December 3, 2020

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Market Data Explained

Market Data Explained
Author : Marc Alvarez
Publisher : Elsevier
Release Date : 2011-04-01
Category : Business & Economics
Total pages :136
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Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as “market data , the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today’s business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model – a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features: 1. Uniqueness – this is the first comprehensive catalog and taxonomy to be made available for a business audience 2. Industry Acceptance – the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms 3. Comprehensiveness – there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources 4. Independence – the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships Provides a common taxonomy and naming conventions that handles the highly varied, geographically and language dependent nature of the content

MDDL and the Quest for a Market Data Standard

MDDL and the Quest for a Market Data Standard
Author : Martin Christopher Sexton
Publisher : Elsevier
Release Date : 2011-02-23
Category : Business & Economics
Total pages :320
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The aim of this book is to provide an objective vendor independent assessment of the Market Data Definition Language (MDDL), the eXtensible Mark-up Language (XML) standard for market data. Assuming little previous knowledge of the standard, or of systems networking, the book identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read. Technical material is set off so that Systems Analysts are provided with an explanation to the standard’s business terms, context and deep hierarchical structure thus enabling them to create MDDL compliant interfaces. In this way, the book confers the knowledge to enable business and technology professionals to converse comfortably regarding financial systems integration. First book to present the business case for MDDL adoption and implementation Identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read Technical material is set off from the text for systems analysts and provides comprehensive explanations of terms, context and deep hierarchical structure, thus enabling them to create MDDL compliant interfaces

Handbook of Financial Data and Risk Information I

Handbook of Financial Data and Risk Information I
Author : Margarita S. Brose,Mark D. Flood,Dilip Krishna,Bill Nichols
Publisher : Cambridge University Press
Release Date : 2014-01-09
Category : Business & Economics
Total pages :658
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A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.

Consumer Market Data Handbook

Consumer Market Data Handbook
Author : United States. Bureau of Foreign and Domestic Commerce (Dept. of Commerce)
Publisher : Unknown
Release Date : 1939
Category : Government publications
Total pages :464
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Managing Financial Information in the Trade Lifecycle

Managing Financial Information in the Trade Lifecycle
Author : Martijn Groot
Publisher : Elsevier
Release Date : 2010-07-28
Category : Business & Economics
Total pages :288
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Information is the oxygen supply of the financial markets. Financial information, or data, is so important that companies such as Barclays and Citigroup now have executive positions of Chief Data Officer or Head of Data Acquisition. This book, by a long-time industry insider at one of the leading data management vendors, discusses the present and future of financial data management by focusing on the lifecycle of the financial instruments (stocks, bonds, options, derivatives) that generate and require data to keep the markets moving. This book is a concise reference manual of the financial information supply chain and how to maximize effectiveness and minimize cost. *First book fully dedicated to financial information supply chain and how to manage it effectively *Addresses hot topics that readers need to know: regulatory reporting regulations, data pooling, hubs, and data exchanges *Draws from actual lessons learned and presents many real-life scenarios of the business

Soft Computing for Data Mining Applications

Soft Computing for Data Mining Applications
Author : K. R. Venugopal,K.G. Srinivasa,L. M. Patnaik
Publisher : Springer Science & Business Media
Release Date : 2009-03-11
Category : Computers
Total pages :341
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The authors have consolidated their research work in this volume titled Soft Computing for Data Mining Applications. The monograph gives an insight into the research in the ?elds of Data Mining in combination with Soft Computing methodologies. In these days, the data continues to grow - ponentially. Much of the data is implicitly or explicitly imprecise. Database discovery seeks to discover noteworthy, unrecognized associations between the data items in the existing database. The potential of discovery comes from the realization that alternate contexts may reveal additional valuable information. The rate at which the data is storedis growing at a phenomenal rate. Asaresult,traditionaladhocmixturesofstatisticaltechniquesanddata managementtools are no longer adequate for analyzing this vast collection of data. Severaldomainswherelargevolumesofdataarestoredincentralizedor distributeddatabasesincludesapplicationslikeinelectroniccommerce,bio- formatics, computer security, Web intelligence, intelligent learning database systems,?nance,marketing,healthcare,telecommunications,andother?elds. E?cient tools and algorithms for knowledge discovery in large data sets have been devised during the recent years. These methods exploit the ca- bility of computers to search huge amounts of data in a fast and e?ective manner. However,the data to be analyzed is imprecise and a?icted with - certainty. In the case of heterogeneous data sources such as text and video, the data might moreover be ambiguous and partly con?icting. Besides, p- terns and relationships of interest are usually approximate. Thus, in order to make the information mining process more robust it requires tolerance toward imprecision, uncertainty and exceptions.

Interest Rate Derivatives Explained

Interest Rate Derivatives Explained
Author : J. Kienitz
Publisher : Springer
Release Date : 2014-12-05
Category : Business & Economics
Total pages :207
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Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.

