The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code sa
The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code sa
Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump p
Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financ
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While man
This volume covers the topic of mathematical approaches for modeling structured products that are credit-linked to an underlying portfolio of credit-risky instruments. The authors do not present all t
During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical n
An accessible guide to the essential elements of debt markets and their analysisThe Bloomberg Visual series covers today?s most relevant finance and trading topics in a comprehensive, yet easy-to-foll
A process-driven approach to investment management that lets you achieve the same high gains as the most successful portfolio managers, but at half the costWhat do you pay for when you hire a portfoli
The Corpus Librorum Emblematum (CLE ) Series presents documentation relating to printed books belonging to the tradition of emblems and imprese.The individual catalogues provide comprehensive short-ti
