Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

Book Description

Limitations in today's software packages for financial modeling system development can threaten the viability of any system--not to mention the firm using that system. Modeling Financial Markets is the first book to take financial professionals beyond those limitations to introduce safer, more sophisticated modeling methods. It contains dozens of techniques for financial modeling in code that minimize or avoid current software deficiencies, and addresses the crucial crossover stage in which prototypes are converted to fully coded models.

Customer Reviews:

Don't Judge a Book by Its Cover.......2006-03-10

I found this book informative and extremely accessible. It's incredulous that all these dorks keep insisting that the title of this book rings false for them. The content does provide a great deal more than the title alone suggests but one could see that by glancing at the content prior to buying the book. What I enjoyed most about it was the matter of fact, easy tone which conveyed so much so simply.

Hands On Programming.......2006-03-06

Lately I've been making heavy use of Amazon's Table of Content look up capability. I think that I didn't use that well enough when I purchased this book. More on that.

I like to buy books as reference material. Things should be easy to find. I bought this book when I was first getting into building Automated Trading Strategies. I had the impression that this would help me.

I no longer support that impression. The Table of Contents has no reflection whatsoever on the financial perspective of the book. If you are looking for inspiration on programming a particular financial capability, one is left with scanning the book sequentially from front to back. There is no detailed table of content. One learns very early in programming that random access may be a trifle harder, but in the end it is much faster. No random access here.

I get the impression the book includes a few financial snippets, but nothing that really builds on anything else. I could be wrong. My attention span was never long enough to persist in finding out stuff in the book.

On the bright side of things, if I was learning .VB and wanted to learn it in within the Financial Modelling world, it might be a good book to pick up.

But as other reviewers suggest, VB isn't a heavy hitter. I grew up with C/C++. Lately, I've been using C# substantially in my Financial Modelling.

So... I'd give this one two thumbs down due to it's lack of ability to be used as a reference. I'm sure there is good info in there somewhere, but how does one find it easily?

I'd instead pick up the O'Reilly book C# Essentials, your favorite Financial Book, and try things out that way.

A very misleading title.......2005-10-19

The book is a jumble of basic financial concepts and way-too-simple VB.NET syntax explanations, which makes me wonder who are its target readers? How many financial professionals will ever want and/or be able to master .NET? As a computer programmer in a financial orgnization, I definitely want to learn a bit more about financial modelling, but this is certainly NOT the book to start with. It's far better to get familiarized with the basics by reading a pure finance or trading book.

Btw, if you read the job ads, there aren't many vacancies for trading system programmers to write VB6/VB.NET code (or any at all). Most would ask for a master in C/C++ or Java or some obscure proprietary language/platform.

How to Program book - not Financial Modeling.......2005-07-22

This is a "How To Program" book which uses financial applications as samples. It is heavy on programming basics and scratches the surface of financial modeling. That's fine if that's what you expect from the book, but the title led me to believe that I'd learn modeling techniques. I expected a book that assumed proficiency in VB and dealt with moderate to advanced financial topics.

If you already know what a where clause is and are proficient at VB.Net, this is not for you. If you know nothing about VB and want to learn it using interesting examples, this is for you.

Programming for Financial Types.......2005-04-14

Sub-Title: Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

This book is written at the delicate interface between financial analysis and computer programming. You could say that it's a book on financial modelling that spends a lot of time telling you how to program. Perhaps more accurately, it is a book on computer programming but written with the vocabulary and direction necessary to have the computer programs automatically select and evaluate investment opportunities.

The particular programming techniques described here use the Microsoft .NET environment, so the examples are very Microsoft centric. Still much of the material would be easily transferred over to other development environments if the reader desires.

Book Description

In the 1980s, public sector unionism has become the most vibrant component of the American labor movement. What does this new "look" of organized labor mean for the economy? Do labor-management relations in the public sector mirror patterns in the private, or do they introduce a novel paradigm onto the labor scene? What can the private sector learn from the success of collective bargaining in the public?

