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Author: Dilip B. Madan
Publisher:
ISBN: 9780868311609
Category : Options (Finance)
Languages : en
Pages : 50
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Book Description
Author: Dilip B. Madan
Publisher:
ISBN: 9780868311609
Category : Options (Finance)
Languages : en
Pages : 50
Get Book Here
Book Description
Author: Dilip Madan
Publisher:
ISBN: 9780868370798
Category : Stocks
Languages : en
Pages : 50
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Book Description
Author: Cheng-Few Lee
Publisher: Springer Science & Business Media
ISBN: 0387771174
Category : Business & Economics
Languages : en
Pages : 1700
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Book Description
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Author: Stewart Dimont Hodges
Publisher: Manchester University Press
ISBN: 9780719030093
Category : Business & Economics
Languages : en
Pages : 202
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Book Description
Author: Frank Milne
Publisher: Oxford University Press, USA
ISBN: 0199261067
Category : Capital assets pricing model
Languages : en
Pages : 250
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Book Description
Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge of graduate microeconomic theory, it explores the fundamental ideas that underlie competitive financial asset pricing models with symmetric information. Using finite dimensional techniques, this book avoids sophisticated mathematics and exploits economic theory to clarify the essential structure of recent research in asset pricing. In particular, it explores arbitrage pricing models with and without diversification, Martingale pricing methods and representative agent pricing models; discusses these ideas in two-date and multi-date models; and provides a range of examples from the literature. This second edition includes a new section dealing with more advanced multi-period models. In particular it considers discrete factor structure models that mimic recent continuous time models of interest rates, money, and nominal rates and exchange rates. Additional sections sketch extensions to real options and transaction costs.
Author: Cheng-Few Lee
Publisher: Springer
ISBN: 1493994298
Category : Business & Economics
Languages : en
Pages : 657
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Book Description
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text begins with topics related to regression and financial econometrics. Subsequent sections describe time-series analyses; the role of binomial, multi-nomial, and log normal distributions in option pricing models; and the application of statistics analyses to risk management. The real-world applications and problems offer students a unique insight into such topics as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments. Written by leading academics in the quantitative finance field, allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. This textbook will appeal to a less-served market of upper-undergraduate and graduate students in finance, economics, and statistics.
Author: L. C. G. Rogers
Publisher: Cambridge University Press
ISBN: 9780521573542
Category : Business & Economics
Languages : en
Pages : 348
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Book Description
Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.
Author: Cheng F. Lee
Publisher: World Scientific
ISBN: 9812386696
Category : Business & Economics
Languages : en
Pages : 235
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Book Description
"[These volumes are] and annual publication desinged to dissemiante developoments in the quantitative analysis of finance and accounting"-back cover of volume 1.
Author: Terence Lim
Publisher: Now Publishers Inc
ISBN: 1933019212
Category : Business & Economics
Languages : en
Pages : 225
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Book Description
The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.
Author: David F. DeRosa
Publisher: John Wiley & Sons
ISBN: 9780471252672
Category : Business & Economics
Languages : en
Pages : 414
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Book Description
Mit über einer Billion US Dollar Umsatz stellt der Devisenhandel weltweit den größten Markt dar. In diesem Markt sind Währungsderivate zu einem bevorzugten Handelsinstrument geworden, das von Großbanken, Brokerhäusern, Hedge Funds (spekulativ ausgerichteter Fonds, der mit Hilfe von Derivaten seine Gewinne zu optimieren versucht) und Handelsberatern eingesetzt wird. Zwar sind diese Instrumente heute komplexer denn je, aber sie sind ein unverzichtbares Mittel des Risikomanagements im Devisenhandel. Herausgegeben von führenden Devisenhändlern und Analysten, ist dieses Buch Basislektüre für jeden, der sich in diesem Bereich bewegt. Eine Sammlung der 20 besten und meist zitierten Beiträge zu Währungsderivaten, Preistheorie und Anwendungen von Hedging-Methoden (10/98)
