Decision Making with Quantitative Financial Market Data
Applications, Precautions and Pitfalls
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Beschreibung
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.
Introduces remedies and solutions in a concise and pragmatic way Illustrated by abundant numerical examples Organized on 3 reading levels for audience with diverse backgrounds and focuses
Autor*in
Alain Ruttiens
Themen in »Decision Making with Quantitative Financial Market Data«
Quantitative data and analysis Risk management Risk measurement Asset Prices Modelling Asset portfolio management Financial regulations Financial time series Stationarity Statistical accuracy Quantitative finance