Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Put Call Parity And Box Spread Tests For Market Efficiency full books in PDF, epub, and Kindle. Read online Put Call Parity And Box Spread Tests For Market Efficiency ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher : PediaPress
ISBN 13 :
Total Pages : 1295 pages
Book Rating : 4./5 ( download)
Download or read book Derivatives written by and published by PediaPress. This book was released on with total page 1295 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book JOURNAL of BANKING & FINANCE written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew H. Chen
Publisher : Emerald Group Publishing
ISBN 13 : 1848554478
Total Pages : 380 pages
Book Rating : 4.8/5 (485 download)
Download or read book Research in Finance written by Andrew H. Chen and published by Emerald Group Publishing. This book was released on 2009-02-20 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains topics that include the design of a country's financial safety nets, the effective policies of acquiring failed banks in reducing moral hazard problems, the voluntary disclosure of real options by corporate managers, and the interrelationship between the housing and general economic activities.
Author : Don M. Chance
Publisher : Chicago : Dryden Press
ISBN 13 :
Total Pages : 632 pages
Book Rating : 4.3/5 ( download)
Download or read book An Introduction to Options & Futures written by Don M. Chance and published by Chicago : Dryden Press. This book was released on 1992 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : City of London College of Economics
Publisher : City of London College of Economics
ISBN 13 :
Total Pages : 7766 pages
Book Rating : 4./5 ( download)
Download or read book Executive MBA (EMBA) - City of London College of Economics - 10 months - 100% online / self-paced written by City of London College of Economics and published by City of London College of Economics. This book was released on with total page 7766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Overview An EMBA (or Master of Business Administration in General Management) is a degree that will prepare you for management positions. Content - Strategy - Organisational Behaviour - Operations Management - Negotiations - Marketing - Leadership - Financial Accounting - Economics - Decision Models - Data Analysis - Corporate Finance Duration 10 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when youfeel ready to take the exam and we’ll send you the assign- ment questions. Study material The study material will be provided in separate files by email / download link.
Author :
Publisher :
ISBN 13 :
Total Pages : 860 pages
Book Rating : 4.F/5 ( download)
Download or read book Economic Review written by and published by . This book was released on 2000 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael I. C. Nwogugu
Publisher : Springer
ISBN 13 : 113744701X
Total Pages : 710 pages
Book Rating : 4.1/5 (374 download)
Download or read book Indices, Index Funds And ETFs written by Michael I. C. Nwogugu and published by Springer. This book was released on 2019-03-09 with total page 710 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than €120 trillion worth of securities, debts and commodities worldwide. This book analyzes the mathematical/statistical biases, misrepresentations, recursiveness, nonlinear risk and homomorphisms inherent in equity, debt, risk-adjusted, options-based, CDS and commodity indices – and by extension, associated index funds and ETFs. The book characterizes the “Popular-Index Ecosystems,” a phenomenon that provides artificial price-support for financial instruments, and can cause systemic risk, financial instability, earnings management and inflation. The book explains why indices and strategic alliances invalidate Third-Generation Prospect Theory (PT3), related approaches and most theories of Intertemporal Asset Pricing. This book introduces three new decision models, and some new types of indices that are more efficient than existing stock/bond indices. The book explains why the Mean-Variance framework, the Put-Call Parity theorem, ICAPM/CAPM, the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio, and DEA-Based Performance Measures are wrong. Leveraged/inverse ETFs and synthetic ETFs are misleading and inaccurate and non-legislative methods that reduce index arbitrage and ETF arbitrage are introduced.
Author : Michael A. Berry
Publisher :
ISBN 13 :
Total Pages : 372 pages
Book Rating : 4.E/5 ( download)
Download or read book CFA Readings in Derivative Securities written by Michael A. Berry and published by . This book was released on 1988 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 594 pages
Book Rating : 4.5/5 (66 download)
Download or read book Journal of International Money and Finance written by and published by . This book was released on 1985 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Earlier place of publication varies.
