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Financial Assets, Debt and Liquidity Crises, Charpe Matthieu

Financial Assets, Debt and Liquidity Crises

Автор: Charpe Matthieu
Название:  Financial Assets, Debt and Liquidity Crises
Издательство: Cambridge Academ
Классификация:
Теория и философия экономики
Макроэкономика
Финансовые кризисы и катастрофы

ISBN: 1107004934
ISBN-13(EAN): 9781107004931
ISBN: 1-107004-3-4
ISBN-13(EAN): 978-1-107004-3-1
Обложка/Формат: Hardcover
Страницы: 472
Дата издания: 31.07.2011
Язык: ENG
Иллюстрации: 94 b/w illus. 46 tables
Размер: 247 x 174
Читательская аудитория: Professional & vocational
Рейтинг:
Поставляется из: Англии
Описание: The macroeconomic development of most major industrial economies is characterised by boom-bust cycles. Normally such boom-bust cycles are driven by specific sectors of the economy. In the financial meltdown of the years 2007–2009 it was the credit sector and the real-estate sector that were the main driving forces. This book takes on the challenge of interpreting and modelling this meltdown. In doing so it revives the traditional Keynesian approach to the financial-real economy interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a hierarchy of markets and introduces a detailed financial sector into the traditional Keynesian framework. The approach of the book goes beyond the currently dominant paradigm based on the representative agent, market clearing and rational economic agents. Instead it proposes an economy populated with heterogeneous, rationally bounded agents attempting to cope with disequilibria in various markets.
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Monte Carlo Methods in Financial Engineering

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
Цена: 4836 р.
Наличие на складе: Нет в наличии.
Описание: Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."
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Banking, Monetary Policy and the Political Economy of Financial Regulation

Автор: Epstein Gerald A
Название: Banking, Monetary Policy and the Political Economy of Financial Regulation
ISBN: 1848443676 ISBN-13(EAN): 9781848443679
Издательство: Edward Elgar Publishers
Цена: 10928 р.
Наличие на складе: Нет в наличии.
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High-Frequency Financial Econometrics

Автор: Ait-Sahalia Yacine
Название: High-Frequency Financial Econometrics
ISBN: 0691161437 ISBN-13(EAN): 9780691161433
Издательство: Wiley
Цена: 3757 р.
Наличие на складе: Поставка под заказ.
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A History of Financial Crises

Автор: Bilginsoy
Название: A History of Financial Crises
ISBN: 041568725X ISBN-13(EAN): 9780415687256
Издательство: Taylor&Francis
Цена: 4157 р.
Наличие на складе: Нет в наличии.
Описание: "Once-in-a-lifetime" financial crises have been a recurrent part of life in the last three decades. It is no longer possible to dismiss or ignore them as aberrations in an otherwise well-functioning system. Nor are they peculiar to recent times. Going back in history, asset price bubbles and bank-runs have been an endemic feature of the capitalist system over the last four centuries. The historical record offers a treasure trove of experience that may shed light on how and why financial crises happen and what can be done to avoid them - provided we are willing to learn from history.
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Financial Markets, Banking, and Monetary Policy

Автор: Simpson Thomas D
Название: Financial Markets, Banking, and Monetary Policy
ISBN: 1118872231 ISBN-13(EAN): 9781118872239
Издательство: Wiley
Цена: 6435 р.
Наличие на складе: Поставка под заказ.
Описание: Praise for Financial Markets, Banking, and Monetary Policy A lucid treatment that takes on board shadow?€“banking, Dodd?€“Frank, the zero lower bound, and forward guidance. In short, all the key post?€“crisis issues. Anil Kashyap, Edward Eagle Brown Prof
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Financial Economics

Автор: Hens
Название: Financial Economics
ISBN: 3540361464 ISBN-13(EAN): 9783540361466
Издательство: Springer
Цена: от 6595 до 10250 р.
Наличие на складе: Есть
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Market Models: A Guide to Financial Data Analysis

