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Experiments in Quantitative Finance, Paperback by Gibbons, Joel Clarke, Like ...
- Item No : 388299513291
- Condition : Like New
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* Item Description
- Experiments in Quantitative Finance, Paperback by Gibbons, Joel Clarke, ISBN 1412845912, ISBN-13 9781412845915, Like New Used, Free P&P in the UK
Gibbons, a trading and investment consultant, presents original quantitative models for understanding various types of financial markets. The experiments described in this book illuminate the premises of the author's previous book, Dysfunctions of the Welfare State. Part 1 is devoted to interest rates and fixed-income securities; it presents a model of treasury futures, a model of interest rates with applications to active market timing, and a model of intermediate rates. Part 2 presents mathematical tools for option pricing. One application in particular rests on a new kind of option model in which the underlying security is diffused through time not as simply a random walk, but as a stepwise walk constrained to stay between fixed bounds. Part 3 presents empirical studies in finance and economics, with material on gold volatility, regime switching in the gold and stock markets, and an inflation-forecasting model. Th was originally published by the Xlibris Corporation in 2010. Gibbons was formerly affiliated with the investment subsidiary of Harris Bank of Chicago. Annotation ©2012 Book News, Inc., Portland, OR ()
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