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Author :
Publisher :
ISBN 13 :
Total Pages : 536 pages
Book Rating : 4.3/5 (91 download)
Download or read book Applied Mathematics written by and published by . This book was released on 2007 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : George Levy
Publisher : Emerald Group Publishing
ISBN 13 : 1787439569
Total Pages : 347 pages
Book Rating : 4.7/5 (874 download)
Download or read book Energy Power Risk written by George Levy and published by Emerald Group Publishing. This book was released on 2018-12-10 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models.
Author : John R. Birge
Publisher : Elsevier
ISBN 13 : 9780080553252
Total Pages : 1026 pages
Book Rating : 4.5/5 (532 download)
Download or read book Handbooks in Operations Research and Management Science: Financial Engineering written by John R. Birge and published by Elsevier. This book was released on 2007-11-16 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.
Author : Mr.Andreas A. Jobst
Publisher : International Monetary Fund
ISBN 13 : 1475557531
Total Pages : 93 pages
Book Rating : 4.4/5 (755 download)
Download or read book Systemic Contingent Claims Analysis written by Mr.Andreas A. Jobst and published by International Monetary Fund. This book was released on 2013-02-27 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic linkages with a view towards enhancing the resilience of the financial sector. This paper presents a forward-looking framework ("Systemic CCA") to measure systemic solvency risk based on market-implied expected losses of financial institutions with practical applications for the financial sector risk management and the system-wide capital assessment in top-down stress testing. The suggested approach uses advanced contingent claims analysis (CCA) to generate aggregate estimates of the joint default risk of multiple institutions as a conditional tail expectation using multivariate extreme value theory (EVT). In addition, the framework also helps quantify the individual contributions to systemic risk and contingent liabilities of the financial sector during times of stress.
Author : Timothy Josling
Publisher : World Scientific
ISBN 13 : 981461646X
Total Pages : 367 pages
Book Rating : 4.8/5 (146 download)
Download or read book Farm Policies And World Markets: Monitoring And Disciplining The International Trade Impacts Of Agricultural Policies written by Timothy Josling and published by World Scientific. This book was released on 2015-03-11 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the book is to provide interested readers with access to a number of articles that have been written over the years on the subject of the linkages between domestic farm policies (particularly in developed countries) and world markets for agricultural goods. The scope of the book includes the measurement of protection and the estimation of transfers to agricultural producers, the effect of these policies on consumers and the consequent impact on international trade. A major theme is that the monitoring of the trade and transfer implications of farm policies is an essential first step to addressing the need for internationally agreed disciplines on their nature and extent. The topic of trade impacts of farm policies has become important in two different market situations. When agricultural commodity prices are depressed, attention turns to the activities of countries (particularly developed countries) that support the income of their own farmers but at the expense of farmers in other countries. When prices rise, as they have done in the last five years, the question is reversed: what is the impact of the farm and food policies that restrict exports to keep domestic prices low on food security in other countries? Thus, the narrative of the monitoring of farm policies by international organizations such as the OECD and the disciplining of such policies under the rules of the WTO is as relevant today as in the 1970s when the first efforts in this direction were made.
