Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Tests Of Unbiasedness In The Foreign Exchange Futures Markets full books in PDF, epub, and Kindle. Read online Tests Of Unbiasedness In The Foreign Exchange Futures Markets ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : Laura E. Kodres
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 ( download)
Download or read book Tests of Unbiasedness in the Foreign Exchange Futures Markets written by Laura E. Kodres and published by . This book was released on 1992 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Barry Goss
Publisher : Routledge
ISBN 13 : 1135639434
Total Pages : 190 pages
Book Rating : 4.1/5 (356 download)
Download or read book Models of Futures Markets written by Barry Goss and published by Routledge. This book was released on 2013-05-13 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
Author :
Publisher :
ISBN 13 :
Total Pages : 756 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Review of Futures Markets written by and published by . This book was released on 1991 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 748 pages
Book Rating : 4.3/5 (555 download)
Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1990 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Author : Robert J. Hodrick
Publisher : CRC Press
ISBN 13 : 1000950026
Total Pages : 198 pages
Book Rating : 4.0/5 (9 download)
Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author : Laura E. Kodres
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)
Download or read book Nonlinear Dynamics in the Foreign Exchange Futures Market written by Laura E. Kodres and published by . This book was released on 1991 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jonathan Michie
Publisher : Routledge
ISBN 13 : 1135932263
Total Pages : 2166 pages
Book Rating : 4.1/5 (359 download)
Download or read book Reader's Guide to the Social Sciences written by Jonathan Michie and published by Routledge. This book was released on 2014-02-03 with total page 2166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2-volume work includes approximately 1,200 entries in A-Z order, critically reviewing the literature on specific topics from abortion to world systems theory. In addition, nine major entries cover each of the major disciplines (political economy; management and business; human geography; politics; sociology; law; psychology; organizational behavior) and the history and development of the social sciences in a broader sense.
Author : Geoffrey Poitras
Publisher : Elsevier
ISBN 13 : 0080480756
Total Pages : 622 pages
Book Rating : 4.0/5 (84 download)
Download or read book Risk Management, Speculation, and Derivative Securities written by Geoffrey Poitras and published by Elsevier. This book was released on 2002-07-12 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.*The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives*Examines speculative trading and risk management from the practitioner's point of view*Provides an innovative, useful approach that addresses new developments in derivatives and risk management
Author : John W. Kensinger
Publisher : Emerald Group Publishing
ISBN 13 : 1780527535
Total Pages : 309 pages
Book Rating : 4.7/5 (85 download)
Download or read book Research in Finance written by John W. Kensinger and published by Emerald Group Publishing. This book was released on 2012-05-16 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theme of this volume is "Dealing with Volatility and Enhancing Performance". During a time when there is much concern about the perceived volatility of global equity markets, the insights offered here could be reassuring as well as useful.
Author : Rob Quail
Publisher : John Wiley & Sons
ISBN 13 : 1577180704
Total Pages : 389 pages
Book Rating : 4.5/5 (771 download)
Download or read book Financial Futures Primer written by Rob Quail and published by John Wiley & Sons. This book was released on 1997-10-22 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Futures Primer provides the reader with an introduction to the futures markets in general and financial futures in particular.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1451946961
Total Pages : 40 pages
Book Rating : 4.4/5 (519 download)
Download or read book Efficiency in Commodity Futures Markets written by International Monetary Fund and published by International Monetary Fund. This book was released on 1989-12-29 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.
Author : Carol Alexander
Publisher : John Wiley & Sons
ISBN 13 : 0470998016
Total Pages : 437 pages
Book Rating : 4.4/5 (79 download)
Download or read book Market Risk Analysis, Practical Financial Econometrics written by Carol Alexander and published by John Wiley & Sons. This book was released on 2008-05-27 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Factor analysis with orthogonal regressions and using principal component factors; Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters; Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization; Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management; Simulation of normal mixture and Markov switching GARCH returns; Cointegration based index tracking and pairs trading, with error correction and impulse response modelling; Markov switching regression models (Eviews code); GARCH term structure forecasting with volatility targeting; Non-linear quantile regressions with applications to hedging.
Author : Daniel Richard Siegel
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 536 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Futures Markets written by Daniel Richard Siegel and published by Irwin Professional Publishing. This book was released on 1990 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carol Alexander
Publisher : John Wiley & Sons
ISBN 13 : 0470997990
Total Pages : 1691 pages
Book Rating : 4.4/5 (79 download)
Download or read book Market Risk Analysis, Boxset written by Carol Alexander and published by John Wiley & Sons. This book was released on 2009-02-24 with total page 1691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance. Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation. Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging. Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.
Author : Christian Stepanek
Publisher : Cuvillier Verlag
ISBN 13 : 3736980841
Total Pages : 214 pages
Book Rating : 4.7/5 (369 download)
Download or read book Empirical derivative pricing with LME industrial metal data written by Christian Stepanek and published by Cuvillier Verlag. This book was released on 2015-08-27 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is focused on empirical examinations of commodity derivatives. Commodity futures and options are very important for companies in hedging their commodity price risks. Financial institutions participate also in commodity derivative markets either to gain exposure to commodity prices, diversify their portfolios, or hedge commodity price risk from financial transactions. But also retail investors have been more and more interested in commodity investments for some years. Because of their limited access to commodity markets, they have to rely on special commodity SFPs issued by banks. However, in contrast to derivatives with standard underlyings, such as stocks or bonds, there are various specific aspects to commodity derivatives. Especially interesting from academic as well as practitioners’ point of view are the pricing relations between spot and derivative prices, which are closely linked to market fundamentals. But also from the financialization of commodity markets arise several subjects which require scientific examination. I identify in this thesis several unresolved research questions on commodity futures, options, and SFPs. This way it is possible to offer insights in derivative markets for industrial companies, financial institutions, and retail investors alike.
Author : Geert Bekaert
Publisher : Cambridge University Press
ISBN 13 : 110854715X
Total Pages : 1047 pages
Book Rating : 4.1/5 (85 download)
Download or read book International Financial Management written by Geert Bekaert and published by Cambridge University Press. This book was released on 2017-11-30 with total page 1047 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new and fully updated edition of International Financial Management blends theory, data analysis, examples and practical case situations to equip students and business leaders with the analytical tools they need to make informed financial decisions and manage the risks that businesses face in today's competitive global environment. Combining theory and practice, the authors offer the reader a multitude of real-world examples and case studies, emphasising fundamental concepts, principles and analytical theories to enable students to understand not only what to do when confronted with an international financial decision, but why that choice is the correct one. Features include: real data analysis - all fully updated for the third edition; extended cases illustrating practical application of theory; point-counterpoints offering insight into contentious issues; concept boxes that explore and illustrate key concepts; and end-of-chapter questions. Suitable for M.B.A and advanced undergraduate business students taking a course in international financial management or international finance.
Author : W. Davis Dechert
Publisher :
ISBN 13 :
Total Pages : 632 pages
Book Rating : 4.F/5 ( download)
Download or read book Chaos Theory in Economics written by W. Davis Dechert and published by . This book was released on 1996 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays which bring together three basic aspects of research into nonlinear dynamics and economics. The first papers deal with the theoretical methods used in analyzing chaotic dynamics and the statistical tools to detect the presence of non-linearities in economic data. The following articles discuss the models which are currently being used to stimulate nonlinear economic phenomena. The final papers apply these methods to a number of economic time series.
