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Author : Jungmin Choi
Publisher :
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.3/5 (91 download)
Download or read book Partial Hedging in Financial Markets with a Large Agent written by Jungmin Choi and published by . This book was released on 2006 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 862 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2006 with total page 862 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jiro Akahori
Publisher : World Scientific
ISBN 13 : 9812387781
Total Pages : 410 pages
Book Rating : 4.8/5 (123 download)
Download or read book Stochastic Processes and Applications to Mathematical Finance written by Jiro Akahori and published by World Scientific. This book was released on 2004 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. Examples of topics are applications of Malliavin calculus and numerical analysis to a new simulation scheme for calculating the price of financial derivatives, applications of the asymptotic expansion method in Malliavin calculus to financial problems, semimartingale decompositions under an enlargement of filtrations in connection with insider problems, and the problem of transaction costs in connection with stochastic control and optimization problems.
Author : Shu-Heng Chen
Publisher : Oxford University Press
ISBN 13 : 0190877502
Total Pages : 785 pages
Book Rating : 4.1/5 (98 download)
Download or read book The Oxford Handbook of Computational Economics and Finance written by Shu-Heng Chen and published by Oxford University Press. This book was released on 2018-01-12 with total page 785 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.
Author :
Publisher : World Scientific
ISBN 13 : 9812702857
Total Pages : 410 pages
Book Rating : 4.8/5 (127 download)
Download or read book Stochastic Processes and Applications to Mathematical Finance written by and published by World Scientific. This book was released on 2004 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L(r)vy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in: OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings)OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings)OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)OCo CC Proceedings OCo Engineering & Physical Sciences"
Author : Jiro Akahori
Publisher : World Scientific
ISBN 13 : 9814483095
Total Pages : 410 pages
Book Rating : 4.8/5 (144 download)
Download or read book Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium written by Jiro Akahori and published by World Scientific. This book was released on 2004-07-06 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Author : Terry E. Dielman
Publisher : South Western Educational Publishing
ISBN 13 :
Total Pages : 600 pages
Book Rating : 4.X/5 (2 download)
Download or read book Applied Regression Analysis for Business and Economics written by Terry E. Dielman and published by South Western Educational Publishing. This book was released on 1996 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk includes: Data sets for the exercises in the text, formatted in ASCII, MINITAB, SAS, Microsoft Excel, and STATA form and accessible to any statistical software package.
Author : Giorgio Consigli
Publisher : Springer
ISBN 13 : 3319416138
Total Pages : 310 pages
Book Rating : 4.3/5 (194 download)
Download or read book Optimal Financial Decision Making under Uncertainty written by Giorgio Consigli and published by Springer. This book was released on 2016-10-17 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management. The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows: Strong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas. Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applications The inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods. Variety of applications: rarely is it possible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems. Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
Author : Javier Prieto Tejedor
Publisher : BoD – Books on Demand
ISBN 13 : 9535135775
Total Pages : 379 pages
Book Rating : 4.5/5 (351 download)
Download or read book Bayesian Inference written by Javier Prieto Tejedor and published by BoD – Books on Demand. This book was released on 2017-11-02 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: The range of Bayesian inference algorithms and their different applications has been greatly expanded since the first implementation of a Kalman filter by Stanley F. Schmidt for the Apollo program. Extended Kalman filters or particle filters are just some examples of these algorithms that have been extensively applied to logistics, medical services, search and rescue operations, or automotive safety, among others. This book takes a look at both theoretical foundations of Bayesian inference and practical implementations in different fields. It is intended as an introductory guide for the application of Bayesian inference in the fields of life sciences, engineering, and economics, as well as a source document of fundamentals for intermediate Bayesian readers.
Author : Xu Meng
Publisher :
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.3/5 (91 download)
Download or read book Large Agent and Incomplete Markets written by Xu Meng and published by . This book was released on 2005 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Barry Herman
Publisher : OUP Oxford
ISBN 13 : 019161470X
Total Pages : 532 pages
Book Rating : 4.1/5 (916 download)
Download or read book Overcoming Developing Country Debt Crises written by Barry Herman and published by OUP Oxford. This book was released on 2010-04-01 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing country debt crises have been a recurrent phenomenon over the past two centuries. In recent times sovereign debt insolvency crises in developing and emerging economies peaked in the 1980s and, again, from the middle 1990s to the start of the new millennium. Despite the fact that several developing countries now have stronger economic fundamentals than they did in the 1990s, sovereign debt crises will reoccur again. The reasons for this are numerous, but the central one is that economic fluctuations are inherent features of financial markets, the boom and bust nature of which intensify under liberalized financial environments that developing countries have increasingly adopted since the 1970s. Indeed, today we are in the midst of an almost unprecedented global "bust." The timing of the book is important. The conventional wisdom is that the international economic and financial system is broken. Policymakers in both the poorest and the richest countries are likely to seriously consider how to restructure the international trade and financial system, including how to resolve sovereign debt crises in a more effective and fair manner. This book calls for the international reform of sovereign debt workouts which derives from both economic theory and real-world experiences. Country case studies underline the point that we need to do better. This book recognizes that the politics of the international treatment of sovereign debt have not supported systemic reform efforts thus far; however, failure in the past does not preclude success in the future in an evolving international political environment, and the book thus puts forth alternative reform ideas for consideration.
