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Handbook of Financial Econometrics, Statistics, Technology, and Risk Management |
Kontakt/Bestellung
Contact/Order: info@digento.de 
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Hrsg. v. Cheng-Few Lee, Alice C Lee und John C Lee |
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Online |
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Inhalt :: Content Umfassendes Referenzwerk mit rund 150 begutachteten Beiträgen zu den theoretischen Grundlagen und der empirischen Umsetzung moderner finanzwirtschaftlicher Modelle. Der inhaltliche Fokus liegt auf der Verknüpfung ökonometrischer und statistischer Methoden mit computergestützten Technologien wie Machine Learning und Deep Learning zur Analyse von Finanzmärkten und Steuerung von Risiken. Der Online-Ausgabe liegt die 2025 veröffentlichte, 4-bändige Printausgabe zugrunde. |
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Verlag :: Publisher World Scientific Publishing |
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Preis :: Price Preise auf Anfrage / Prices on request |
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Das Angebot richtet sich nicht an Verbraucher i. S. d. § 13 BGB und Letztverbraucher i. S. d. PAngV. |
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ISBN/ISSN 978-981-98-0995-0 Bestellnummer bei digento :: digento order number 10593202 |
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Verlagsinformation :: Publisher's information This handbook (in 4 volumes) investigates important tools for empirical and theoretical research in finance and accounting. Based on editors' and contributors' years of experience working in the industry, teaching classes, conducting research, writing textbooks, and editing journals on the subject of financial econometrics, mathematics, statistics, and technology, this handbook will review, discuss, and integrate theoretical, methodological, and practical issues of financial econometrics, mathematics, statistics, and machine learning. Volume 1 lays the groundwork with key methodologies and innovative approaches. From financial econometrics to the application of machine learning in risk management, this volume covers critical topics such as optimal futures hedging and the impacts of CEO compensation on corporate innovation. It also delves into advanced techniques in option bound determination, the influence of economic institutions on banking stability, and the latest in mortgage loan pricing predictions using ML-RNN, along with systemic risk assessment using bivariate copulas. Volume 2 explores sophisticated financial theories and machine learning applications. Readers will encounter stochastic volatility models and the complexities of implied variance in option pricing, along with in-depth discussions on real and exotic options and the diversification benefits of U.S. international equity funds. This volume also highlights groundbreaking applications of machine learning for stock selection and credit risk assessment, significantly enhancing decision-making processes in the finance sector. Volume 3 addresses critical issues in corporate finance and risk analysis, with a strong focus on practical implications. It covers the role of international transfer pricing, corporate reorganization, and executive share option plans. Additionally, it presents empirical studies on mutual fund performance and market model forecasting. This volume introduces innovative approaches in hedging, capital budgeting, and nonlinear models in corporate finance research, providing valuable insights for professionals and academics alike. Volume 4 explores the integration of big data and advanced econometrics in finance. It examines the impact of lead independent directors on earnings management and the dynamic relationship between stock prices and exchange rates. Readers will find cutting-edge techniques in survival analysis, deep neural networks for credit risk, and volatility spillovers during market crises. Written in a comprehensive manner, the four volumes discuss how to use higher moment theory to analyze investment analysis and portfolio management. In addition, they also discuss risk management theory and ist application. Readership: |
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