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Transfer Pricing Methods: An Applications Guide, Robert Feinschreiber

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Цена: 14438р.
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 252 шт.  Склад Америка: 84 шт.  
При оформлении заказа до: 8 окт 2021
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Автор: Robert Feinschreiber
Название:  Transfer Pricing Methods: An Applications Guide
Издательство: Wiley
ISBN: 0471573604
ISBN-13(EAN): 9780471573609
Обложка/Формат: Hardback
Страницы: 320
Вес: 0.802 кг.
Дата издания: 19.03.2004
Язык: English
Издание: New ed
Иллюстрации: , black & white illustrations
Размер: 260 x 187 x 25
Читательская аудитория: Professional & vocational
Подзаголовок: An applications guide
Ссылка на Издательство: Link
Поставляется из: Англии
Описание: Advanced praise for Transfer Pricing Methods Feinschreiber and a team of renowned executives have provided the definitive transfer-pricing guide to this challenging area. At a time when many companies are reviewing documents, policies, and procedures, its wonderful to have a concise, clearly written reference focused on what may be the most critical corporate tax issue. -Charles R. Goulding, Managing Director, Tax Cooper Industries, Inc. It is refreshing to find a treatise on transfer pricing that combines practical business considerations, economic theory, and a discussion of technical tax rules in a way that is meaningful not only for large corporate enterprises but also small and medium-sized businesses. -Vikram A. Gosain, JD, CPA, Director of Transfer Pricing General Electric Capital Corporation This well-written book will be useful both to attorneys new to the practice area and to older hands. It includes very helpful discussions on valuation issues that will be particularly useful for in-house counsel and accountants. -Joseph C. Mandarino, Partner Troutman Sanders, LLP Feinschreiber and his contributors have cogently explained hundreds of useful facets in the transfer pricing field that have taken others volumes to articulate. The busy professional should consider this book in his or her quest for knowledge in the scintillating tax specialty. -Charles L. Crowley, Partner ITS/Customs and International Trade Practice, Ernst & Young, LLP Transfer Pricing Methods ...should become a standard tool for every owner-managed and mid-cap multinational. -Enrique MacGregor, Principal-in-Charge, Transfer Pricing Services Grant Thornton LLP Bobs vast experience in transfer pricing matters has again been captured between the covers of a book. Thank you, Bob, and your contributing colleagues, for producing another valuable helpmate. -Alan Getz, Vice President and General Manager, Tax Mitsui & Co., Inc. (U.S.A.) Feinschreibers current publication is a practical handbook that presents transfer pricing tools that can assist tax professionals of mid-sized companies to optimize profits, manage cash flows, and moderate taxes in a defensible manner. -Per H. Hasenwinkle, National Practice Leader, Transfer Pricing BDO Seidman, LLP
Дополнительное описание: Кол-во стр.: 320
Формат: 261 x 185
Дата издания: 2004
Вес: 794
Круг читателей: academic, specialist; research, professional

Core principles and applications of Corporate Finance, global edition

Автор: Ross Stephen
Название: Core principles and applications of Corporate Finance, global edition
ISBN: 0071221166 ISBN-13(EAN): 9780071221160
Издательство: McGraw-Hill
Цена: 5774 р.
Наличие на складе: Есть (1 шт.)
Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.

Empirical dynamic asset pricing

Автор: Singleton, Kenneth J.
Название: Empirical dynamic asset pricing
ISBN: 0691122970 ISBN-13(EAN): 9780691122977
Издательство: Wiley
Цена: 11550 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.

Property Derivatives - Pricing, Hedging and Applications

Автор: Syz
Название: Property Derivatives - Pricing, Hedging and Applications
ISBN: 0470998024 ISBN-13(EAN): 9780470998021
Издательство: Wiley
Цена: 6353 р.
Наличие на складе: Поставка под заказ.

Описание: Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return.

