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Author : Thomas Werner
Publisher :
ISBN 13 : 9783935821346
Total Pages : 33 pages
Book Rating : 4.8/5 (213 download)
Download or read book Time Variation in the Tail Behaviour of Bund Futures Returns written by Thomas Werner and published by . This book was released on 2002 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Werner
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (13 download)
Download or read book Time Variation in the Tail Behaviour of Bund Futures Returns written by Thomas Werner and published by . This book was released on 2016 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The literature on the tail behaviour of asset prices focuses mainly on theDie Literatur über Extreme der Renditeverteilung hat sich bisher überwiegend.
Author : Mohammed El Hedi Arouri
Publisher : Academic Press
ISBN 13 : 0124115632
Total Pages : 927 pages
Book Rating : 4.1/5 (241 download)
Download or read book Emerging Markets and the Global Economy written by Mohammed El Hedi Arouri and published by Academic Press. This book was released on 2013-12-26 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely. Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics. Foreword by Ali M. Kutan - Concentrates on post-crisis roles of emerging markets in the global economy - Reports on key theoretical and technical developments in emerging financial markets - Forecasts future developments in linkages among developed and emerging economies
Author :
Publisher :
ISBN 13 :
Total Pages : 654 pages
Book Rating : 4.F/5 ( download)
Download or read book Monthly Report of the Deutsche Bundesbank written by and published by . This book was released on 2003 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. V. Timbadiya
Publisher : Springer Nature
ISBN 13 : 9819918901
Total Pages : 647 pages
Book Rating : 4.8/5 (199 download)
Download or read book Flood Forecasting and Hydraulic Structures written by P. V. Timbadiya and published by Springer Nature. This book was released on 2023-09-25 with total page 647 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book comprises the proceedings of the 26th International Conference on Hydraulics, Water Resources and Coastal Engineering (HYDRO 2021) focusing on broad spectrum of emerging opportunities and challenges in the field of flood forecasting and hydraulic structures. It covers a range of topics, including, but not limited to, early warning system, urban flood modelling and management, dam hazard classification, river training and protection works, structural and non-structural measures for flood mitigation, assessment and development of flood vulnerability, hazard and risk maps rehabilitation of old dams, streamflow turbines, canal operation and related structure, operation and management of dams including their instrumentation etc. Presenting recent advances in the form of illustrations, tables, and text, it offers readers insights for their own research. In addition, the book addresses fundamental concepts and studies in the field of flood forecasting and hydraulic structures, making it a valuable resource for both beginners and researchers wanting to further their understanding of hydraulics, water resources and coastal engineering.
Author :
Publisher :
ISBN 13 :
Total Pages : 630 pages
Book Rating : 4.0/5 ( download)
Download or read book Monthly Report written by and published by . This book was released on 2003 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 780 pages
Book Rating : 4.:/5 (319 download)
Download or read book Monthly Bulletin written by and published by . This book was released on 2003 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : European Central Bank
Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (318 download)
Download or read book Annual Report written by European Central Bank and published by . This book was released on 2002 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : European Monetary Institute
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.X/5 (4 download)
Download or read book Annual Report written by European Monetary Institute and published by . This book was released on 2003 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert A. Meyers
Publisher : Springer Science & Business Media
ISBN 13 : 1441977007
Total Pages : 919 pages
Book Rating : 4.4/5 (419 download)
Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1616352477
Total Pages : 94 pages
Book Rating : 4.6/5 (163 download)
Download or read book Global Financial Stability Report, April 2012 written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2012-04-18 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: The April 2012 Global Financial Stability Report assesses changes in risks to financial stability over the past six months, focusing on sovereign vulnerabilities, risks stemming from private sector deleveraging, and assessing the continued resilience of emerging markets. The report probes the implications of recent reforms in the financial system for market perception of safe assets, and investigates the growing public and private costs of increased longevity risk from aging populations.
