It is crazy to teach business students both R and Python at the same time! It was my thought when asked to teach such a course in 2020. However, after one-semester’s heavy struggle together with my students, I found that such a course is not only possible, but also desirable. In this paper, my...

The gegravity Python package is a collection of tools for analyzing general equilibrium, structural gravity models of international trade. It provides a framework for estimating structural gravity models, simulating counterfactual trade experiments, and conducting Monte Carlo simulations to...

The prominence of textual data in accounting research has increased dramatically. To assist researchers in understanding and using textual data, this monograph defines and describes common measures of textual data and then demonstrates the collection and processing of textual data using the...

"Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in...

We examine the impact of the Securities and Exchange Commission (SEC)'s XBRL (eXtensible Business Reporting Language) mandate on the timeliness of financial reporting, measured by the reporting lag between fiscal period end and the filing date. Using annual and quarterly filing data from 2007 to...

I have put together a compendium of over 500 C++ programs, discussing a plethora of topics spanning from modern C++ programming style, the standard template library(STL) containers and algorithms, numerical linear algebra, using Quantlib, to creating data structures and solvers commonly found in...

"The book has evolved and adapted from an earlier book by the same author and provides a detailed introduction to analytical methods commonly used by fishery scientists, ecologists, and advanced students using the open source software R as a programming tool."

Background of credit risk and Java visualization for expected exposure -- Theoretical phase of a real-world case study -- Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method -- Theoretical approach of the real-world...

"This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the...

Cryptography in Blockchain -- Bitcoin Mining and Python Programming Demonstration -- Consensus for Blockchain and Distributed Ledger Technologies -- Token Economics and Valuation -- Cryptocurrency as an Alternative Investment Class -- A Look at Security and Privacy: Bitcoin, Cryptocurrencies and...

The quality of corporate financial reporting has long been the interests of financial reporting users, such as investors, financial analysts, and regulators. Comparability is a key qualitative characteristic of accounting information that facilitates the comparison of financial statements....

En la actualidad el uso de Generics está ampliamente difundido y le otorga a la programación un alto grado de reusabilidad y control. En particular cuando se menciona Generics, la reusabilidad y control se da sobre los tipos que deseamos que utilicen nuestras clases, estructuras e interfaces....

xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fi xed- and random- eff ects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full...

In this paper, I present the implementation of Portfolio Risk Measures in Python 3.5. Several Risk Measures such as VaR, CVaR and MVaR are adopted and different methodologies of computation are showed: Parametric and Historical. The portfolio is dinamical in the sense that each day computes the...

This work is to implement in Python the SABR volatility model for swaptions and its calibration. The attached script takes market data of forward rates and swaption volatilities, then calibrates the parameters in order to get the implied volatilities.Formulas are given by Hagan et al. (2002), it...

Asset prices to returns -- Building a portfolio -- Concluding returns -- Standard deviation -- Skewness -- Visualizing rolling kurtosis -- Shiny app skewness and kurtosis -- Concluding risk -- Portfolio theory -- Sharpe ratio -- Concluding portfolio theory -- Practice and applications -- Monte...

Intro -- Titelseite -- Impressum -- Inhaltsverzeichnis -- Einführung -- Haben Sie das richtige Buch gewählt? -- Konventionen in diesem Buch -- Überprüfen Sie Ihre Sicherheitseinstellungen -- Törichte Annahmen über die Leser -- Symbole, die in diesem Buch verwendet werden -- Beispieldateien...

Model-based engineering is a well-established approach to cope with the complexity of today's embedded systems. Furthermore, model-based engineering can address industry needs for highly automated development solutions to foster correctness of safety-critical systems. In contrast, there is a...

Techniques such as cellular automata and agent-based modelling have long been used to capture and simulate the temporal dynamics of spatial information. Tools commonly employed to implement spatial simulation models include code libraries and pre-compiled models; the former require advanced...

A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and...

Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the...

Verl.Beschr.: Dieses Standardwerk für statistische Methoden in den Biowissenschaften und der Medizin stellt leicht verständlich, anschaulich und praxisnah sowohl Studenten und Dozenten als auch Praktikern alle notwendigen Methoden zur gezielten und umsichtigen Datengewinnung, -analyse und...