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Financial Sector Modelling
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Book Synopsis Building Financial Models by : John S. Tjia
Download or read book Building Financial Models written by John S. Tjia and published by McGraw Hill Professional. This book was released on 2004-01-10 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial modeling is essential for determining a company's current value and projecting its future performance, yet few books explain how to build models for accurately interpreting financial statements. Building Financial Models is the first book to correct this oversight, unveiling a step-by-step process for creating a core model and then customizing it for companies in virtually any industry. Covering every aspect of building a financial model, it provides a broad understanding of the actual mechanics of models, as well as their foundational accounting and finance concepts.
Book Synopsis Risk Topography by : Markus Brunnermeier
Download or read book Risk Topography written by Markus Brunnermeier and published by University of Chicago Press. This book was released on 2014-10-17 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analyses of how we measure economic activity and the development of more sophisticated models in which the financial sector plays a greater role. Markus Brunnermeier and Arvind Krishnamurthy have assembled contributions from leading academic researchers, central bankers, and other financial-market experts to explore the possibilities for advancing macroeconomic modeling in order to achieve more accurate economic measurement. Essays in this volume focus on the development of models capable of highlighting the vulnerabilities that leave the economy susceptible to adverse feedback loops and liquidity spirals. While these types of vulnerabilities have often been identified, they have not been consistently measured. In a financial world of increasing complexity and uncertainty, this volume is an invaluable resource for policymakers working to improve current measurement systems and for academics concerned with conceptualizing effective measurement.
Book Synopsis Macrofinancial Modeling At Central Banks by : Mr.Scott Roger
Download or read book Macrofinancial Modeling At Central Banks written by Mr.Scott Roger and published by International Monetary Fund. This book was released on 2012-01-01 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and financial stability analysis. It highlights the need to develop macrofinancial models which allow analysis of the macroeconomic effects of macroprudential policy tools and to evaluate elements of the Basel III reforms as a priority. The paper also reviews the main approaches to introducing financial frictions into general equilibrium models.
Book Synopsis Building Financial Models with Microsoft Excel by : K. Scott Proctor
Download or read book Building Financial Models with Microsoft Excel written by K. Scott Proctor and published by John Wiley and Sons. This book was released on 2009-11-25 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: A proven guide to building financial models from scratch The Second Edition of Building Financial Models with Microsoft Excel + CD-ROM provides beginning and intermediate level computer users with step-by-step instructions on building financial models using Microsoft Excel 2007-the most popular spreadsheet program available. The accompanying CD-ROM contains Excel worksheets that track the course of the book and allow you to build your own financial models. This comprehensive resource also covers important topics such as the concepts of valuation, sensitivity analysis, and contribution margin. Offers accessible guidance on building financial models using Excel 2007 Illustrates how to integrate financial statements such as the balance sheet, income statement, and statement of cash flows Covers the basics of building and using a Capitalization Table Discusses how to best present a financial model Incorporating financial models into business decisions has become an essential element of good business practice, and this book will show you how to excel at this endeavor.
Book Synopsis Martingale Methods in Financial Modelling by : Marek Musiela
Download or read book Martingale Methods in Financial Modelling written by Marek Musiela and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
Book Synopsis Financial Model Detective by : Hedieh Kianyfard
Download or read book Financial Model Detective written by Hedieh Kianyfard and published by Independently Published. This book was released on 2019-06-15 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: I used to love Kinder Surprise as a kid, and now opening up someone else's financial model gives me the same sensation. Unnecessarily complex models are like those gifts that require an engineering background to assemble; the overly simplified models are like the readily assembled figurine of dinosaurs that end up in the trash right away, and good financial models are like those gifts that you still keep inyour secret shoe box.Within the pages of this financial modeling manual, you will find hints and tricks on how to conduct a preliminary review of a financial model and decide as early as possible whether you want to work with the inherited model or build your own model instead.
