The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.

Optimizing Optimization: The Next Generation of Optimization Applications and Theory (Quantitative Finance)

Business & Money

Satchell, Stephen

Economics

Academic Press

Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking. One of the original contributions in this area is the classic by Cootner entitled 'The Random Nature of Stock Market Prices'. This work investigated the statistical properties of asset prices and was one of the first works to investigate this area in a rigorous manner. Much has happened in this field in the last 35 years and 'Return Distributions in Finance' contains much new information that reflects this huge growth. The authors combined experience reflects not only the new theory but also the new practice in this fascinating area. The rise of financial engineering now allows us to change the nature of asset returns to whatever pattern we desire, albeit at a cost. Benefits and costs can only be understood if we understand the underlying processes. 'Return Distributions in Finance' allows us to gain that understanding.Assists in understanding asset return distributionsProvides a full overview of financial risk management techniques in asset allocationDemonstrates how to use asset return forecast applications

Return Distributions in Finance (Quantitative Finance)

Knight, John

Butterworth-Heinemann

Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey

Forecasting Volatility in the Financial Markets (Quantitative Finance)

Finance

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

Forecasting Expected Returns in the Financial Markets (Quantitative Finance)

A one-of-a-kind reference guide covering the behavioral and statistical explanations for market momentum and the implementation of momentum trading strategies Market Momentum: Theory and Practice is a thorough, how-to reference guide for a full range of financial professionals and students. It examines the behavioral and statistical causes of market momentum while also exploring the practical side of implementing related strategies. The phenomenon of momentum in finance occurs when past high returns are followed by subsequent high returns, and past low returns are followed by subsequent low returns. Market Momentum provides a detailed introduction to the financial topic, while examining existing literature. Recent academic and practitioner research is included, offering a more up-to-date perspective. What type of book is Market Momentum and how does it serve a range of readers' interests and needs? <ul> <li>A holistic market momentum guide for industry professionals, asset managers, risk managers, firm managers, plus hedge fund and commodity trading advisors</li> <li>Advanced text to help graduate students in finance, economics, and mathematics further develop their funds management skills</li> <li>Useful resource for financial practitioners who want to implement momentum trading strategies</li> <li>Reference book providing behavioral and statistical explanations for market momentum</li> </ul> Due to claims that the phenomenon of momentum goes against the Efficient Markets Hypothesis, behavioral economists have studied the topic in-depth. However, many books published on the subject are written to provide advice on how to make money.&nbsp; In contrast, Market Momentum offers a comprehensive approach to the topic, which makes it a valuable resource for both investment professionals and higher-level finance students. The contributors address momentum theory and practice, while also offering trading strategies that practitioners can study.

Market Momentum: Theory and Practice (The Wiley Finance Series)

GRANT, Andrew

wiley

Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.

Derivatives and Hedge Funds

PALGRAVE~MACMILLAN

Divided into two sections, code and commentary, a valuable resource discusses Linux networking support at the source code level; covers the Linux network stack and code, from the General Network Layer to the Device Drivers Layer; and addresses Linux architecture, Transport Control Protocol (TCP), and more. Original. (Intermediate).

Linux IP Stacks Commentary: Guide to Gaining Insider's Knowledge on the IP Stacks of the Linux Code

Computers & Technology

Clifford, H.B.J.

Networking & Cloud Computing

Coriolis Group

A dynamic new guide to personal investment for the era of cryptocurrencies and personal trading platforms. We're all investors now. The first quarter of the new century has seen developments in technology, monetary policy, and the management of large companies that have transformed personal savings and investment around the world. Love it, loathe it, or just not interested in it, this innovation has changed not only the nature of money, but our understanding of what it means to invest--whether we want to safeguard our pensions, experiment with personal trading platforms, or simply understand how the markets really work. How to Invest&nbsp;aims to help investors navigate this new world, offering a principles-based, keep-it-simple approach to help them make investment decisions and have investment conversations that will make the most of their money.

How to Invest: Navigating the Brave New World of Personal Investment (Economist Books)

Stanyer, Peter

Javaid, Masood

The Economist Books, an imprint of Pegasus Books

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Books by Satchell, Stephen