Contributors to When Public Sector Workers Unionize—which was developed from the NBER's program on labor studies—examine these and other questions using newly collected data on public sector labor laws, labor relations practices of state and local governments, and labor market outcomes. Topics considered include the role, effect, and evolution of public sector labor law and the effects that public sector bargaining has on both wage and nonwage issues.

Several themes emerge from the studies in this volume. Most important, public sector labor law has a strong and pervasive effect on bargaining and on wage and employment outcomes in public sector labor markets. Also, public sector unionism affects the economy in ways that are different from, and in many cases opposite to, the ways private sector unionism does, appearing to stimulate rather than reduce employment, reducing rather than increasing layoff rates, and developing innovate ways to settle labor disputes such as compulsory interest arbitration instead of strikes and lockouts found in the private sector.

Average customer rating:

When Public Sector Workers Unionize
Richard B. Freeman Richard B. Freemna
Manufacturer: University Of Chicago Press
ProductGroup: Book
Binding: Paperback
ASIN: B000OP2P5Y

Book Description

Building upon the foundation set in the first edition, Statins: The HMG-CoA Reductase Inhibitors in Perspective examines existing and emerging statins and their beneficial effectiveness in reducing serum cholesterol. The breadth of coverage and depth of information in this book provide an authoritative guide to statins from their discovery through the major clinical trials to the present and explores the future of statin trials and lipid-lowering therapy beyond statins. The book tells the story of statins, for the most part in the words of those who lived it. The major clinical trials from Scandinavia, North America, Australia, New Zealand, and Scotland are detailed by those who conducted them.

The anti-inflammatory actions of HMG-CoA reductase inhibitors in Alzheimer's disease : (Dissertation)

Average customer rating:

The anti-inflammatory actions of HMG-CoA reductase inhibitors in Alzheimer's disease : (Dissertation)
Andrew Christopher Cordle
Manufacturer: ProQuest Information and Learning
ProductGroup: Book
Binding: Digital

General | Science | Subjects | Books

Alzheimer's Disease | Disorders & Diseases | Health, Mind & Body | Subjects | Books

Science & Technology | Subjects | e-Docs | Formats | Books

Book Description

Citation Details

Distributed by ProQuest Information and Learning

Effects of HMG-COA Reductase Inhibitor Therapy on LDL Cholesterol Blood Levels in Hyperlipidemia: A Longitudinal Retrospective Anlaysis Using a Department of Defense Integrated Database

Average customer rating:

Effects of HMG-COA Reductase Inhibitor Therapy on LDL Cholesterol Blood Levels in Hyperlipidemia: A Longitudinal Retrospective Anlaysis Using a Department of Defense Integrated Database

Manufacturer: Storming Media
ProductGroup: Book
Binding: Spiral-bound
ASIN: 1423561678

Product Description

This is a AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A040543. The abstract provided by the Pentagon follows: Annual lipid-lowering therapy costs the Department of Defense (DOD) in excess of $40 million. In 1995, a new computer system was implemented nationwide to assist in tracking medical utilization in addition to performing general operations. Pharmacy, laboratory, and patient administration records were integrated. The purpose of this study was to investigate the five currently marketed HMG-CoA reductase inhibitors (statins) in the military beneficiary population served by this computer system in a selected area. The computer records of patients receiving statin therapy between February 1996 and April 1998 were retrospectively examined: (1) to determine if statin therapy achieved reductions in low-density lipoprotein (LDL) cholesterol levels similar to those seen in clinical trials; (2) to determine if there were any differences between the five statins in the LDL reductions observed; and (3) to compare the cost- effectiveness of the five statins by using annual estimated treatment costs per one percent reduction in LDL. The perspective for the cost-effectiveness analyses was that of the military. An original sample of 4436 patients resulted in 289 final subjects meeting the criteria of being new statin users and having at least one pre- treatment and post-treatment LDL value on file. As the majority of patients received one particular statin, few comparisons could be conducted. Observed reductions in LDL for patients taking pravastatin were less than predicted by clinical trials, but with 95 percent confidence intervals, approached the predicted values.

