Bøger i Quantitative Finance serien

This book provides comprehensive details of developing ultra-modern, responsive single-page applications (SPA) for quantitative finance using ASP.NET Core and Angular. It pays special attention to create distributed web SPA applications and reusable libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: Overview of ASP.NET Core and Angular, which is necessary to create SPA for quantitative finance.Step-by-step approaches to create a variety of Angular compatible real-time stock charts and technical indicators using ECharts and TA-Lib. Introduction to access market data from online data sources using .NET Web API and Angular service, including EOD, intraday, real-time stock quotes, interest rates. Detailed procedures to price equity options and fixed-income instruments using QuantLib, including European/American/Barrier/Bermudan options, bonds, CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds.Detailed explanation to linear analysis and machine learning in finance, which covers linear regression, PCA, KNN, SVM, and neural networks. In-depth descriptions of trading strategy development and backtesting for crossover and z-score based trading signals.

A collection of research about the impact of takeover regulation and corporate governance on M and A financial results. It is suitable for various M and A specialists, an investment banker, a hedge fund manager, a private equity director, or a venture capitalist and financial analysts who follow M and A targets.

Contains articles dealing with quantitative and qualitative analyses of this popular and important area of finance - IPO. These articles address methods of IPO performance, international IPOs, IPO evaluation, IPO underwriting, evaluation and bookbuilding. This reader is intended for researchers, academics, and graduate students.

Contains scientific articles showcasing the research on venture capital in Europe. This book examines the major issues regarding venture capital investment, including contracting, financing, regulation, and valuation. It identifies the trends in the venture capital arena and includes overview papers about the venture capital industry.

It is a well-know fact that mergers and acquisitions activity comes in waves. This title address the following themes: takeover regulation; the cyclical pattern of the M&A markets and probable causes and effects; methods to determine the performance of success of M&A actions; cross border deals; and, means of payment and its effects.

With about $450 billion in assets, funds of hedge funds are the darling of investors. A Fund of Hedge Funds (FOF) spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns. This book presents the academic research about funds of hedge funds.

Presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. This book illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications.