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Author :
Publisher :
ISBN 13 :
Total Pages : 682 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2001 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 816 pages
Book Rating : 4.3/5 (91 download)
Download or read book American Doctoral Dissertations written by and published by . This book was released on 2000 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Riccardo Rebonato
Publisher : John Wiley & Sons
ISBN 13 : 0470091401
Total Pages : 864 pages
Book Rating : 4.4/5 (7 download)
Download or read book Volatility and Correlation written by Riccardo Rebonato and published by John Wiley & Sons. This book was released on 2005-07-08 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options. The book is split into four parts. Part I deals with a Black world without smiles, sets out the author’s ‘philosophical’ approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface. Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes. Praise for the First Edition: “In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.... The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed.” —Professor Ian Cooper, London Business School “Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion...A rare combination of intellectual insight and practical common sense.” —Anthony Neuberger, London Business School
Author : Graham Elliott
Publisher : Elsevier
ISBN 13 : 0444627405
Total Pages : 667 pages
Book Rating : 4.4/5 (446 download)
Download or read book Handbook of Economic Forecasting written by Graham Elliott and published by Elsevier. This book was released on 2013-08-23 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics
Author : Richard R. Lindsey
Publisher : John Wiley & Sons
ISBN 13 : 1118044754
Total Pages : 406 pages
Book Rating : 4.1/5 (18 download)
Download or read book How I Became a Quant written by Richard R. Lindsey and published by John Wiley & Sons. This book was released on 2011-01-11 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for How I Became a Quant "Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!" --Ira Kawaller, Kawaller & Co. and the Kawaller Fund "A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions." --David A. Krell, President and CEO, International Securities Exchange "How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis." --Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management "Quants"--those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements--are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk. How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.
Author : Inter-American Development Bank
Publisher : Springer
ISBN 13 : 1349581518
Total Pages : 366 pages
Book Rating : 4.3/5 (495 download)
Download or read book Firm Innovation and Productivity in Latin America and the Caribbean written by Inter-American Development Bank and published by Springer. This book was released on 2016-07-01 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume uses the study of firm dynamics to investigate the factors preventing faster productivity growth in Latin America and the Caribbean, pushing past the limits of traditional macroeconomic analyses. Each chapter is dedicated to an examination of a different factor affecting firm productivity - innovation, ICT usage, on-the-job-training, firm age, access to credit, and international linkages - highlighting the differences in firm characteristics, behaviors, and strategies. By showcasing this remarkable heterogeneity, this collection challenges regional policymakers to look beyond one-size-fits-all solutions and create balanced policy mixes tailored to distinct firm needs. This book is open access under a CC BY-NC-ND 3.0 IGO license.
Author : Banco de Pagos Internacionales (Basilea, Suiza). Departamento Monetario y Económico
Publisher :
ISBN 13 : 9789291319626
Total Pages : 0 pages
Book Rating : 4.3/5 (196 download)
Download or read book Market Volatility and Foreign Exchange Intervention in EMEs written by Banco de Pagos Internacionales (Basilea, Suiza). Departamento Monetario y Económico and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Markus Brunnermeier
Publisher : University of Chicago Press
ISBN 13 : 022609264X
Total Pages : 286 pages
Book Rating : 4.2/5 (26 download)
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.
Author : Ross Garnaut
Publisher : ANU E Press
ISBN 13 : 1921536977
Total Pages : 486 pages
Book Rating : 4.9/5 (215 download)
Download or read book China's New Place in a World in Crisis written by Ross Garnaut and published by ANU E Press. This book was released on 2009-07-01 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world and China's place in it have been transformed over the past year. The pressures for change have come from the most severe global financial crisis ever. The crisis has accelerated China's emergence as a great power. But China and its global partners have yet to think or work through the consequences of its new position for the governance of world affairs. China's New Place in a World in Crisis discusses and provides in-depth analysis of the following questions. How have China's growth prospects been affected by the global crisis? How will the crisis and China's response to it impact China's major domestic issues, such as industrialisation, urbanisation and the reform of the state-owned sector of the economy? How will the crisis and the international community's response to it affect the rapidly emerging new international order? What will be China's, and other major developing countries', new role? Can China and the world find a way of breaking the nexus between economic growth and environmental sustainability - especially on the issue of climate change?
