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Optimal Hedging Strategies For Multi Periodguarantees In The Presence Of Transaction Costsa Stochastic Programming Approach
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Author :Institute for Operations Research and the Management Sciences. National Meeting Publisher : ISBN 13 : Total Pages :380 pages Book Rating :4.E/5 ( download)
Book Synopsis INFORMS Annual Meeting by : Institute for Operations Research and the Management Sciences. National Meeting
Download or read book INFORMS Annual Meeting written by Institute for Operations Research and the Management Sciences. National Meeting and published by . This book was released on 2006 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Balancing Petroleum Policy by : Alexander Huurdeman
Download or read book Balancing Petroleum Policy written by Alexander Huurdeman and published by World Bank Publications. This book was released on 2019-05-16 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Petroleum discovery in a country presents its policy makers with a challenging and complex task: formulating and agreeing on policies that will shape the country’s petroleum sector and guide the translation of the newly discovered resources into equitable and sustainable economic and social growth for the nation over the long term. Balancing Petroleum Policy provides policy makers and other stakeholders with the basic sector-related knowledge they need to embark on this task. It introduces a number of topics: the petroleum value chain and pivotal factors affecting value creation, a consultative process for developing a nation’s common vision on key petroleum development objectives, design of a legislative and contractual framework, petroleum fiscal regimes and their administration, prudent fiscal management, transparency and governance, environmental and social safeguards, and economic diversification through industrial linkages. Although much of the material is relevant to designing policies for the development of the petroleum sector in general, the book gives special focus to developing countries, countries in a federal or devolved setting, and countries that have experienced or are still experiencing civil conflict. With this focus in mind, the book examines three questions—ownership, management, and revenue sharing of petroleum resources—that are central to petroleum policy in any federal or devolved state. It also offers important perspectives on how to prevent violent conflicts related to such resources. Petroleum policies tend to vary significantly from country to country, as do the objectives that such policies aim to achieve in the specific context of each particular country. Although there is no one-size-fits-all policy and there are no clear-cut answers to the many potential policy dilemmas associated with the discovery of petroleum resources, this publication may help policy makers find the right balance among the chosen objectives—and the right policy choices to achieve these objectives.
Book Synopsis Public-Private Partnerships In Pursuit of Risk Sharing and Value for Money by : OECD
Download or read book Public-Private Partnerships In Pursuit of Risk Sharing and Value for Money written by OECD and published by OECD Publishing. This book was released on 2008-05-21 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book highlights good practices and summarises what countries should consider before entering into public-private partnerships (PPPs).
Book Synopsis Applied Conic Finance by : Dilip Madan
Download or read book Applied Conic Finance written by Dilip Madan and published by Cambridge University Press. This book was released on 2016-10-13 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and fundamentally motivated manner. Whilst theories of one price classically eliminate all risk, the concept of acceptable risks is critical to the foundations of the two-price theory which sees risk elimination as typically unattainable in a modern financial economy. Practical examples and case studies provide the reader with a comprehensive introduction to the fundamentals of the theory, a variety of advanced quantitative models, and numerous real-world applications, including portfolio theory, option positioning, hedging, and trading contexts. This book offers a quantitative and practical approach for readers familiar with the basics of mathematical finance to allow them to boldly go where no quant has gone before.
Author :Lars Peter Hansen Publisher :World Scientific Publishing Company Incorporated ISBN 13 :9789814578110 Total Pages :454 pages Book Rating :4.5/5 (781 download)
Book Synopsis Uncertainty Within Economic Models by : Lars Peter Hansen
Download or read book Uncertainty Within Economic Models written by Lars Peter Hansen and published by World Scientific Publishing Company Incorporated. This book was released on 2014 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Studying this work in real time taught me a lot, but seeing it laid out in conceptual, rather than chronological, order provides even clearer insights into the evolution of this provocative line of research. Hansen and Sargent are two of the best economists of our time, they are also among the most dedicated teachers in our profession. They have once again moved the research frontier, and with this book provide a roadmap for the rest of us to follow. This is a must-have for anyone interested in modeling uncertainty, ambiguity and robustness."Stanley E ZinWilliam R Berkley Professor of Economics and BusinessLeonard N Stern School of BusinessNew York UniversityWritten by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.
Book Synopsis Analysing and Interpreting the Yield Curve by : Moorad Choudhry
Download or read book Analysing and Interpreting the Yield Curve written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2019-04-15 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Author :Anita Riecher-Rössler Publisher :Karger Medical and Scientific Publishers ISBN 13 :3805599889 Total Pages :194 pages Book Rating :4.8/5 (55 download)
Book Synopsis Violence Against Women and Mental Health by : Anita Riecher-Rössler
Download or read book Violence Against Women and Mental Health written by Anita Riecher-Rössler and published by Karger Medical and Scientific Publishers. This book was released on 2013 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Too prevalent to ignore : violence against women, its prevalence, and health consequences / García-Moreno, C., Stockl, H. -- Gender-based violence in the Middle-East : a review / Madi Skaff, J. -- Violence against women in Latin America / Gaviria A., S.L. -- Violence against women in south Asia / Niaz, U. -- Violence against women in Europe : magnitude and the mental health consequences described by different data sources / Helweg-Larsen, K. -- Intimate partner violence as a risk factor for mental health in South Africa / Jewkes, R. -- Intimate partner violence and mental health / Oram, S., Howard, L.M. -- Sexual assault and women's mental health / Martin, S.L., Parcesepe, A.M. -- Child sexual abuse of girls / MacMillan, H.L., Wathen, C.N. -- Sexual violence and armed conflict : a systematic review of psychosocial support interventions / Stavrou, V. -- Abuse and trafficking among female migrants and refugees / Kastrup, M. -- Abuse in doctor-patient relationships / Tschan, W. -- Workplace harassment based on sex : a risk factor for women's mental health / Cortina, L.M., Leskinen, E.A. -- Violence against women and suicidality : does violence cause suicidal behaviour? / Devries, K.M., Seguin, M. -- Violence against women suffering from severe psychiatric illness / Rondon, M.B. -- Violence against women and mental health : conclusions / García-Moreno, C., Riecher-Rössler, A.
Book Synopsis Empirical Asset Pricing by : Wayne Ferson
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Book Synopsis Estimating and Interpreting Forward Interest Rates by : Mr.Lars E. O. Svensson
Download or read book Estimating and Interpreting Forward Interest Rates written by Mr.Lars E. O. Svensson and published by International Monetary Fund. This book was released on 1994-09-01 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They separate market expectations for the short-, medium-, and long-term more easily than the standard yield curve. Forward rates are estimated with an extended and more flexible version of Nelson and Siegel’s functional form.
Book Synopsis The Fair Value of Insurance Liabilities by : Irwin T. Vanderhoof
Download or read book The Fair Value of Insurance Liabilities written by Irwin T. Vanderhoof and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores theoretical and practical implications of reflecting the fair value of liabilities for insurance companies. In addition, the contributions discuss the disclosure of these values to the financial and regulatory communities and auditing firms which are actually calculating this illusive but important variable. It combines contributions by distinguished practitioners from the insurance, accounting and finance fields, with those of prominent academics. One of the central themes of the collection is that adequate disclosure of the true economic value of insurance company liabilities is both possible and desirable. Wherever possible, the insurance valuation process is wedded with modern financial theory. For example, the use of option pricing theory is applied to insurance companies, where the true value of the firm's liabilities is a critical variable. Methods such as cash flow, earned profit and indirect discount are explored.
Book Synopsis Market-Valuation Methods in Life and Pension Insurance by : Thomas Møller
Download or read book Market-Valuation Methods in Life and Pension Insurance written by Thomas Møller and published by Cambridge University Press. This book was released on 2007-01-18 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: In classical life insurance mathematics the obligations of the insurance company towards the policy holders were calculated on artificial conservative assumptions on mortality and interest rates. However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if traded in a free market. The book describes these approaches, and is the first to explain them in conjunction with more traditional methods. The various chapters address specific aspects of market-based valuation. The exposition integrates methods and results from financial and insurance mathematics, and is based on the entries in a life insurance company's market accounting scheme. The book will be of great interest and use to students and practitioners who need an introduction to this area, and who seek a practical yet sound guide to life insurance accounting and product development.
Book Synopsis Reproductive Health and Human Rights by : Rebecca J. Cook
Download or read book Reproductive Health and Human Rights written by Rebecca J. Cook and published by Clarendon Press. This book was released on 2003-04-17 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: The concept of reproductive health promises to play a crucial role in improving women's health and rights around the world. It was internationally endorsed by a United Nations conference in 1994, but remains controversial because of the challenge it presents to conservative agencies: it challenges policies of suppressing public discussion on human sexuality and regulating its private expressions. Reproductive Health and Human Rights is designed to equip healthcare providers and administrators to integrate ethical, legal, and human rights principles in protection and promotion of reproductive health, and to inform lawyers and women's health advocates about aspects of medicine and healthcare systems that affect reproduction. Rebecca Cook, Bernard Dickens, and Mahmoud Fathalla, leading international authorities on reproductive medicine, human rights, medical law, and bioethics, integrate their disciplines to provide an accessible but comprehensive introduction to reproductive and sexual health. They analyse fifteen case-studies of recurrent problems, focusing particularly on resource-poor settings. Approaches to resolution are considered at clinical and health system levels. They also consider kinds of social change that would relieve the underlying conditions of reproductive health dilemmas. Supporting the explanatory chapters and case-studies are extensive resources of epidemiological data, human rights documents, and research materials and websites on reproductive and sexual health. In explaining ethics, law, and human rights to healthcare providers and administrators, and reproductive health to lawyers and women's health advocates, the authors explore and illustrate limitations and dysfunctions of prevailing health systems and their legal regulation, but also propose opportunities for reform. They draw on the values and principles of ethics and human rights recognized in national and international legal systems, to guide healthcare providers and administrators, lawyers, governments, and national and international agencies and legal tribunals. Reproductive Health and Human Rights will be an invaluable resource for all those working to improve services and legal protection for women around the world. Updates to this book, and information on translations to French, Spanish, Portuguese, Chinese and Arabic are now available at www.law.utoronto.ca/faculty/cook/ReproductiveHealth.html
Book Synopsis Numerical Recipes in FORTRAN 77 Macintosh Diskette Version 2.0 by : William H. Press
Download or read book Numerical Recipes in FORTRAN 77 Macintosh Diskette Version 2.0 written by William H. Press and published by . This book was released on 1992 with total page 1006 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete text and reference book on scientific computing. It proceeds from mathematical and theoretical considerations to actual practical computer routines.
Book Synopsis Resource Financed Infrastructure by : Håvard Halland
Download or read book Resource Financed Infrastructure written by Håvard Halland and published by World Bank Publications. This book was released on 2014-06-18 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent decades, resource-rich developing countries have been using their natural resources as collateral to access sources of finance for investment, countervailing the barriers they face when accessing conventional bank lending and capital markets. One of the financing models that have emerged as a result is the Resource Financed Infrastructure (RFI) model, a derivation of previous oil-backed lending models pioneered by several Western banks in Africa. Under a Resource Financed Infrastructure (RFI) arrangement, a loan for current infrastructure construction is securitized against the net present value of a future revenue stream from oil or mineral extraction. The model has been applied in several African countries, for a cumulative contract value of approximately $30 billion, according to publically available sources. This report, consisting of a study prepared by global project finance specialists Hunton & Williams LLP and comments from six internationally reputed economists and policy makers, provides an analytical discussion of resource-financed infrastructure (RFI) contracting from a project finance perspective. The report is meant as a forum for in-depth discussion and as a basis for further research into RFI’s role, risks, and potential, without any intention to present a World Bank–supported view on RFI contracting. It is motivated by the conviction that if countries are to continue to either seek RFI or receive unsolicited RFI proposals, there is an onus on public officials to discern bad deals from good, to judge unavoidable trade-offs, and to act accordingly. The report aims to provide a basis for developing insights on how RFI deals can be made subject to the same degree of public policy scrutiny as any other instrument through which a government of a low- or lower-middle-income country might seek to mobilize development finance.
Book Synopsis Fiscal Management in Resource-rich Countries by : Rolando Ossowski
Download or read book Fiscal Management in Resource-rich Countries written by Rolando Ossowski and published by World Bank Studies. This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume, the second of the two-volume publication Essentials for Economists, Public Finance Professionals, and Policy Makers, published in the World Bank Studies series, was prepared by Rolando Ossowski, consultant to the World Bank, as the primary author, and Heavard Halland, economist at the World Bank"--Acknowledgments.
Book Synopsis Federal Rivers by : Dustin E Garrick
Download or read book Federal Rivers written by Dustin E Garrick and published by Edward Elgar Publishing. This book was released on 2014-01-31 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a critical analysis of the impact of borders and divided governance on large rivers in federal political systems. The OECD has identified the global water crisis as one of governance and policy fragmentation. Population and economic
Book Synopsis Towards Better Reference Rate Practices by : Bank for International Settlements
Download or read book Towards Better Reference Rate Practices written by Bank for International Settlements and published by . This book was released on 2013 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The report reviews issues in relation to the use and production of reference interest rates from the perspective of central banks. These issues reflect the possible risks for monetary policy transmission and financial stability that may arise from deficiencies in the design of reference interest rates, market abuse, or from market participants using reference interest rates which embody economic exposures other than the ones they actually want or need. In parallel to initiatives in other forums and jurisdictions, including work by the International Organization of Securities Commissions (IOSCO), the European Banking Authority (EBA) / European Securities and Markets Authority (ESMA) and the UK Wheatley Review, the report provides recommendations on how to improve reference rate practices from a central bank perspective. The Working Group identifies an urgent need to strengthen the reliability and robustness of existing reference rates and a strong case for enhancing reference rate choice. Both call for prompt action by the private and the public sector."- -Abstract.
