Christopher Hian Ann Ting's Books

Algorithmic Finance: A Companion To Data Science

By: Christopher Hian-ann Ting

Write a review Read reviews Take a Quiz Solve Book Puzzle

Algorithmic Finance: A Companion To Data Science

By: Christopher Hian-ann Ting

Why is data science a branch of science? Is data science just a catchy rebranding of statistics?Data science provides tools for statistical analysis and machine learning. But, as much as application problems without tools are lame, tools without application problems are vain. Through example after example, this book presents the algorithmic aspects of statistics and show how some of the tools are applied to answer questions of interest to finance.This book champions a fundamental principle of science — objective reproducibility of evidence independently by others. From a companion web site, readers can download many easy-to-understand Python programs and real-world data. Independently, readers can draw for themselves the figures in the book. Even so, readers are encouraged to run the statistical tests described as examples to verify their own results against what the book claims.This book covers some topics that are seldom discussed in other textbooks. They include the methods to adjust for dividend payment and stock splits, how to reproduce a stock market index such as Nikkei 225 index, and so on. By running the Python programs provided, readers can verify their results against the data published by free data resources such as Yahoo! finance. Though practical, this book provides detailed proofs of propositions such as why certain estimators are unbiased, how the ubiquitous normal distribution is derived from the first principles, and so on.This see-for-yourself textbook is essential to anyone who intends to learn the nuts and bots of data science, especially in the application domain of finance. Advanced readers may find the book helpful in its mathematical treatment. Practitioners may find some tips from the book on how an ETF is constructed, as well as some insights on a novel algorithmic framework for pair trading to generate statistical arbitrage.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

409

Publisher

World Scientific

Published Date

ISBN 10

9811238324

ISBN 13

9789811238321

Introduction To Quantitative Finance, An: A Three-principle Approach

By: Christopher Hian-ann Ting

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction To Quantitative Finance, An: A Three-principle Approach

By: Christopher Hian-ann Ting

This concise textbook provides a unique framework to introduce Quantitative Finance to advanced undergraduate and beginning postgraduate students. Inspired by Newton's three laws of motion, three principles of Quantitative Finance are proposed to help practitioners also to understand the pricing of plain vanilla derivatives and fixed income securities.The book provides a refreshing perspective on Box's thesis that 'all models are wrong, but some are useful.' Being practice- and market-oriented, the author focuses on financial derivatives that matter most to practitioners.The three principles of Quantitative Finance serve as buoys for navigating the treacherous waters of hypotheses, models, and gaps between theory and practice. The author shows that a risk-based parsimonious model for modeling the shape of the yield curve, the arbitrage-free properties of options, the Black-Scholes and binomial pricing models, even the capital asset pricing model and the Modigliani-Miller propositions can be obtained systematically by applying the normative principles of Quantitative Finance.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

273

Publisher

World Scientific Publishing Company

Published Date

ISBN 10

9814704326

ISBN 13

9789814704328

Algorithmic Finance: A Companion To Data Science

By: Christopher Hian-ann Ting

Write a review Read reviews Take a Quiz Solve Book Puzzle

Algorithmic Finance: A Companion To Data Science

By: Christopher Hian-ann Ting

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

409

Publisher

World Scientific

Published Date

ISBN 10

9811238324

ISBN 13

9789811238321

Introduction To Quantitative Finance, An: A Three-principle Approach

By: Christopher Hian-ann Ting

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction To Quantitative Finance, An: A Three-principle Approach

By: Christopher Hian-ann Ting

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

273

Publisher

World Scientific Publishing Company

Published Date

ISBN 10

9814704326

ISBN 13

9789814704328

An Introduction to Quantitative Finance

A Three-principle Approach

By: Christopher Hian Ann Ting

Write a review Read reviews Take a Quiz Solve Book Puzzle

An Introduction to Quantitative Finance

A Three-principle Approach

By: Christopher Hian Ann Ting

This concise textbook provides a unique framework to introduce Quantitative Finance to advanced undergraduate and beginning postgraduate students. Inspired by Newton's three laws of motion, three principles of Quantitative Finance are proposed to help practitioners also to understand the pricing of plain vanilla derivatives and fixed income securities. The book provides a refreshing perspective on Box's thesis that "all models are wrong, but some are useful." Being practice- and market-oriented, the author focuses on financial derivatives that matter most to practitioners. The three principles of Quantitative Finance serve as buoys for navigating the treacherous waters of hypotheses, models, and gaps between theory and practice. The author shows that a risk-based parsimonious model for modeling the shape of the yield curve, the arbitrage-free properties of options, the Black-Scholes and binomial pricing models, even the capital asset pricing model and the Modigliani-Miller propositions can be obtained systematically by applying the normative principles of Quantitative Finance.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

248

Publisher

World Scientific Publishing Company

Published Date

ISBN 10

981470430X

ISBN 13

9789814704304

Book's by Christopher Hian Ann Ting

Algorithmic Finance: A Companion To Data Science

Algorithmic Finance: A Companion To Data Science

Introduction To Quantitative Finance, An: A Three-principle Approach

Introduction To Quantitative Finance, An: A Three-principle Approach

Algorithmic Finance: A Companion To Data Science

Algorithmic Finance: A Companion To Data Science

Introduction To Quantitative Finance, An: A Three-principle Approach

Introduction To Quantitative Finance, An: A Three-principle Approach

An Introduction to Quantitative Finance

An Introduction to Quantitative Finance

Username

Password

Username

Password

Password again

Birthday

Email