Experimental Economics: How We Can Build Better Financial Markets, Ross M. Miller
Автор: Monique Jeanblanc, Marc Yor, Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 8804 р. 12577.00-30% Наличие на складе: Есть (1 шт.) Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 10335 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: Simpson Thomas D Название: Financial Markets, Banking, and Monetary Policy ISBN: 1118872231 ISBN-13(EAN): 9781118872239 Издательство: Wiley Рейтинг: Цена: 11880 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
Описание: A review of the international financial markets. It offers the financial services professional, a comprehensive analysis of the financial markets and the financial services industry. It also includes a review of effective strategies and forecasts the trends that represent potential opportunities for investors.
Автор: de Haan Название: Financial Markets and Institutions ISBN: 1107539366 ISBN-13(EAN): 9781107539365 Издательство: Cambridge Academ Рейтинг: Цена: 6968 р. Наличие на складе: Поставка под заказ.
Описание: Profiling 30 mask makers from around the world, this book explores the motivations and challenges of contemporary artists working to bring the traditional methods and conventions of mask making to an evolving global theatre. There are 181 photographs of mask makers and their works illustrate how the mythic iconography of masks is used in the modern fields of dance, mime, theatre, and storytelling.
Автор: Valdez Stephen Название: An Introduction to Global Financial Markets ISBN: 1137497556 ISBN-13(EAN): 9781137497550 Издательство: Springer Рейтинг: Цена: 8524 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible but comprehensive guide to the world of finance and financial markets. Taking an international approach, the authors examine the different types of banking and markets around the world, and cover foreign exchange and derivative products. This edition is right up to date and incorporates recent events and developments in finance.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 5859 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Автор: Kohn, Meir (Professor, Department of Economics, Da Название: Financial Institutions and Markets ISBN: 0195134729 ISBN-13(EAN): 9780195134728 Издательство: Oxford Academ Рейтинг: Цена: 36430 р. Наличие на складе: Поставка под заказ.
Описание: This work emphasizes a functional focus on financial intermediaries and markets such as government securities, mortgage, corporate debt, equity markets, derivatives and market microstructure. Chapters cover liquidity and risk, regulation and developing financial systems.
Автор: Roy E. Bailey Название: The Economics of Financial Markets ISBN: 0521612802 ISBN-13(EAN): 9780521612807 Издательство: Cambridge Academ Рейтинг: Цена: 8710 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Economics of Financial Markets provides comprehensive cover of the economic principles underlying all financial markets, focusing on markets for equities, bonds, futures and options contracts. This textbook is suitable for advanced undergraduates and for beginning graduate students in financial economics.
Описание: The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a CVA desk is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA.