21st Century Economics: A Reference Handbook

21st Century Economics: A Reference Handbook
Author : Rhona C. Free
Publisher : SAGE
Release Date : 2010-05-14
Category : Business & Economics
Total pages :1000
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Interest in economics is at an all-time high. Among the challenges facing the nation is an economy with rapidly rising unemployment, failures of major businesses and industries, and continued dependence on oil with its wildly fluctuating price. Americans are debating the proper role of the government in company bailouts, the effectiveness of tax cuts versus increased government spending to stimulate the economy, and potential effects of deflation. Economists have dealt with such questions for generations, but they have taken on new meaning and significance. Tackling these questions and encompassing analysis of traditional economic theory and topics as well as those that economists have only more recently addressed, 21st Century Economics: A Reference Handbook is intended to meet the needs of several types of readers. Undergraduate students preparing for exams will find summaries of theory and models in key areas of micro and macroeconomics. Readers interested in learning about economic analysis of an issue as well students embarking on research projects will find introductions to relevant theory and empirical evidence. And economists seeking to learn about extensions of analysis into new areas or about new approaches will benefit from chapters that introduce cutting-edge topics. To make the book accessible to undergraduate students, models have been presented only in graphical format (minimal calculus) and empirical evidence has been summarized in ways that do not require much background in statistics or econometrics. It is thereby hoped that chapters will provide both crucial information and inspiration in a non-threatening, highly readable format.

Bank Asset and Liability Management

Bank Asset and Liability Management
Author : Moorad Choudhry
Publisher : John Wiley & Sons
Release Date : 2011-12-27
Category : Business & Economics
Total pages :256
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Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

Smile Pricing Explained

Smile Pricing Explained
Author : P. Austing
Publisher : Springer
Release Date : 2014-08-29
Category : Business & Economics
Total pages :221
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Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.

Data Warehouse Designs

Data Warehouse Designs
Author : Fon Silvers
Publisher : CRC Press
Release Date : 2011-12-14
Category : Computers
Total pages :296
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Market Basket Analysis (MBA) provides the ability to continually monitor the affinities of a business and can help an organization achieve a key competitive advantage. Time Variant data enables data warehouses to directly associate events in the past with the participants in each individual event. In the past however, the use of these powerful tool

High Frequency Trading: Economic Necessity Or Threat to the Economy?

High Frequency Trading: Economic Necessity Or Threat to the Economy?
Author : Stefan Höppel
Publisher : Anchor Academic Publishing (aap_verlag)
Release Date : 2014-03-13
Category : Business & Economics
Total pages :48
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In the last four decades, technological progress led to an electrification of stock tra-ding systems. It was realized that the profitability of trading strategies could be increased by employing computer algorithms to trade autonomously. This led to the implementation of High Frequency Trading (HFT). Theoretically HFT should increase efficiency in financial markets but it seems that, at least under certain circumstances, it causes market instability. The aim of this paper is to discuss the effect of HFT on market quality and why HFT cannot be fully explained by the neoclassical theory of economics. Therefore, the controversial positions in literature will be presented and discussed. It is especially referred to the influence of HFT on liquidity, price discovery and volatility. Primarily, its negative effect on volatility seems to contravene the modern finance. Furthermore, in the course of this work it will be illustrated that, by employing strict regulation of financial markets, this negative impact cannot be reduced to a suf-ficient extent in order for HFT to be characterized as market optimizing, accor-ding to the neoclassical theory of economics."

The Valuation Handbook

The Valuation Handbook
Author : Rawley Thomas,Benton E. Gup
Publisher : John Wiley & Sons
Release Date : 2010
Category : Business & Economics
Total pages :630
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The definitive guide to valuation written by a who′s who of today′s top practitioners The Valuation Handbook differs significantly from other related books on this topic because the contributors are practitioners, academics, and investment firms that explain how they value companies and other assets. It concentrates on specific and innovative valuation techniques, rather than the theoretical approaches more generally accepted and discussed. Given the extreme volatility of the stock market, valuation is a critical issue for analysts, investors, and businesses. Here, various professional contributors explain how their firms approach the valuation process, while academic contributors share their valuation consulting and research experience. Examines how to value assets in today′s dynamic market setting Offers a broad spectrum of ideas from some of the top practitioners and academics in this field Highlights state–of–the–art approaches to company valuation Filled with in–depth insights and expert advice, The Valuation Handbook puts this difficult discipline in perspective.

Information Management and Market Engineering

Information Management and Market Engineering
Author : Thomas Dreier
Publisher : KIT Scientific Publishing
Release Date : 2010
Category :
Total pages :260
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The Structure of Derivatives Exchanges

The Structure of Derivatives Exchanges
Author : George Tsetsekos,Panayotis N. Varangis
Publisher : World Bank Publications
Release Date : 1998
Category : Clearing of securities
Total pages :44
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