Author : Lev Dynkin
Publisher : Princeton University Press
ISBN 13 : 069120277X
Total Pages : 998 pages
Book Rating : 4.6/5 (912 download)
Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2020-05-26 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Author : Peter J. N. Sinclair
Publisher : Routledge
ISBN 13 : 1135179778
Total Pages : 402 pages
Book Rating : 4.1/5 (351 download)
Download or read book Inflation Expectations written by Peter J. N. Sinclair and published by Routledge. This book was released on 2009-12-16 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inflation is regarded by the many as a menace that damages business and can only make life worse for households. Keeping it low depends critically on ensuring that firms and workers expect it to be low. So expectations of inflation are a key influence on national economic welfare. This collection pulls together a galaxy of world experts (including Roy Batchelor, Richard Curtin and Staffan Linden) on inflation expectations to debate different aspects of the issues involved. The main focus of the volume is on likely inflation developments. A number of factors have led practitioners and academic observers of monetary policy to place increasing emphasis recently on inflation expectations. One is the spread of inflation targeting, invented in New Zealand over 15 years ago, but now encompassing many important economies including Brazil, Canada, Israel and Great Britain. Even more significantly, the European Central Bank, the Bank of Japan and the United States Federal Bank are the leading members of another group of monetary institutions all considering or implementing moves in the same direction. A second is the large reduction in actual inflation that has been observed in most countries over the past decade or so. These considerations underscore the critical – and largely underrecognized - importance of inflation expectations. They emphasize the importance of the issues, and the great need for a volume that offers a clear, systematic treatment of them. This book, under the steely editorship of Peter Sinclair, should prove very important for policy makers and monetary economists alike.
Author : Elinor Ostrom
Publisher : Cambridge University Press
ISBN 13 : 1107569788
Total Pages : 297 pages
Book Rating : 4.1/5 (75 download)
Download or read book Governing the Commons written by Elinor Ostrom and published by Cambridge University Press. This book was released on 2015-09-23 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tackles one of the most enduring and contentious issues of positive political economy: common pool resource management.
Author : Water Resources Council (U.S.). Hydrology Committee
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (318 download)
Download or read book Guidelines for Determining Flood Flow Frequency written by Water Resources Council (U.S.). Hydrology Committee and published by . This book was released on 1975 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nassim Nicholas Taleb
Publisher :
ISBN 13 : 9781544508054
Total Pages : pages
Book Rating : 4.5/5 (8 download)
Download or read book Statistical Consequences of Fat Tails written by Nassim Nicholas Taleb and published by . This book was released on 2020-06-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The book investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat tailed distributions requires more than "changing the color of the dress." Traditional asymptotics deal mainly with either n=1 or n=∞, and the real world is in between, under the "laws of the medium numbers"-which vary widely across specific distributions. Both the law of large numbers and the generalized central limit mechanisms operate in highly idiosyncratic ways outside the standard Gaussian or Levy-Stable basins of convergence. A few examples: - The sample mean is rarely in line with the population mean, with effect on "naïve empiricism," but can be sometimes be estimated via parametric methods. - The "empirical distribution" is rarely empirical. - Parameter uncertainty has compounding effects on statistical metrics. - Dimension reduction (principal components) fails. - Inequality estimators (Gini or quantile contributions) are not additive and produce wrong results. - Many "biases" found in psychology become entirely rational under more sophisticated probability distributions. - Most of the failures of financial economics, econometrics, and behavioral economics can be attributed to using the wrong distributions. This book, the first volume of the Technical Incerto, weaves a narrative around published journal articles.
Author : Andreas Behr
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (13 download)
Download or read book A Comparison of Dynamic Panel Data Estimators written by Andreas Behr and published by . This book was released on 2016 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: In our analysis we discuss several dynamic panel data estimators proposed in the literatureIn der vorliegenden Arbeit werden verschiedene in der Literatur vorgeschlagen.
