Carol Alexander Bücher

Focusing on econometric techniques essential for finance, this volume by Professor Carol Alexander delves into methods like GARCH, cointegration, and copulas, tailored for market risk analysis. It serves as a comprehensive guide for a one-semester graduate course, presenting concepts alongside empirical examples and Excel illustrations. The critical and selective approach enhances understanding, making complex techniques accessible for students and professionals alike.

Focusing on the foundational concepts of financial risk management, this book serves as an introductory guide for aspiring financial risk managers and asset managers. It is designed for readers with a moderate understanding of high school-level mathematics, emphasizing conceptual understanding over mathematical rigor. Unique in its approach, it covers both continuous and discrete time finance, illustrating how these disciplines intersect. This comprehensive guide equips readers with practical tools for immediate application in the finance sector.

In part 1, Carol Alexander brings many new insights to the pricing and hedging of options with her understanding of volatility and correlation, and the uncertainty which surrounds these key determinants of option portfolio risk. Modelling the market risk of portfolios is covered in part 2 where the main focus is on a linear algebraic approach; the covariance matrix and principal component analysis are developed as key tools for the analysis of financial systems. The traditional time series econometric approach is explained in part 3, with coverage ranging from the application cointegration to long-short equity hedge funds, to high-frequency data prediction using neural networks and nearest neighbour algorithms . Throughout this text the emphasis is on understanding concepts and implementing solutions. It has been designed to be accessible to a very wide audience: the coverage is comprehensive and complete and the technical appendix makes the book largely self-contained.

Percy McGoo is a dog with his own band who loves to sing and dance. He tries to perform in a number of venues but is told to leave. He finally finds someone who invites him to stay and play.

The book explores the folktale genre, emphasizing its tradition of being passed down through generations. It engages readers with writing activities designed to inspire them to create their own folktales, fostering creativity and a deeper understanding of storytelling.

Exploring the shared human experience, the poems convey a sense of unity amidst life's challenges, highlighting both connection and solitude. The author urges readers to embrace life fully, blending humor with poignant reflection. With exceptional storytelling skill, the collection captures the complexity of existence, encouraging a balance of joy and sorrow. Proceeds from the book support the Waterkeeper Alliance, emphasizing a commitment to environmental advocacy alongside literary artistry.