Author : Faruk Selcuk
Publisher : Routledge
ISBN 13 : 1351739271
Total Pages : 242 pages
Book Rating : 4.3/5 (517 download)
Download or read book Inflation and Disinflation in Turkey written by Faruk Selcuk and published by Routledge. This book was released on 2018-04-27 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2002. Since the 1990s Turkey has experienced a number of disasters, both physical and economic. The result has been a decrease in economic performance compared to other European states. This study addresses the country's ongoing economic struggles.
Author : Yanrui Wu
Publisher : Routledge
ISBN 13 : 113468133X
Total Pages : 216 pages
Book Rating : 4.1/5 (346 download)
Download or read book Energy Market Integration in East Asia written by Yanrui Wu and published by Routledge. This book was released on 2013-12-04 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: East Asian nations through the dialogue between ASEAN and its partners have been promoting energy market integration (EMI) for a decade. The formation of the East Asian Summit (EAS) group in 2005 adds new momentum to the EMI course in the region. The objective of this edited volume is to present new insights into the understanding of EMI in East Asia and draw implications for further development. This book is the first publication of its kind exclusively focusing on EMI in East Asia. The chapters are written by a distinguished group of specialists in the field of energy policy, business and economics. The covered topics range from the general debates about EMI to regional policy responses. A variety of qualitative and quantitative methods are employed in this book. For qualitative methods, public goods theory and the comparative study method are two examples. The quantitative methods include economic growth theory, principle component approach, input-output table, computable general equilibrium (CGE) models and econometric techniques. Important policy implications can be drawn from the findings. One clear message is that EMI should be promoted actively but in a gradual, incremental manner. Other policy implications are related to inter-regional governance, infrastructure development and gas market integration. The content has not been published elsewhere and hence makes a unique contribution to the literature. There are also case studies of specific energy sectors such as petroleum and natural gas. Overall this book should be of interest to a wide audience such as academia, business analysts and policy makers.
Author : Jeremi Suri
Publisher : Oxford University Press
ISBN 13 : 0190611480
Total Pages : 433 pages
Book Rating : 4.1/5 (96 download)
Download or read book Sustainable Security written by Jeremi Suri and published by Oxford University Press. This book was released on 2016 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: How can the United States craft a sustainable national security strategy in a world of shifting threats, sharp resource constraints, and a changing balance of power? This volume brings together research on this question from political science, history, and political economy, aiming to inform both future scholarship and strategic decision-making.
Author : Indranarain Ramlall
Publisher : Springer
ISBN 13 : 3319394355
Total Pages : 473 pages
Book Rating : 4.3/5 (193 download)
Download or read book Economics and Finance in Mauritius written by Indranarain Ramlall and published by Springer. This book was released on 2017-01-20 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a comprehensive assessment of the Mauritian economy and its financial system. The author investigates the pre- and post- crisis financial and economic environment of Mauritius thoroughly and looks to the future potential development of the economy. Chapters feature in-depth analysis of such aspects as the banking sector, the stock market, monetary policy, capital structure, the hedging practices of Mauritian firms, and the housing market in Mauritius, among others. Moreover, the author not only builds a credit risk model for Mauritian bankers, but also develops a financial stability model to provide the reader with a full account of the Mauritian economy. The author ends with a chapter dedicated to a 2030 vision for Mauritius. This book will be of interest to researchers, students, policy-makers, central bankers and economists who wish to explore an example of an upper-income developing economy in depth.
Author : Michael Spence
Publisher : World Bank Publications
ISBN 13 : 0821382217
Total Pages : 384 pages
Book Rating : 4.8/5 (213 download)
Download or read book Globalization and Growth written by Michael Spence and published by World Bank Publications. This book was released on 2010-04-02 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume provides a comprehensive overview of the financial and economic crises of 2008-2009 and the economic and financial policy implications for growth in developing countries.