Author : Anuradha Kandikuppa
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.3/5 (129 download)
Download or read book Pricing Efficiency in the Long-term Index Options Market written by Anuradha Kandikuppa and published by . This book was released on 1999 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Financial and Quantitative Analysis Vol. 32 written by and published by . This book was released on 1997 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frank K. Reilly
Publisher : South Western Educational Publishing
ISBN 13 :
Total Pages : 1252 pages
Book Rating : 4.:/5 (321 download)
Download or read book Investment Analysis and Portfolio Management written by Frank K. Reilly and published by South Western Educational Publishing. This book was released on 2003 with total page 1252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to help you learn how to manage your money to derive the maximum benefit from what you earn. Mixing investment instruments and capital markets with the theoretical detail on evaluating investments and opportunities to satisfy risk-return objectives along with how investment practice and theory is influenced by globalization leaves readers with the mindset on investments to serve them well. The material is intended to be rigorous and empirical yet not overly quantitative. We continue with unparalleled international coverage, newly rewritten and reorganized derivatives material to be more intuitive and clearer, three additional chapters on derivatives pricing for those who want more detail, rewritten material on multifactor models of risk and return, and new CFA problems for more practice on computations concerning investment decisions. To manage money and investments, one needs to learn about investment alternatives and develop a way of analyzing and thinking about investments that will be of benefit and allow a foundation as new tools and investment opportunities become available. Reilly/Brown provide the best foundation, used extensively by professionals, organizations, and schools across the country. A great source for those with both a theoretical and practical need for investment expertise.
Author : Zura Kakushadze
Publisher : Springer
ISBN 13 : 3030027929
Total Pages : 480 pages
Book Rating : 4.0/5 (3 download)
Download or read book RETRACTED BOOK: 151 Trading Strategies written by Zura Kakushadze and published by Springer. This book was released on 2018-12-13 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Author : J. William Petty
Publisher :
ISBN 13 : 9780130596505
Total Pages : 1006 pages
Book Rating : 4.5/5 (965 download)
Download or read book Basic Financial Management written by J. William Petty and published by . This book was released on 1993 with total page 1006 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.3/5 (512 download)
Download or read book Journal of Business Economics written by and published by . This book was released on 1994 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ian Ayres
Publisher : ReadHowYouWant.com
ISBN 13 : 1458758427
Total Pages : 358 pages
Book Rating : 4.4/5 (587 download)
Download or read book Lifecycle Investing written by Ian Ayres and published by ReadHowYouWant.com. This book was released on 2010-05 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diversification provides a well-known way of getting something close to a free lunch: by spreading money across different kinds of investments, investors can earn the same return with lower risk (or a much higher return for the same amount of risk). This strategy, introduced nearly fifty years ago, led to such strategies as index funds. What if we were all missing out on another free lunch that’s right under our noses? InLifecycle Investing, Barry Nalebuff and Ian Ayres-two of the most innovative thinkers in business, law, and economics-have developed tools that will allow nearly any investor to diversify their portfolios over time. By using leveraging when young-a controversial idea that sparked hate mail when the authors first floated it in the pages ofForbes-investors of all stripes, from those just starting to plan to those getting ready to retire, can substantially reduce overall risk while improving their returns. InLifecycle Investing, readers will learn How to figure out the level of exposure and leverage that’s right foryou How the Lifecycle Investing strategy would have performed in the historical market Why it will work even if everyone does it Whennotto adopt the Lifecycle Investing strategy Clearly written and backed by rigorous research,Lifecycle Investingpresents a simple but radical idea that will shake up how we think about retirement investing even as it provides a healthier nest egg in a nicely feathered nest.
Author : Andrew Ang
Publisher : Now Publishers Inc
ISBN 13 : 1601984685
Total Pages : 99 pages
Book Rating : 4.6/5 (19 download)
Download or read book The Efficient Market Theory and Evidence written by Andrew Ang and published by Now Publishers Inc. This book was released on 2011 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis (EMH) asserts that, at all times, the price of a security reflects all available information about its fundamental value. The implication of the EMH for investors is that, to the extent that speculative trading is costly, speculation must be a loser's game. Hence, under the EMH, a passive strategy is bound eventually to beat a strategy that uses active management, where active management is characterized as trading that seeks to exploit mispriced assets relative to a risk-adjusted benchmark. The EMH has been refined over the past several decades to reflect the realism of the marketplace, including costly information, transactions costs, financing, agency costs, and other real-world frictions. The most recent expressions of the EMH thus allow a role for arbitrageurs in the market who may profit from their comparative advantages. These advantages may include specialized knowledge, lower trading costs, low management fees or agency costs, and a financing structure that allows the arbitrageur to undertake trades with long verification periods. The actions of these arbitrageurs cause liquid securities markets to be generally fairly efficient with respect to information, despite some notable anomalies.
