad-based resource for specific terminology and information. Much more than just a dictionary, this dynamic book explains and expands upon the fundamental concepts that comprise a financial analyst's lexicon.Within each section, Ramesh arranges fundamental terms alphabetically, then provides CFA-related tips and profiles of industry leaders. Key topics include:
*Timeless tips for CFA candidates and practitioners
*Graphics and mnemonics to help with important concepts
*Derivatives, equity valuation, and portfolio management

Financial Innovation
Financial Innovation
Hardcover      ISBN: 0471986186

Financial Innovation Philip Molyneux and Nidal Shamroukh Over the past twenty years there has been a massive increase in the development of new financial instruments, many of which have been off-balance-sheet activities. These instruments have become increasingly complex, placing higher demand on both the purchasers and the creators of such instruments. The risks involved and the penalties paid by those who have not adequately understood these products are well known. This book discusses in detail, through a blend of theory and empirical research, the processes of innovation and the diffusion of new financial instruments. It relates the theoretical approaches to innovation to current practice, producing and testing models for innovation and the diffusion of new financial products. Finance/Economic

Financial Market Analytics
Financial Market Analytics
Hardcover      ISBN: 1567201989

A variety of quantitative concepts and models essential to understanding financial markets are introduced and explained in this broad overview of financial analytical tools designed for financial practitioners, advanced students, and researchers lacking a strong mathematical background. Coverage ranges from matrix mathematics and elementary calculus with their applications to portfolio and fixed income analysis to probability and stochastic processes with their applications to option pricing. The book is sequenced by mathematics topics, most of which are followed by relevant usage to areas such as valuation, risk management, derivatives, back-testing of financial models, and market efficiency.

The book begins by motivating the need for understanding quantitative technique with a brief discussion of financial mathematics and financial literature review. Preliminary concepts including geometric expansion, elementary statistics, and basic portfolio techniques are introduced in chapters 2 and 3. Chapters 4 and 5 present matrix mathematics and differential calculus applied to yield curves, APT, state preference theory, binomal option pricing, mean-variance analysis, and other applications. Integral calculus and differential equations follow in chapter 6. The rest of the book covers applications of probability, statistics and stochastic processes as well as a sampling of topics from numerical methods used in financial analysis.

Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications
Financial Risk Management with Bayesian Estimation of Garch Models
Theory and Applications
Paperback      ISBN: 3540786562

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique. As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters. The author is indebted to numerous individuals for help in the preparation of this study. Primarily, I owe a great debt to Prof. Dr. Philippe J. Deschamps who inspired me to study Bayesian econometrics, suggested the subject, guided me under his supervision and encouraged my research. I would also like to thank Prof. Dr. Martin Wallmeier and my colleagues of the Department of Quantitative Economics, in particular Michael Beer, Roberto Cerratti and Gilles Kaltenrieder, for their useful comments and discussions. I am very indebted to my friends Carlos Ord as Criado, Julien A. Straubhaar, J er ome Ph. A. Taillard and Mathieu Vuilleumier, for their support in the elds of economics, mathematics and statistics. Thanks also to my friend Kevin Barnes who helped with my English in this work. Finally, I am greatly indebted to my parents and grandparents for their support and encouragement while I was struggling with the writing of this thesis.