Forma i typ
E-booki
(2)
IBUK Libra
(2)
Autor
Kliber Paweł
(1)
zbiorowa Praca
(1)
Rok wydania
2020 - 2024
(1)
2010 - 2019
(1)
Kraj wydania
Polska
(2)
Język
angielski
(2)
2 wyniki Filtruj
E-book
W koszyku
Data zmiany: 04.11.2023
In the current issue of the journal Econometrics. Ekonometria. Advances in Applied Data Analysis comprises three articles. Karolina Siemaszkiewicz presents a comparison between the global financial crisis and the COVID-19 pandemic with the use of safe haven instruments. The author tried to compare the performance of safe haven assets during the global financial crisis and the COVID-19 pandemic in such countries as Germany, Great Britain, France, Spain, Italy, and Poland. Grażyna Trzpiot and Magdalena Kawecka discuss the labour market status of young people in selected countries of the European Union. The authors used the taxonomic approach: hierarchical methods to agglomerate objects through a dendrogram and the non- -hierarchical k-means method. Non-monetary indicators of social exclusion is the subject of the article by Łukasz Kozar. The aim of the paper was to identify the key non-monetary indicators of this phenomenon and to develop a synthetic measure to rank and compare the EU-10 countries.
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E-book
W koszyku
Data zmiany: 04.11.2023
This textbook contains materials for several courses which are taught in the Master’s Programme in Financial Engineering that is run at the Poznań University of Economics and Business. The book consists of seven chapters that cover the main areas of quantitative finance: investment, financial instruments pricing, financial risk measuring and management as well as corporate finance. The main part of the book is devoted to the mathematical models used in the field of finance. There are four chapters devoted to the pricing of financial instruments: from pricing equities using Capital Asset Pricing Model, through derivative instruments on equites, to more complicated derivatives on interest rates. The last topic is illustrated with some genuine examples from the markets in the post-crisis period. One chapter describes basic models and concepts used in measuring financial risk. Two other chapters are about investment. One describes the way in which companies finance their activities. The second one describes investment strategies of hedge funds. All chapters contain exercises and examples from the real markets. In order to understand the topics from the textbook, some prerequisites are required. It is assumed that a potential reader knows the basics of probability theory, linear algebra and calculus. The knowledge of econometrics and statistical methods used in economics will also be useful in better comprehension of the book. All these issues are usually taught in Bachelor’s programmes in Economics or Finance.
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