Transfer Pricing Methods: An Applications Guide, Robert Feinschreiber
Автор: Ross Stephen Название: Core principles and applications of Corporate Finance, global edition ISBN: 0071221166 ISBN-13(EAN): 9780071221160 Издательство: McGraw-Hill Рейтинг: Цена: 6874 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.
Автор: Singleton, Kenneth J. Название: Empirical dynamic asset pricing ISBN: 0691122970 ISBN-13(EAN): 9780691122977 Издательство: Wiley Рейтинг: Цена: 13750 р. Наличие на складе: 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.
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.
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 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.
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.
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.
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.
Описание: Praise for Global Asset Allocation "In the critical field of global portfolio optimization, this volume is not only a technical tour de force, but also provides excellent access to state-of-the-art concepts for practitioners. It represents an important resource for those who manage institutional and individual portfolios as it is for those who want the latest applied research in international finance." Ingo Walter, Charles Simon Professor of Applied Business Economics & Sidney Homer Director, New York University Salomon Center Stern School of Business, New York University "The authors apply modern statistical modeling of time-varying risk and return to the study of global asset allocation. They offer empirical results and methodologies that shed light on the benefits of international diversification." Prof. Bruno Solnik, Finance and Economics Department, HEC Paris "This book presents an amazing variety of empirical findings on stock and bond returns in many national markets. Combining economic intuition and econometric rigor, the academic scholar and the portfolio manager will find a treasure of important insights and get very valuable advice for global asset allocation." Prof. Gunter Franke, Universitat Konstanz, Fachbereich Wirtschaftswissenschaften
Описание: Models, Methods, Concepts and Applications of the Analytic Hierarchy Process is a volume dedicated to selected applications of the Analytic Hierarchy Process (AHP) focused on three themes: economics, the social sciences, and the linking of measurement with human values. (1) The AHP offers economists a substantially different approach to dealing with economic problems through ratio scales. The main mathematical models on which economics has based its quantitative thinking up to now are utility theory, which uses interval scales, and linear programming. We hope that the variety of examples included here can perhaps stimulate researchers in economics to try applying this new approach. (2) The second theme is concerned with the social sciences. The AHP offers psychologists and political scientists the methodology to quantify and derive measurements for intangibles. We hope that the examples included in this book will encourage them to examine the methods of AHP in terms of the problems they seek to solve. (3) The third theme is concerned with providing people in the physical and engineering sciences with a quantitative method to link hard measurement to human values. In such a process one needs to interpret what the measurements mean. A number is useless until someone understands what it means. It can have different meanings in different problems. Ten dollars are plenty to satisfy one's hunger but are useless by themselves in buying a new car. Such measurements are only indicators of the state of a system, but do not relate to the values of the human observers of that system. AHP methods can help resolve the conflicts between hard measurement data and human values.
Автор: Feinschreiber Robert Название: Transfer Pricing Handbook ISBN: 1118347617 ISBN-13(EAN): 9781118347614 Издательство: Wiley Рейтинг: Цена: 15813 р. Наличие на складе: Поставка под заказ.
Описание: Learn OECD guidance on business taxation in multiple countries A business that is not aware of all of its exposure to the tax policy of each country in which it does business may find itself paying more in taxes that the share of profit it generates.
Описание: This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
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