Series: Wiley Finance Series

Published Online: 27 Dec 2004

Editor(s): Christian L. Dunis, Jason Laws, Patrick N

Copyright © 2003 John Wiley & Sons, Ltd

TOC:

Front Matter (p i-xx)

Chapter 1:
Applications of Advanced Regression Analysis for Trading and Investment (p 1-40)
Chapter 2:
Using Cointegration to Hedge and Trade International Equities (p 41-69)
Chapter 3:
Modelling the Term Structure of Interest Rates: An Application of Gaussian Affine Models to the German Yield Curve (p 71-128)

Chapter 4:
Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination (p 129-162)
Chapter 5:
Implementing Neural Networks, Classification Trees, and Rule Induction Classification Techniques: An Application to Credit Risk (p 163-192)
Chapter 6:
Switching Regime Volatility: An Empirical Evaluation (p 193-211)
Chapter 7:
Quantitative Equity Investment Management with Time-Varying Factor Sensitivities (p 213-237)
Chapter 8:
Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk (p 239-291)
Chapter 9:
Portfolio Analysis Using Excel (p 293-311)
Chapter 10:
Applied Volatility and Correlation Modelling Using Excel (p 313-332)
Chapter 11:
Optimal Allocation of Trend-Following Rules: An Application Case of Theoretical Results (p 333-347)
Chapter 12:
Portfolio Management and Information from Over-the-Counter Currency Options (p 349-380)
Chapter 13:
Filling Analysis for Missing Data: An Application to Weather Risk Management (p 381-399)
Index (p 401-405)