The expanding role of the HMG-CoA reductase inhibitor, the most widely prescribed drug in the world.(CARDIOLOGY CASEBOOK) : An article from: American Journal of Critical Care

Average customer rating:

The expanding role of the HMG-CoA reductase inhibitor, the most widely prescribed drug in the world.(CARDIOLOGY CASEBOOK) : An article from: American Journal of Critical Care
Laurie G. Futterman , and Louis Lemberg
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital

Injuries & Rehabilitation | Exercise & Fitness | Health, Mind & Body | Subjects | Books

HMG-CoA Reductase Inhibitors (Milestones in Drug Therapy)

Average customer rating:

Misleading Expertise

HMG-CoA Reductase Inhibitors (Milestones in Drug Therapy)

Manufacturer: Birkhauser
ProductGroup: Book
Binding: Hardcover

Immunology | Basic Science | Medicine | Subjects | Books

General | Pharmacology | Medicine | Subjects | Books

Pharmacy | Pharmacology | Medicine | Subjects | Books

Cardiovascular | Diseases | Medicine | Subjects | Books

General | Medicine | Subjects | Books

Cardiology | Internal Medicine | Medicine | Subjects | Books

All Amazon Upgrade | Amazon Upgrade | Stores | Books

Medicine | Amazon Upgrade | Stores | Books

Professional & Technical | Amazon Upgrade | Stores | Books

Science | Amazon Upgrade | Stores | Books

All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books

Medicine | Qualifying Textbooks - Fall 2007 | Stores | Books

Professional | Qualifying Textbooks - Fall 2007 | Stores | Books

Science | Qualifying Textbooks - Fall 2007 | Stores | Books
ASIN: 376436307X

Book Description

HMG-CoA reductase inhibitors (statins) are established drugs for the treatment of hypercholesterolemia. Furthermore, they induce regression of vascular atherosclerosis as well as reduction of cardiovascular-related morbidity and death in patients with and without coronary artery disease. This book deals with statins which have substantially altered the approach to therapy of atherosclerosis and its sequelae. Emphasis is placed on the scientific background to the discoveries and the development of the therapy, including an overview of the current state of knowledge of the drugs. Clinical data are reviewed extensively. This book not only provides the reader with valuable information but also stimulates further research into the pathogenesis of atherosclerosis and the mechanisms behind the action of effective statins. It sets the stage for creative thinking among scientists of many disciplines for the accomplishment of our ultimate goals in treating atherosclerosis and its sequelae. This topical volume...

Customer Reviews:

Misleading Expertise.......2003-10-07

HMG-CoA reductase inhibitors are essentially the statin drugs: atorvastatin (Lipitor), cerivastatin (Baycol,
withdrawn 8/01), fluvastatin (Lescol), lovastatin (Mevacor), pravastatin (Pravachol), simvastatin (Zocor),
pitavastatin and rosuvastatin (Crestor), which were introduced to lower total cholesterol (TC) levels, and especially
LDL-cholesterol (LDL) levels, ostensibly to prevent coronary heart disease (CVD).

The book consists of 8 chapters by nominally highly qualified authors in the form of review articles of the sort
normally found in medical journals. These are devoted to the pharmacology and supposed benefits of statin drugs.
The writing is in expert medical language and is consistent, well-written, well-edited and very well-referenced, in
quantity if not in quality. The index is inadequate.

All chapters attempt to justify the wide use of the statin drugs to lower TC and LDL by citing references in support
of the claims that high levels have been correlated with cardiovascular disease (pp1,19,35,81,84,99,121,126). Such
claims are unfounded (Ravnskov U, The Cholesterol Myths, Washington, DC, New Trends, 2000).

The supposed benefits of the statins, beyond a large, but meaningless lowering of TC and LDL, are usually given
as lowered relative risks (RR) of mostly non-fatal heart attacks without the slightest indication of the magnitude of the
more meaningful reduction of absolute risk (pp101,103,106,115,122,124,137). This misrepresentation has been
noted (Ravnskov, 2000; Gigerenzer G, Calculated Risks: How to Know When Numbers Deceive You, New York,
NY, Simon & Schuster, 2002). So the usual tout of pravastatin in the WOSCOPS trial of a 22% drop in all-cause
mortality was noted without the information that this was only an 0.9% drop absolute in the 5-year trial period
(p106). The higher all-cause death rates in 2 of the big trials were ignored, as was the higher breast cancer rate (RR
= 1500%) in the CARE trial (Ravnskov, 2000).