Pricing in (In)complete Markets / Structural Analysis and Applications

Автор: Esser Angelika
Название: Pricing in (In)complete Markets / Structural Analysis and Applications
ISBN: 3540208178 ISBN-13(EAN): 9783540208174
Издательство: Springer
Цена: 8045 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabilities is derived for arbitrary payoff structures. Moreover, a comparison between continuous and discrete models is presented, highlighting the major similarities and key differences. As applications, two sources of market incompleteness are considered, namely stochastic volatility and stochastic liquidity. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model. Secondly, the issue of liquidity risk is considered by focusing on the aspect of how asset price dynamics are affected by the trading strategy of a large investor.

PDE and Martingale Methods in Option Pricing

Автор: Pascucci
Название: PDE and Martingale Methods in Option Pricing
ISBN: 8847017807 ISBN-13(EAN): 9788847017801
Издательство: Springer
Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical background. The first part contains a presentation of the arbitrage theory in discrete time. In the second part, the theories of stochastic calculus and parabolic PDEs are developed in detail and the classical arbitrage theory is analyzed in a Markovian setting by means of of PDEs techniques. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics. General tools from PDE and martingale theories are also used in the analysis of volatility modeling. The book also contains an Introduction to L?vy processes and Malliavin calculus. The last part is devoted to the description of the numerical methods used in option pricing: Monte Carlo, binomial trees, finite differences and Fourier transform.

Dynamic asset pricing theory

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
Цена: 7508 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Credit Derivatives: Instruments, Applications, and Pricing

Автор: Mark J. P. Anson
Название: Credit Derivatives: Instruments, Applications, and Pricing
ISBN: 047146600X ISBN-13(EAN): 9780471466000
Издательство: Wiley
Цена: 9818 р.
Наличие на складе: Поставка под заказ.

Описание: An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.

Credit Risk Valuation / Methods, Models, and Applications

Автор: Ammann Manuel
Название: Credit Risk Valuation / Methods, Models, and Applications
ISBN: 3540678050 ISBN-13(EAN): 9783540678052
Издательство: Springer
Цена: 17764 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multi-variate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.

Java Methods for Financial Engineering / Applications in Finance and Investment

Автор: Barker Philip
Название: Java Methods for Financial Engineering / Applications in Finance and Investment
ISBN: 1852338326 ISBN-13(EAN): 9781852338329
Издательство: Springer
Цена: 8881 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Describes the principles of model building in financial engineering and explains those models as designs and working implementations for Java-based applications. This book presents a series of packaged classes to address a range of financial applications.

Автор: Neftci
Название: Introduction to Calibration Methods in Finance - With Market Applications
ISBN: 0470016310 ISBN-13(EAN): 9780470016312
Издательство: Wiley
Цена: 6930 р.
Наличие на складе: Поставка под заказ.

Описание: The book will look at major, state of the art calibration methods used in the analysis and pricing of financial derivatives using Mathematica, Matlab and C++. Using practical examples and market data, it will enable the reader to understand and apply major calibration, estimation and numerical tools required to analyze, risk manage and price complex derivative instruments.

Extreme value methods with applications to finance

Автор: Novak, Serguei Y.
Название: Extreme value methods with applications to finance
ISBN: 1439835748 ISBN-13(EAN): 9781439835746
Издательство: Taylor&Francis
Цена: 16170 р.
Наличие на складе: Есть у поставщика Поставка под заказ.


Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible.

Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers:

  • Extremes in samples of random size
  • Methods of estimating extreme quantiles and tail probabilities
  • Self-normalized sums of random variables
  • Measures of market risk

Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text.

A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.

Asset pricing: a structural theory and its applications

Название: Asset pricing: a structural theory and its applications
ISBN: 9812704558 ISBN-13(EAN): 9789812704559
Издательство: World Scientific Publishing
Цена: 7477 р.
Наличие на складе: Поставка под заказ.

Описание: Asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle.

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