Автор: Carol Alexander
Название: Market Models: A Guide to Financial Data Analysis
ISBN: 0471899755 ISBN-13(EAN): 9780471899754
Издательство: Wiley
Цена: 8415 р.
Наличие на складе: Поставка под заказ.
Описание: "Market Models" provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vital techniques required for model selection and development. Model developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to implementation. It is important to make the right choices and Carol Alexander's clear exposition provides valuable insights at every stage. In each of the 13 Chapters, "Market Models" presents real world illustrations to motivate theoretical developments. The accompanying CD contains spreadsheets with data and progrs; this enables you to implement and adapt many of the examples. The pricing of options using normal mixture density functions to model returns; the use of Monte Carlo simulation to calculate the VaR of an options portfolio; modifying the covariance VaR to allow for fat-tailed P & L distributions; the calculation of implied, EWMA and 'historic' volatilities; GARCH volatility term structure forecasting; principal components analysis; and many more are all included. Carol Alexander brings many new insights to the pricing and hedging of options with her understanding of volatility and correlation, and the uncertainty, which surrounds these key determinants of option portfolio risk. Modelling the market risk of portfolios is covered where the main focus is on a linear algebraic approach; the covariance matrix and principal component analysis are developed as key tools for the analysis of financial systems. The traditional time series econometric approach is also explained with coverage ranging from the application co-integration to long-short equity hedge funds, to high-frequency data prediction using neural networks and nearest neighbour algorithms. Throughout this text the emphasis is on understanding concepts and implementing solutions. It has been designed to be accessible to a very wide audience: the coverage is comprehensive and complete and the technical appendix makes the book largely self-contained. "Market Models: A Guide to Financial Data Analysis" is the ideal reference for all those involved in market risk measurement, quantitative trading and investment analysis.
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International Liquidity and the Financial Crisis Hardback

Автор: William A. Allen
Название: International Liquidity and the Financial Crisis Hardback
ISBN: 1107030048 ISBN-13(EAN): 9781107030046
Издательство: Cambridge Academ
Цена: 5916 р.
Наличие на складе: Поставка под заказ.
Описание: In the ongoing financial crisis, policy makers have for the most part appeared to be reactive, formulating emergency solutions as events unfold. However, in contrast to their performance during the Great Depression, central banks around the world, led by the Federal Reserve, acted decisively following the collapse of Lehman Brothers and provided huge injections of liquidity into the financial markets, thereby preventing a far worse outcome. International Liquidity and the Financial Crisis compares the 2008 crisis with the disaster of 1931 and explores the similarities and differences. It considers the lasting effects of the crisis on international liquidity, the possibilities for an international lender of last resort, and the enlargement of the International Monetary Fund after the crisis. It shows that there is no clear demarcation between monetary and macro-prudential policies, and discusses how central banks need to adapt to a new environment in which global liquidity is much scarcer.
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Debt, Financial Fragility and Systemic Risk

Автор: Davis, E.P. (Adviser, Financial Structure and Regu
Название: Debt, Financial Fragility and Systemic Risk
ISBN: 0198233310 ISBN-13(EAN): 9780198233312
Издательство: Oxford Academ
Цена: 2464 р.
Наличие на складе: Нет в наличии.
Описание: A guide to the theory of how default and failure of individual financial institutions can turn into a crisis for a whole financial system. The theory is related to the experience of major countries and the policy implications are discussed.
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Financial Innovation: Too Much or Too Little?

Автор: Haliassos Michael
Название: Financial Innovation: Too Much or Too Little?
ISBN: 0262526727 ISBN-13(EAN): 9780262526722
Издательство: Wiley
Цена: 1381 р.
Наличие на складе: Поставка под заказ.
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Financial Markets and European Monetary Cooperation

Название: Financial Markets and European Monetary Cooperation
ISBN: 0521794404 ISBN-13(EAN): 9780521794404
Издательство: Cambridge Academ
Цена: 2365 р.
Наличие на складе: Поставка под заказ.
Описание: A blend of theoretical and policy-oriented analysis, this book provides a comprehensive assessment of the causes and implications of the 1992-93 crisis of the exchange rate mechanism of the European monetary system. Cogent factual presentation - including new details on the crisis - original theoretical analysis, and an interpretation rooted in the theory, make this treatment essential reading to understand the process toward economic and political integration in Europe. The authors first sketch the history of monetary cooperation in Europe from Bretton Woods to Maastricht. A step-by-step account of the 1992-93 events follows, including a discussion of the extent to which financial markets anticipated the crisis. A survey of the recent literature on the subject introduces the authors' center-periphery model of currency crisis. The authors argue that the vulnerability of Europe to financial crisis was - and still is - the result of the lack of concern with the systemic dimensions of monetary policy-making.
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Principles of Financial Economics

Автор: Stephen F. LeRoy
Название: Principles of Financial Economics
ISBN: 0521586054 ISBN-13(EAN): 9780521586054
Издательство: Cambridge Academ
Цена: 1873 р.
Наличие на складе: Поставка под заказ.
Описание: Financial economics, and the calculations of time and uncertainty derived from it, are playing an increasingly important role in non-finance areas, such as monetary and environmental economics. Professors Le Roy and Werner here supply a rigorous yet accessible graduate-level introduction to this subfield of microeconomic theory and general equilibrium theory. Since students often find the link between financial economics and equilibrium theory hard to grasp, they devote less attention to purely financial topics such as calculation of derivatives, while aiming to make the connection explicit and clear in each stage of the exposition. Emphasis is placed on detailed study of two-date models, because almost all of the key ideas in financial economics can be developed in the two-date setting. In addition to rigorous analysis, substantial sections of discussion and examples are included to make the ideas readily understandable.
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