Author : Peter A. Hall
Publisher : Oxford University Press
ISBN 13 : 0199247749
Total Pages : 557 pages
Book Rating : 4.1/5 (992 download)
Download or read book Varieties of Capitalism written by Peter A. Hall and published by Oxford University Press. This book was released on 2001 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applying the new economics of organisation and relational theories of the firm to the problem of understanding cross-national variation in the political economy, this volume elaborates a new understanding of the institutional differences that characterise the 'varieties of capitalism' worldwide.
Author : World Bank Group;Ministry of Planning and Investment of Vietnam
Publisher : World Bank Publications
ISBN 13 : 1464808252
Total Pages : 596 pages
Book Rating : 4.4/5 (648 download)
Download or read book Vietnam 2035 written by World Bank Group;Ministry of Planning and Investment of Vietnam and published by World Bank Publications. This book was released on 2016-11-07 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thirty years of Ä?ổi Má»›i (economic renovation) reforms have catapulted Vietnam from the ranks of the world’s poorest countries to one of its great development success stories. Critical ingredients have been visionary leaders, a sense of shared societal purpose, and a focus on the future. Starting in the late 1980s, these elements were successfully fused with the embrace of markets and the global economy. Economic growth since then has been rapid, stable, and inclusive, translating into strong welfare gains for the vast majority of the population. But three decades of success from reforms raises expectations for the future, as aptly captured in the Vietnamese constitution, which sets the goal of “a prosperous people and a strong, democratic, equitable, and civilized country.†? There is a firm aspiration that by 2035, Vietnam will be a modern and industrialized nation moving toward becoming a prosperous, creative, equitable, and democratic society. The Vietnam 2035 report, a joint undertaking of the Government of Vietnam and the World Bank Group, seeks to better comprehend the challenges and opportunities that lie ahead. It shows that the country’s aspirations and the supporting policy and institutional agenda stand on three pillars: balancing economic prosperity with environmental sustainability; promoting equity and social inclusion to develop a harmonious middle- class society; and enhancing the capacity and accountability of the state to establish a rule of law state and a democratic society. Vietnam 2035 further argues that the rapid growth needed to achieve the bold aspirations will be sustained only if it stands on faster productivity growth and reflects the costs of environmental degradation. Productivity growth, in turn, will benefit from measures to enhance the competitiveness of domestic enterprises, scale up the benefits of urban agglomeration, and build national technological and innovative capacity. Maintaining the record on equity and social inclusion will require lifting marginalized groups and delivering services to an aging and urbanizing middle-class society. And to fulfill the country’s aspirations, the institutions of governance will need to become modern, transparent, and fully rooted in the rule of law.
Author : Álvaro Matias
Publisher : Springer Science & Business Media
ISBN 13 : 3790828793
Total Pages : 346 pages
Book Rating : 4.7/5 (98 download)
Download or read book Quantitative Methods in Tourism Economics written by Álvaro Matias and published by Springer Science & Business Media. This book was released on 2012-12-13 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tourism economics is partly based on established principles from the economics discipline, but it also incorporates elements from sociology, psychology, organization theory and ecology. It has over the years turned into an appealing multi-disciplinary oriented approach to the understanding of the impacts of leisure time in a modern society, including cultural heritage, sustainable quality of life, and industrial organization of the hospitality industry. The increasing dynamics in the tourist industry and its worldwide effects will continue to attract the attention of both the research and the policy sector in the years to come. Rather than speculating on non-observed facts, there is a clear need for evidence-based research in order to map out the complex dynamics of the tourist industry. The present volume comprises novel studies – mainly of a quantitative-analytical nature – on the supply, demand and contextual aspects of modern tourism. It contains a sound mix of theory, methodology, policy and case studies on various tourism issues in different parts of the world.