Book Synopsis Recent Applications of Financial Risk Modelling and Portfolio Management by : Škrinjari?, Tihana
Download or read book Recent Applications of Financial Risk Modelling and Portfolio Management written by Škrinjari?, Tihana and published by IGI Global. This book was released on 2020-09-25 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Book Synopsis Modeling Financial Markets by : Benjamin Van Vliet
Download or read book Modeling Financial Markets written by Benjamin Van Vliet and published by McGraw Hill Professional. This book was released on 2004-01-22 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis System Dynamics in Economic and Financial Models by : Christiaan Heij
Download or read book System Dynamics in Economic and Financial Models written by Christiaan Heij and published by Wiley. This book was released on 1997-12-05 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: System Dynamics in Economic and Financial Models Edited by Christiaan Heij, Hans Schumacher, Bernard Hanzon and Kees Praagman System Dynamics in Economic and Financial Models discusses different approaches for dynamic modelling of economic and financial data, and includes empirical applications, particularly in finance and macroeconomics, to illustrate the methods discussed. Written by leading experts from a wide range of backgrounds, varying from econometries and finance to systems and control, each chapter is followed by a comments section that presents alternative and sometimes contrasting points of view. The authors look at the interface between economics and finance, and examine topics including non-linear dynamics chaos structural change trends and cointegration general methodologies in empirical modelling
Book Synopsis Partial Least Squares Structural Equation Modeling by : Necmi K. Avkiran
Download or read book Partial Least Squares Structural Equation Modeling written by Necmi K. Avkiran and published by Springer. This book was released on 2018-02-16 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book pulls together robust practices in Partial Least Squares Structural Equation Modeling (PLS-SEM) from other disciplines and shows how they can be used in the area of Banking and Finance. In terms of empirical analysis techniques, Banking and Finance is a conservative discipline. As such, this book will raise awareness of the potential of PLS-SEM for application in various contexts. PLS-SEM is a non-parametric approach designed to maximize explained variance in latent constructs. Latent constructs are directly unobservable phenomena such as customer service quality and managerial competence. Explained variance refers to the extent we can predict, say, customer service quality, by examining other theoretically related latent constructs such as conduct of staff and communication skills. Examples of latent constructs at the microeconomic level include customer service quality, managerial effectiveness, perception of market leadership, etc.; macroeconomic-level latent constructs would be found in contagion of systemic risk from one financial sector to another, herd behavior among fund managers, risk tolerance in financial markets, etc. Behavioral Finance is bound to provide a wealth of opportunities for applying PLS-SEM. The book is designed to expose robust processes in application of PLS-SEM, including use of various software packages and codes, including R. PLS-SEM is already a popular tool in marketing and management information systems used to explain latent constructs. Until now, PLS-SEM has not enjoyed a wide acceptance in Banking and Finance. Based on recent research developments, this book represents the first collection of PLS-SEM applications in Banking and Finance. This book will serve as a reference book for those researchers keen on adopting PLS-SEM to explain latent constructs in Banking and Finance.
Book Synopsis Applied Operations Research and Financial Modelling in Energy by : André B. Dorsman
Download or read book Applied Operations Research and Financial Modelling in Energy written by André B. Dorsman and published by Springer Nature. This book was released on 2021-10-12 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book on Applied Operations Research and Financial Modelling in Energy (AORFME) presents several applications of operations research (OR) and financial modelling. The contributions by a group of OR and Finance researchers focus on a variety of energy decisions, presenting a quantitative perspective, and providing policy implications of the proposed or applied methodologies. The content is divided into three main parts: Applied OR I: Optimization Approaches, Applied OR II: Forecasting Approaches and Financial Modelling: Impacts of Energy Policies and Developments in Energy Markets. The book appeals to scholars in economics, finance and operations research, and to practitioners working in the energy sector. This is the eighth volume in a series of books on energy organized by the Centre for Energy and Value Issues (CEVI). For this volume, CEVI collaborated with Hacettepe University’s Energy Markets Research and Application Center. The previous volumes in the series are: Financial Aspects in Energy (2011), Energy Economics and Financial Markets (2012), Perspectives on Energy Risk (2014), Energy Technology and Valuation Issues (2015), Energy and Finance (2016), Energy Economy, Finance and Geostrategy (2018), and Financial Implications of Regulations in the Energy Industry (2020).
