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Quantitative Methods in Economics and Finance
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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 exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
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Keywords
- American-type option
- Antiques & collectables
- Artificial Neural Networks
- AUD–USD exchange rate
- Business Finance
- cost of sales
- customer relationship management (CRM), Big Data
- Diffusion
- earnings management
- EBIT
- economic security of companies
- Exchange Rate
- Exchange traded funds
- exchange-rate risk
- financial innovations
- financial modelling
- global economy
- Homogeneity
- International Valuation Standards (IVS)
- legal disputes over intellectual rights
- Lifestyle, sport & leisure
- loan origination
- loan pricing
- long-range dependency
- Monte Carlo simulation
- multi-frequency analysis
- multi-layer perceptron
- omnichannel (omni-channel) sales
- optimal stopping
- prediction
- radial basis function
- RAROC
- robo-advisor
- sales funnel
- seasonal fluctuations
- stationarity
- Stock index futures
- stock index options
- stock market indexes
- time series
- time series methods
- unit root
- valuation of intangible assets and intellectual property
- wavelets
- π-option
Links
DOI: 10.3390/books978-3-0365-0537-4Editions