HERMES-Catalog

Decision Making with Quantitative Financial Market Data : Applications, Precautions and Pitfalls / by Alain Ruttiens
(SpringerBriefs in Operations Research. ISSN:21950504)

Publisher	(Cham : Springer International Publishing : Imprint: Springer)
Year	2021
Edition	1st ed. 2021.
Authors	*Ruttiens, Alain author SpringerLink (Online service)

Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00161279		Springer Business and Management eBooks (電子ブック)	9783030675806

Material Type	E-Book
Media type	機械可読データファイル
Size	X, 61 p. 24 illus., 9 illus. in color : online resource
Notes	1. Basic Notions -- 2. A Major Problem in Using Time Series of Data: the Stationarity -- 3. Another Major Problem in Using Time Series of Data: The Accuracy of the Statistical Measures -- 4. Issues About Modeling -- 5. Financial Data: Some Risk Management Issues -- 6.Synthesis Use of quantitative data, especially in financial markets, may provide rapid results due to the ease-of-use and availability of fast computational software, but this book advises caution and helps to understand and avoid potential pitfalls. It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market. The book is intended to help professionals in financial industry to use quantitative data in a safer way HTTP:URL=https://doi.org/10.1007/978-3-030-67580-6
Subjects	LCSH:Operations research LCSH:Financial risk management LCSH:Capital market LCSH:Financial engineering FREE:Operations Research and Decision Theory FREE:Risk Management FREE:Capital Markets FREE:Financial Engineering
Classification	LCC:T57.6-.97 DC23:658.403
ID	8000071679
ISBN	9783030675806