This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in... Zobraziť viac
A step-by-step guide to implementing and closing securitization transactions... Zobraziť viac
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to... Zobraziť viac
Following the bank bailout and the Global Financial Crisis, anger towards the financial system reached new heights. Yet the practical workings of the system remain opaque to many people, this practical guide to the financial sector will bridge the gap... Zobraziť viac
Der LTCM (Long-Term Capital Management) - ein Rentenportfolio im Wert von 100 Mrd. US Dollar - verfügte über 5% des globalen Zinsswap-Marktes sowie andere Derivate, wodurch der Fonds einen fiktiven nominellen Wert von 1 Billion US Dollar hatte.... Zobraziť viac
In 2005, Joel Greenblatt published a book that is already considered one of the classics of finance literature. In The Little Book that Beats the Market—a New York Times bestseller with 300,000 copies in print—Greenblatt explained how investors can... Zobraziť viac
"Performance Based Budgeting is the next volume in the ASPA Classics series. It covers the most influential, paramount research articles published on public budgeting and finance. The book will surely" Zobraziť viac
For at least the last decade, there has been a growing sense of frustration among market professionals with the attempts by academics to account for the behaviour of financial markets. Very experienced practical people have become highly critical of... Zobraziť viac
Why is it so hard to beat the market? How can you avoid getting caught in bubbles and crashes? You will find the answers in Carl Futia's new book, The Art of Contrarian Trading. This book will teach you Futia's novel method of contrarian trading from... Zobraziť viac
An updated look at the theory and practice of financial analysis and modeling Financial Analysis and Modeling Using Excel and VBA, Second Edition presents a comprehensive approach to analyzing financial problems and developing simple to sophisticated... Zobraziť viac
This book provides a comparative analysis of performance budgeting and financing implementation, and examines failures and successes across both developed and developing countries. Beginning with a review of theoretical research on performance... Zobraziť viac
What are credit rating agencies? Many people paying for ratings and ratings reports do not fully understand what they are buying and how these agencies really work. Ratings agencies wield immense power over the fate of individual corporations,... Zobraziť viac
Expert guidance on managing credit risk in bond portfolios... Zobraziť viac
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing... Zobraziť viac
A new, updated edition of the ultimate guide to trusts Trusts are powerful and flexible financial planning tools, and this new edition of The Complete Book of Trusts covers everything you need to know to protect your hard-earned assets from taxes,... Zobraziť viac
A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models... Zobraziť viac
Central banking has proliferated and radically changed over the past century. John Singleton here explains how and why this evolution has taken place and, in doing so, demonstrates that an understanding of these changes is essential to explaining the... Zobraziť viac
"Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples... Zobraziť viac
The integrated solutions for Brealey's Principles of Corporate Finance have been specifically designed to help improve student performance, meaning that students are prepared for class and can successfully solve problems and analyse the results... Zobraziť viac
Were you looking for the book with access to MyEconLab? This product is the book alone, and does NOT come with access to MyEconLab. If you need access to the MyLab as well, and save money on this brilliant resource... Zobraziť viac