Besides cancer, the other side effects of statins listed were incomplete, and should have included myalgia,
myopathy, polyneuropathy, liver and kidney damage, congestive heart failure and amnesia. Side-effects were said to
affect 2% of patients (p115-6) and 2-6% (p123). In fact, a recent review noted side-effects in 20% of patients above
the placebo rate, and no change whatever in the all-cause death rate for atorvastatin (Newman CB, Palmer G,
Silbershatz H, Szarek M. Safety of Atorvastatin Derived from Analysis of 44 Completed Trials in 9,416 Patients.
Am J Cardiol 2003;92:670-6).

Statins decrease the body's production of the essential coenzyme Q-10 and dolichol, among other things. This
was not mentioned as a problem in any chapter. While this was shown in one biochemical diagram (p65), it was not
in another (p82). Low Q-10 levels are strongly associated with congestive heart failure.

"Statins are contra-indicated during pregnancy and breastfeeding. The reason for this is that cholesterol is an
essential component for fetal development, including the synthesis of steroids and cell membranes" (p116). The
authors seem unable to comprehend that cell membranes, steroids and coenzyme Q-10 are needed by all humans.

The rare familial hypercholesterolemia, in which TC > 400 mg/dL, was represented as more deadly than it really
is (p99,111), (Ravnskov, 2000).

There was some recognition that statins operate to lower non-fatal heart attack rates by mechanisms other than
cholesterol lowering, but not that their desirable effect on thromboxane A2 is less than men can obtain with buffered
aspirin (p71), or that the desirable effect of raising nitric oxide (NO) levels is less than one can obtain with the
supplement L-arginine with no side-effects. There was no understanding that these effects of statins are independent
of initial or final TC or LDL levels (Nielsen JV. Serun lipid lowering and risk reduction? Where is the connection?
Br Med J Rapid Response, 19 Nov 01, to Kmietowicz Z. Statins are the new aspirin, Oxford researchers say. Br
Med J 2001;323:1145), and thus there is no way to determine who should be treated, or what the dose should be.

An entire chapter is devoted to the cost-benefits of statin use (p138ff). Since the use of statins for primary
prevention of CVD has been shown to increase all-cause mortality by 1% over a 10-year period (Jackson PR, et al.
Statins for primary prevention: at what coronary risk is safety assured? Br J Pharmacology 2001;52:439-446), and statins
have very little effect in secondary prevention, it would seem that there is no cost-benefit (Kauffman JM, "Do
Hypolipidemic Drugs Lower Medical Expenses?" Pharmacotherapy 2001;22(12),1583-1586).

This book may be of use for a pharmacologist looking for an overview, however narrow in outlook, with literature citations.

---Joel M. Kauffman, 6 Oct 03

Average customer rating:
[alpha]-Asarone inhibits HMG-CoA reductase, lowers serum LDL-cholesterol levels and reduces biliary CSI in hypercholesterolemic rats.(cholesterol saturation ... Journal of Phytotherapy & Phytopharmacology
L. Rodriguez-Paez , M. Juarez-Sanchez , J. Antunez-Solis , I. Baeza , and C. Wong
Manufacturer: Urban & Fischer Verlag
ProductGroup: Book
Binding: Digital

General | Science | Subjects | Books
Science & Technology | Subjects | e-Docs | Formats | Books
Science | HTML | Formats | e-Docs | Formats | Books
ASIN: B0008DYP3C
Release Date: 2005-07-31

Book Description

This digital document is an article from Phytomedicine: International Journal of Phytotherapy & Phytopharmacology, published by Urban & Fischer Verlag on June 1, 2003. The length of the article is 4957 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: [alpha]-Asarone inhibits HMG-CoA reductase, lowers serum LDL-cholesterol levels and reduces biliary CSI in hypercholesterolemic rats.(cholesterol saturation index)
Author: L. Rodriguez-Paez
Publication: Phytomedicine: International Journal of Phytotherapy & Phytopharmacology (Refereed)
Date: June 1, 2003
Publisher: Urban & Fischer Verlag
Volume: 10 Issue: 5 Page: 397(8)