Author : Craig Pirrong
Publisher : Cambridge University Press
ISBN 13 : 1139501976
Total Pages : 239 pages
Book Rating : 4.1/5 (395 download)
Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Author : United States. Congress. House. Committee on Ways and Means. Subcommittee on Trade
Publisher :
ISBN 13 :
Total Pages : 726 pages
Book Rating : 4.3/5 (121 download)
Download or read book Options to Improve the Trade Remedy Laws written by United States. Congress. House. Committee on Ways and Means. Subcommittee on Trade and published by . This book was released on 1983 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 1052 pages
Book Rating : 4.:/5 (31 download)
Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1985 with total page 1052 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fabrice D. Rouah
Publisher : John Wiley & Sons
ISBN 13 : 1118429206
Total Pages : 456 pages
Book Rating : 4.1/5 (184 download)
Download or read book Option Pricing Models and Volatility Using Excel-VBA written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2012-06-15 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA "Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers." —Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University "This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library." —Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models "I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH." —Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
Author : Francis Yin Yee Lau
Publisher :
ISBN 13 : 9781550586015
Total Pages : 487 pages
Book Rating : 4.5/5 (86 download)
Download or read book Handbook of EHealth Evaluation written by Francis Yin Yee Lau and published by . This book was released on 2016-11 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: To order please visit https://onlineacademiccommunity.uvic.ca/press/books/ordering/
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Publisher :
ISBN 13 :
Total Pages : 622 pages
Book Rating : 4.3/5 (512 download)
Download or read book Finance Literature Index written by and published by . This book was released on 1994 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Publisher :
ISBN 13 :
Total Pages : 2392 pages
Book Rating : 4.3/5 (91 download)
Download or read book Business Periodicals Index written by and published by . This book was released on 1988 with total page 2392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J.V. Stafford
Publisher : BRILL
ISBN 13 : 9086866034
Total Pages : 876 pages
Book Rating : 4.0/5 (868 download)
Download or read book Precision agriculture '07 written by J.V. Stafford and published by BRILL. This book was released on 2023-08-28 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt: "With ever-increasing pressures on world agriculture in both economic and environmental terms, application of the concept of precision agriculture is one way of enabling farmers and producers to cope. ‘Doing arable agriculture and horticulture more precisely’ means that the use of inputs is optimised, crop yield and quality are maximised and leakage of agro-chemicals and fertilisers to the environment is minimised. This publication contains papers presented at the 6th European Conference on Precision Agriculture. The papers reflect the wide range of disciplines encompassed by precision agriculture, including: soil physics, crop physiology, agronomy, IT, agricultural technology, sensor technology, remote sensing, geostatistics and environmental science. The wide range of research topics reported will be a valuable resource for researchers, advisors, teachers and professionals in agriculture long after the conference has finished. Peer-reviewed papers from the 3rd European Conference on Precision Livestock Farming are presented in a companion proceedings, Precision livestock farming ’07."
Author :
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.E/5 ( download)
Download or read book Energy Abstracts for Policy Analysis written by and published by . This book was released on 1982 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David H. Jackson
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (4 download)
Download or read book Montana Timber Supply written by David H. Jackson and published by . This book was released on 1979 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anna Alberini
Publisher :
ISBN 13 : 9781848448902
Total Pages : 0 pages
Book Rating : 4.4/5 (489 download)
Download or read book Handbook on Contingent Valuation written by Anna Alberini and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook on Contingent Valuation is unique in that it focuses on contingent valuation as a method for evaluating environmental change. It examines econometric issues, conceptual underpinnings, implementation issues as well as alternatives to contingent valuation. Anna Alberini and James Kahn have compiled a comprehensive and original reference volume containing invaluable case studies that demonstrate the implementation of contingent valuation in a wide variety of applications. Chapters include those on the history of contingent valuation, a practical guide to its implementation, the use of experimental approaches, an ecological economics perspective on contingent valuation and approaches for developing nations.
Author : Erik Olin Wright
Publisher : Cambridge University Press
ISBN 13 : 9781139444460
Total Pages : 232 pages
Book Rating : 4.4/5 (444 download)
Download or read book Approaches to Class Analysis written by Erik Olin Wright and published by Cambridge University Press. This book was released on 2005-07-01 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Few themes have been as central to sociology as 'class' and yet class remains a perpetually contested idea. Sociologists disagree not only on how best to define the concept of class but on its general role in social theory and indeed on its continued relevance to the sociological analysis of contemporary society. Some people believe that classes have largely dissolved in contemporary societies; others believe class remains one of the fundamental forms of social inequality and social power. Some see class as a narrow economic phenomenon whilst others adopt an expansive conception that includes cultural dimensions as well as economic conditions. This 2005 book explores the theoretical foundations of six major perspectives of class with each chapter written by an expert in the field. It concludes with a conceptual map of these alternative approaches by posing the question: 'If class is the answer, what is the question?'
