Quantitative Methods in Economics and Finance

• Autres auteurs: Kliestik, Tomas (Éditeur intellectuel), Valaskova, Katarina (Éditeur intellectuel), Kovacova, Maria (Éditeur intellectuel)
• Format: Électronique Chapitre de livre
• Langue: anglais
• Publié: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
• Sujets: Coins, banknotes, medals, seals (numismatics); omnichannel (omni-channel) sales; sales funnel; cost of sales; customer relationship management (CRM), Big Data; robo-advisor; financial innovations; diffusion; exchange traded funds; stock index futures; stock index options; stock market indexes; business finance; earnings management; EBIT; financial modelling; homogeneity; stationarity; time series methods; unit root; loan pricing; RAROC; loan origination; exchange-rate risk; long-range dependency; wavelets; multi-frequency analysis; AUD-USD exchange rate; π-option; American-type option; optimal stopping; Monte Carlo simulation; economic security of companies; valuation of intangible assets and intellectual property; International Valuation Standards (IVS); legal disputes over intellectual rights; time series; prediction; exchange rate; artificial neural networks; radial basis function; multi-layer perceptron; seasonal fluctuations; global economy
• Accès en ligne: DOAB: download the publication; DOAB: description of the publication

The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of excha...