Book Synopsis Who Will Provide the Next Financial Model? by : Sahoko Kaji
Download or read book Who Will Provide the Next Financial Model? written by Sahoko Kaji and published by Springer Science & Business Media. This book was released on 2013-03-19 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the past 4 years, faith in the present financial model has been shaken in terms of policy, regulation, the financial sector itself, and exchange-rate regimes. Past and present policies of the world’s most respected central banks have come under fire. Regulations that defined the system have undergone major reviews. Complicated financial instruments that provided new ways of financial intermediation have been exposed as culprits behind the financial meltdown. After 10 years of success, Europe’s single currency is under threat. In short, the established financial model not only has been unable to prevent the crisis but, arguably, has been a cause of it. There is no longer one obvious model that meets all needs. The burst of Japan’s bubble was followed by two “lost decades”. Before a contrite Japan completely adopted Western ways of finance, the “Lehman shock” hit, followed by the euro crisis. Monetary policy, financial regulation and the state of the financial sector all must be reconsidered. Currencies and exchange rates make up another important aspect of finance. If the Western model of finance is discredited, does that mean the dominance of Western currencies is also eroded? What does the crisis in the euro area tell us about exchange rate regimes in general? Clearly, a new model is needed, one that is conducive to both stability and prosperity. But who will provide it? This volume records the cumulative results of three EU Studies Institute (EUSI) conferences that have addressed these issues, and examines how Asia and Europe compare in the quest for the next financial model. While many books on Europe and Asia focus on integration and what Asia can learn from Europe, this book emphasizes mutual lessons in the common search for a new model. EU Studies Institute The EU Studies Institute in Tokyo (EUSI) was launched on 1 April 2009 as a consortium comprising Hitotsubashi University, Tsuda College, and Keio University. The Institute is sponsored by the European Commission for a four-and-a-half-year period. As a centre for academic education, research and outreach, it aims to strengthen EU–Japan relations. Details are at http://eusi.jp/content_en/
Book Synopsis Financial Models in Production by : Othmane Kettani
Download or read book Financial Models in Production written by Othmane Kettani and published by Springer Nature. This book was released on 2020-09-16 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes. It shows how to put these models into use in production while minimizing the cost of implementation and maximizing robustness and control. Addressing some of the most important and cutting-edge issues, it describes how to build the necessary models in order to risk manage all the costs involved in options fabrication within the world of equity derivatives and hybrids. This is achieved by extending classical models and improving them in order to account for complex features. The book is primarily aimed at market practitioners (traders, risk managers, risk control, top managers), as well as Masters students in Quantitative/Mathematical Finance. It will also be useful for instructors hoping to enrich their courses with practical examples. The prerequisites are basic stochastic calculus and a general knowledge of financial markets and financial derivatives.
Book Synopsis Principles of Financial Modelling by : Michael Rees
Download or read book Principles of Financial Modelling written by Michael Rees and published by John Wiley & Sons. This book was released on 2018-03-19 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: The comprehensive, broadly-applicable, real-world guide to financial modelling Principles of Financial Modelling – Model Design and Best Practices Using Excel and VBAcovers the full spectrum of financial modelling tools and techniques in order to provide practical skills that are grounded in real-world applications. Based on rigorously-tested materials created for consulting projects and for training courses, this book demonstrates how to plan, design and build financial models that are flexible, robust, transparent, and highly applicable to a wide range of planning, forecasting and decision-support contexts. This book integrates theory and practice to provide a high-value resource for anyone wanting to gain a practical understanding of this complex and nuanced topic. Highlights of its content include extensive coverage of: Model design and best practices, including the optimisation of data structures and layout, maximising transparency, balancing complexity with flexibility, dealing with circularity, model audit and error-checking Sensitivity and scenario analysis, simulation, and optimisation Data manipulation and analysis The use and choice of Excel functions and functionality, including advanced functions and those from all categories, as well as of VBA and its key areas of application within financial modelling The companion website provides approximately 235 Excel files (screen-clips of most of which are shown in the text), which demonstrate key principles in modelling, as well as providing many examples of the use of Excel functions and VBA macros. These facilitate learning and have a strong emphasis on practical solutions and direct real-world application. For practical instruction, robust technique and clear presentation, Principles of Financial Modelling is the premier guide to real-world financial modelling from the ground up. It provides clear instruction applicable across sectors, settings and countries, and is presented in a well-structured and highly-developed format that is accessible to people with different backgrounds.
Author :Constantin Zopounidis Publisher :Springer Science & Business Media ISBN 13 :9783790810431 Total Pages :476 pages Book Rating :4.8/5 (14 download)
Book Synopsis New Operational Approaches for Financial Modelling by : Constantin Zopounidis
Download or read book New Operational Approaches for Financial Modelling written by Constantin Zopounidis and published by Springer Science & Business Media. This book was released on 1997-09-26 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the 19th Meeting of the EURO Working Group on Financial Modelling. Its basic aim is to present some new operational approaches (i.e. neural nets, multicriteria analysis, new optimization algorithms, decision software, etc.) for financial modelling, both in a theoretical and practical levels.
Book Synopsis A Macroeconomic Model with a Financial Sector by : Markus K. Brunnermeier
Download or read book A Macroeconomic Model with a Financial Sector written by Markus K. Brunnermeier and published by . This book was released on 2012 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Advanced Modelling in Mathematical Finance by : Jan Kallsen
Download or read book Advanced Modelling in Mathematical Finance written by Jan Kallsen and published by Springer. This book was released on 2016-12-01 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