Distributed by Thomson Gale

The expanding role of HMG-CoA reductase inhibitors (statins) in the prevention and treatment of ischemic heart disease (Current problems in cardiology)

Average customer rating:

The expanding role of HMG-CoA reductase inhibitors (statins) in the prevention and treatment of ischemic heart disease (Current problems in cardiology)
Robert J Chilton
Manufacturer: Mosby
ProductGroup: Book
Binding: Unknown Binding
ASIN: B0006RV2CC

Hmg Coa Reductase Inhibitors: New Horizons in the Management of Hypercholesterolemia - Journal: Cardiology, 1990, Suppl. 4 (Hmg Coa Reductase Inhibitors)

Average customer rating:

Hmg Coa Reductase Inhibitors: New Horizons in the Management of Hypercholesterolemia - Journal: Cardiology, 1990, Suppl. 4 (Hmg Coa Reductase Inhibitors)

Manufacturer: S. Karger AG (Switzerland)
ProductGroup: Book
Binding: Paperback
ASIN: 3805552785

Review of HMG-CoA reductase inhibitors (AAFP home study self-assessment)

Average customer rating:

Review of HMG-CoA reductase inhibitors (AAFP home study self-assessment)
Kyle Callicott
Manufacturer: American Academy of Family Physicians
ProductGroup: Book
Binding: Unknown Binding
ASIN: B0006QRBPU

Book Description

Ocean Hotspots provides a comprehensive overview of recent and ongoing research on intraplate volcanism in the ocean basins with special emphasis on the Pacific Ocean. The geology of the seamounts and their associated seamount chains is described, along with detailed geophysical, geochemical and hydrothermal observations made by a multi-disciplinary group of marine geoscientists. These observations lead to a deeper understanding of how the ascending mantle melts, represented by hotspots, are able to penetrate the lithosphere, build seamounts, and enhance hydrothermal circulation. The "fixed" hotspot-generated seamount chains also provide key constraints on plate tectonic reconstructions on the Earth's crust.

Book Description

Neutrons, which are a penetrating yet non destructive probe, are ideally suited to studying the structure, organisation and motion of molecules responsible for the physical properties of materials under a variety of conditions. Applications are in fields as diverse as colloid and polymer science, earth sciences, pharmaceutics, biology and engineering. This book will be of interest to both present and potential future users of neutron sources working in these areas, as both a useful reference and a comprehensive overview.

Average customer rating:

Inspiring, funny, and disquietng

Psychoanalysis from the inside out

Playful meeting with psychoanalytic thinking!

Bollas' Song Must Be Heard

I Have Heard The Mermaids Singing
Christopher Bollas
Manufacturer: Free Association Books
ProductGroup: Book
Binding: Hardcover

Comic | General | Literature & Fiction | Subjects | Books
Contemporary | General | Literature & Fiction | Subjects | Books
All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Literature & Fiction | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:

Dark At The End Of The Tunnel

This Art of Psychoanalysis: Dreaming Undreamt Dreams and Interrupted Cries (New Library of Psychoanalysis)

Mayhem Mayhem

Cracking Up: The Work of Unconscious Experience

The Mystery of Things

ASIN: 185343759X

Customer Reviews:

Inspiring, funny, and disquietng.......2005-09-26

Christopher Bollas's second very personal, fictionalized account of the current state of psychoanalysis and of the deadly elements inherent in mass movements (following "Dark at the End of the Tunnel") cooks up a complex brew of laughter, sympathy, and unease: laughter, because the novella portrays a character who, despite his wisdom and seriousness, can spy the antic in the midst of tragedy; sympathy because any reader familiar with contemporary psychoanalytic controversies, world events, and the capacity for self questioning, can place himself in the protagonist's shoes; and unease because the book captures a prevailing fantasy of impending (and current) worldwide catastrophe. But set against the elements of darkness is Bollas's faith that individual men and women, while being hijacked by social and cultural forces beyond their control, are at the same time creators of their own destinies.
While some readers may be made uncomfortable by Bollas's srikingly expressed views of the psychoanalytic profession, all readers will be confronted by a fertile, intelligent, and funny mind at work.

