Practical Net For Financial Markets
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Author |
: Vivek Shetty |
Publisher |
: Apress |
Total Pages |
: 525 |
Release |
: 2006-11-17 |
ISBN-10 |
: 9781430201472 |
ISBN-13 |
: 1430201479 |
Rating |
: 4/5 (72 Downloads) |
Synopsis Practical .NET for Financial Markets by : Vivek Shetty
* Hardcore .NET solutions for advanced, distributed financial applications. * Fascinating insight into operation of Equity markets and the challenges this poses for technology solutions – you do not have to be an equity market insider to use this book. * Examines next generation trading challenges, and potential solutions using .NET 2.0 and emerging technology, such as Avalon, Indigo and Longhorn.
Author |
: Jack Xu |
Publisher |
: UniCAD |
Total Pages |
: 618 |
Release |
: 2016-12-05 |
ISBN-10 |
: 9780979372551 |
ISBN-13 |
: 0979372550 |
Rating |
: 4/5 (51 Downloads) |
Synopsis Practical C# and WPF For Financial Markets by : Jack Xu
Practical C# and WPF for Financial Markets provides a complete explanation of .NET programming in quantitative finance. It demonstrates how to implement quant models and back-test trading strategies. It pays special attention to creating business applications and reusable C# libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: • Overview of C#, WPF programming, data binding, and MVVM pattern, which is necessary to create MVVM compatible .NET financial applications. • Step-by-step approaches to create a variety of MVVM compatible 2D/3D charts, stock charts, and technical indicators using my own chart package and Microsoft chart control. • Introduction to free market data retrieval from online data sources using .NET interfaces. These data include EOD, real-time intraday, interest rate, foreign exchange rate, and option chain data. • Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as discussions on related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. • Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, SVM, and neural networks. • In-depth descriptions of trading strategy development and back-testing, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios.
Author |
: Daniel J. Duffy |
Publisher |
: John Wiley & Sons |
Total Pages |
: 866 |
Release |
: 2013-03-04 |
ISBN-10 |
: 9780470030080 |
ISBN-13 |
: 0470030089 |
Rating |
: 4/5 (80 Downloads) |
Synopsis C# for Financial Markets by : Daniel J. Duffy
A practice-oriented guide to using C# to design and program pricing and trading models In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software. Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, www.datasimfinancial.com/forum/viewforum.php?f=196&sid=f30022095850dee48c7db5ff62192b34, providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
Author |
: Marc Levinson |
Publisher |
: The Economist |
Total Pages |
: 250 |
Release |
: 2018-07-24 |
ISBN-10 |
: 9781541742512 |
ISBN-13 |
: 1541742516 |
Rating |
: 4/5 (12 Downloads) |
Synopsis Guide to Financial Markets by : Marc Levinson
The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Author |
: David Chambers |
Publisher |
: CFA Institute Research Foundation |
Total Pages |
: 306 |
Release |
: |
ISBN-10 |
: 9781944960162 |
ISBN-13 |
: 1944960163 |
Rating |
: 4/5 (62 Downloads) |
Synopsis Financial Market History: Reflections on the Past for Investors Today by : David Chambers
Since the 2008 financial crisis, a resurgence of interest in economic and financial history has occurred among investment professionals. This book discusses some of the lessons drawn from the past that may help practitioners when thinking about their portfolios. The book’s editors, David Chambers and Elroy Dimson, are the academic leaders of the Newton Centre for Endowment Asset Management at the University of Cambridge in the United Kingdom.
Author |
: Jack Xu |
Publisher |
: UniCAD |
Total Pages |
: 652 |
Release |
: 2019-03 |
ISBN-10 |
: 9780979372568 |
ISBN-13 |
: 0979372569 |
Rating |
: 4/5 (68 Downloads) |
Synopsis Practical Quantitative Finance with ASP.NET Core and Angular by : Jack Xu
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 back-testing for crossover and z-score based trading signals.
Author |
: Vivek Shetty |
Publisher |
: Apress |
Total Pages |
: 0 |
Release |
: 2014-11-05 |
ISBN-10 |
: 1430211768 |
ISBN-13 |
: 9781430211761 |
Rating |
: 4/5 (68 Downloads) |
Synopsis Practical .NET for Financial Markets by : Vivek Shetty
* Hardcore .NET solutions for advanced, distributed financial applications. * Fascinating insight into operation of Equity markets and the challenges this poses for technology solutions – you do not have to be an equity market insider to use this book. * Examines next generation trading challenges, and potential solutions using .NET 2.0 and emerging technology, such as Avalon, Indigo and Longhorn.
Author |
: Barry J. Eichengreen |
Publisher |
: Peterson Institute for International Economics |
Total Pages |
: 224 |
Release |
: 1999 |
ISBN-10 |
: UCSD:31822026126599 |
ISBN-13 |
: |
Rating |
: 4/5 (99 Downloads) |
Synopsis Toward a New International Financial Architecture by : Barry J. Eichengreen
Recoge: 1. Introduction-2. Summary of recommendations-3. Standars for crisis prevention-4. Banks and capital flows-5. Bailing in the private sector-6. What won't work-7. What the IMF should do (and what we should do about the IMF).
Author |
: Ruben Lee |
Publisher |
: OUP Oxford |
Total Pages |
: 429 |
Release |
: 1998-11-12 |
ISBN-10 |
: 9780191584121 |
ISBN-13 |
: 0191584126 |
Rating |
: 4/5 (21 Downloads) |
Synopsis What is an Exchange? by : Ruben Lee
New technology has revolutionized the nature and threatened the existence of traditional stock and futures exchanges. This book analyses how they have responded to developments in automation,
Author |
: Ser-Huang Poon |
Publisher |
: John Wiley & Sons |
Total Pages |
: 236 |
Release |
: 2005-08-19 |
ISBN-10 |
: 9780470856154 |
ISBN-13 |
: 0470856157 |
Rating |
: 4/5 (54 Downloads) |
Synopsis A Practical Guide to Forecasting Financial Market Volatility by : Ser-Huang Poon
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.