Author : Rodrigo Chaves
Publisher : World Bank Publications
ISBN 13 : 9780821349281
Total Pages : 140 pages
Book Rating : 4.3/5 (492 download)
Download or read book Financial Markets, Credit Constraints, and Investment in Rural Romania written by Rodrigo Chaves and published by World Bank Publications. This book was released on 2001 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study evaluates the performance of financial markets in rural areas of Romania based on the 1998 rural household, rural enterprise, and financial intermediary surveys, along with other official statistical data for 1997. It presents empirical evidence indicating that constrained access to credit markets negatively influences the investment behavior of households and enterprises. The report recommends a detailed government strategy to correct the observed shortcomings of rural financial markets and identifies new challenges that are likely to appear.
Author : R M Srivastava
Publisher : Excel Books India
ISBN 13 : 9788174466709
Total Pages : 384 pages
Book Rating : 4.4/5 (667 download)
Download or read book Multinational Financial Management written by R M Srivastava and published by Excel Books India. This book was released on 2008 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emilio Barucci
Publisher : Springer
ISBN 13 : 1447173228
Total Pages : 843 pages
Book Rating : 4.4/5 (471 download)
Download or read book Financial Markets Theory written by Emilio Barucci and published by Springer. This book was released on 2017-06-08 with total page 843 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance). Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained. Advance praise for the second edition: "Financial Markets Theory is comprehensive, rigorous, and yet highly accessible. With their second edition, Barucci and Fontana have set an even higher standard!"Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University "This comprehensive book is a great self-contained source for studying most major theoretical aspects of financial economics. What makes the book particularly useful is that it provides a lot of intuition, detailed discussions of empirical implications, a very thorough survey of the related literature, and many completely solved exercises. The second edition covers more ground and provides many more proofs, and it will be a handy addition to the library of every student or researcher in the field."Jaksa Cvitanic, Richard N. Merkin Professor of Mathematical Finance, Caltech "The second edition of Financial Markets Theory by Barucci and Fontana is a superb achievement that knits together all aspects of modern finance theory, including financial markets microstructure, in a consistent and self-contained framework. Many exercises, together with their detailed solutions, make this book indispensable for serious students in finance."Michel Crouhy, Head of Research and Development, NATIXIS
Author : Shigeo Kusuoka
Publisher : Springer Science & Business Media
ISBN 13 : 4431538836
Total Pages : 234 pages
Book Rating : 4.4/5 (315 download)
Download or read book Advances in Mathematical Economics Volume 14 written by Shigeo Kusuoka and published by Springer Science & Business Media. This book was released on 2010-11-29 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
Author : Financial Crisis Inquiry Commission
Publisher : Cosimo, Inc.
ISBN 13 : 1616405414
Total Pages : 692 pages
Book Rating : 4.6/5 (164 download)
Download or read book The Financial Crisis Inquiry Report written by Financial Crisis Inquiry Commission and published by Cosimo, Inc.. This book was released on 2011-05-01 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after the crisis, what led up to it, and analyses of subprime mortgage lending, credit expansion and banking policies, the collapse of companies like Fannie Mae and Freddie Mac, and the federal bailouts of Lehman and AIG. It also discusses the aftermath of the fallout and our current state. This report should be of interest to anyone concerned about the financial situation in the U.S. and around the world.THE FINANCIAL CRISIS INQUIRY COMMISSION is an independent, bi-partisan, government-appointed panel of 10 people that was created to "examine the causes, domestic and global, of the current financial and economic crisis in the United States." It was established as part of the Fraud Enforcement and Recovery Act of 2009. The commission consisted of private citizens with expertise in economics and finance, banking, housing, market regulation, and consumer protection. They examined and reported on "the collapse of major financial institutions that failed or would have failed if not for exceptional assistance from the government."News Dissector DANNY SCHECHTER is a journalist, blogger and filmmaker. He has been reporting on economic crises since the 1980's when he was with ABC News. His film In Debt We Trust warned of the economic meltdown in 2006. He has since written three books on the subject including Plunder: Investigating Our Economic Calamity (Cosimo Books, 2008), and The Crime Of Our Time: Why Wall Street Is Not Too Big to Jail (Disinfo Books, 2011), a companion to his latest film Plunder The Crime Of Our Time. He can be reached online at www.newsdissector.com.
Author : Kirt C. Butler
Publisher : John Wiley & Sons
ISBN 13 : 1118270126
Total Pages : 704 pages
Book Rating : 4.1/5 (182 download)
Download or read book Multinational Finance written by Kirt C. Butler and published by John Wiley & Sons. This book was released on 2012-09-19 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title provides an in-depth treatment of the international financial arena. It assumes the viewpoint of the financial manager of a multinational corporation with investment or financial operations in more than one country.