Psychoanalysis from the inside out.......2005-09-14

Anyone concerned about the relentless attacks on psychoanalysis as a mode of thinking will learn a great deal from I Have Heard the Mermaids Sing. In using the form of a novella, Christopher Bollas gives us a glimpse of what it feels like to be a psychoanalyst at the dawn of the twenty first century. He effectively punctures the myth of the analyst as arbitor of reality or member of a cult.
Because we experience the world from the perspective of "the psychoanalyst," we get a glimpse of the inner workings of an active mind as the analyst attempts to find the unconscious meaning of his patient's discourse. Most readers will find I Have Heard The Mermaids Singing funny, thoughtful, provocative and challenging. Bollas's psychoanalyst speaks forcefully about depression, the aftermath of the "catastrophe [9/11?]" and the unremitttting attack on imagination and the inner life that defines the contemporary ethos. While these are serious topics, the adventures and misadventures of the psychoanalyst provide comic relief. This novella is a pleasure to read -it defends psychoanalysis, develops a complex and rich theory of depression but never takes itself too seriously even as it deals with the most vexing problems of our era.

Playful meeting with psychoanalytic thinking!.......2005-09-12

"I Have Heard The Mermaids Singing" is a truly remarkable book about a character who works as a psychoanalyst. We are allowed to follow his life both from behind the couch and in his private life, which is a surprising and pleasant way of meeting with Bollas' profound and creative thinking.

This book made me both laugh in recognition about what it is like to be a human being and think for a long time afterwards about the profoundness in the character's thoughts. Beautifully written, the richness of the thoughts in the book has made me return to this book several times, and also to read out passages from it aloud, both to psychoanalysts and people not working in the field, and they could all share the joy of Bollas' outstanding writing.

Above all, this book is another excellent example of Bollas' creative ways of living with independent psychoanalytic thinking, something I find fundamentally important in these times of psychoanalysis in crisis.
X

Bollas' Song Must Be Heard.......2005-09-11

Like a dream, Mermaid weaves an unpredictable course along the fuzzy border between psychic reality and the powerful pressures of group life. Anyone who reads this book encounters Bollas's song, a song which, if allowed, will disrupt the reader's internal sea. Those who listen will find that unlike most investigations into the troubled waters of psychoanalysis, this book introduces corruption within psychoanalytic institutions, psychoanalytic technique, and the practices of even the most well meaning practitioners, using the medium of fiction rather than the hard hitting and ostensibly straight forward style of theoretical writing. By using this medium, Bollas offers readers a new way of grappling with the dark regions of psychotherapy, group existence, and private corruption. Through the voice of characters and use of humor, Bollas shakes and loosens our unconscious, inviting the reader to dream one's own solutions and insights into traumatic areas of the human condition. For those interested in developing new dimensions of social consciousness and contact with unconscious life, I highly recommend this book.

The Magazine of Fantasy and Science Fiction, June 1990: Hyena Eyes; Sylwann's Choice; Final Tomte; Scoring; I Have Heard the Mermaids Singing; Down the Hatch; A Double; Designated Hitter; Science: The Salt Producers

Average customer rating:

The Magazine of Fantasy and Science Fiction, June 1990: Hyena Eyes; Sylwann's Choice; Final Tomte; Scoring; I Have Heard the Mermaids Singing; Down the Hatch; A Double; Designated Hitter; Science: The Salt Producers
Ray Aldridge; Roger Robert Lovin; Judith Moffett; Vance Aandahl; Mary Caraker; Ronald Anthony Cross; Kit Reed; Harry Turtledove; Isaac Asimov
Manufacturer: Mercury Press
ProductGroup: Book
Binding: Paperback
ASIN: B000RLSGTY

Books:

Books Index

Books Home

Recommended Books