Authors:
- Introduces remedies and solutions in a concise and pragmatic way
- Illustrated by abundant numerical examples
- Organized on 3 reading levels for audience with diverse backgrounds and focuses
Part of the book series: SpringerBriefs in Operations Research (BRIEFSOPERAT)
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Table of contents (6 chapters)
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Front Matter
About this book
It deals with often underestimated issues related to the use of financial quantitative data, such as non-stationarity issues, accuracy issues and modeling issues. It provides practical remedies or ways to develop new calculation methodologies to avoid pitfalls in using data, as well as solutions for risk management issues in financial market.
The book is intended to help professionals in financial industry to use quantitative data in a safer way.
Authors and Affiliations
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Department of Finance, ESCP Europe, Luxembourg, Luxembourg
Alain Ruttiens
About the author
Alain Ruttiens is a former banker who has worked with major banks, beginning his career with Banque Indosuez (Belgium) and ending it as director of the Financial Engineering Department at CBC Banque (Brussels, an affiliate of KBC Bank). He is the founding partner of NEURON sà rl (Luxembourg), a consulting firm specialized in financial markets and funds management. He is also an Affiliate Professor at the Ecole Supérieure de Commerce de Paris (France) and teaches or has taught at several universities and institutions, including the HEC Paris, Sorbonne University of Paris I, the Institut d’Etudes Politiques (Paris), the CSVG (Vietnam) and the Ecole Supérieure des Affaires, Beirut (Lebanon). Alain is the author of several books and research papers.
Bibliographic Information
Book Title: Decision Making with Quantitative Financial Market Data
Book Subtitle: Applications, Precautions and Pitfalls
Authors: Alain Ruttiens
Series Title: SpringerBriefs in Operations Research
DOI: https://doi.org/10.1007/978-3-030-67580-6
Publisher: Springer Cham
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Softcover ISBN: 978-3-030-67579-0Published: 03 March 2021
eBook ISBN: 978-3-030-67580-6Published: 01 March 2021
Series ISSN: 2195-0482
Series E-ISSN: 2195-0504
Edition Number: 1
Number of Pages: X, 61
Number of Illustrations: 15 b/w illustrations, 9 illustrations in colour
Topics: Operations Research/Decision Theory, Risk Management, Capital Markets, Financial Engineering