Описание: "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
Описание: The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives - Second Edition (in most of the world) and Swaps & Derivative Financing - Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library - Third Edition Revised incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text.
Автор: Robert Feinschreiber Название: Transfer Pricing Methods: An Applications Guide ISBN: 0471573604 ISBN-13(EAN): 9780471573609 Издательство: Wiley Рейтинг: Цена: 13063 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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, it's 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 "Bob's 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.) "Feinschreiber's 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
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.
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.
Автор: Milne, Frank (Bank of Montreal Professor of Econom Название: Finance Theory and Asset Pricing ISBN: 0199261075 ISBN-13(EAN): 9780199261079 Издательство: Oxford Academ Рейтинг: Цена: 4318 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.
Автор: Milne, Frank (Bank of Montreal Professor of Econom Название: Finance Theory and Asset Pricing ISBN: 0199261067 ISBN-13(EAN): 9780199261062 Издательство: Oxford Academ Рейтинг: Цена: 4839 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise guide to asset pricing, this text assumes a knowledge of graduate level microeconomics. It explores the fundamental ideas underlying competitive financial asset pricing models with synthetic information.
Автор: Milne, Frank (Professor of Economics, Queen`s Univ Название: Finance Theory and Asset Pricing ISBN: 0198773986 ISBN-13(EAN): 9780198773986 Издательство: Oxford Academ Цена: 2081 р. Наличие на складе: Поставка под заказ.
Описание: This concise guide to financial-asset pricing theory assumes a basic knowledge of graduate-level microeconomic theory. It explores the fundamental ideas that underlie competitive financial-asset pricing models with symmetric information.
Описание: This book presents recent advances in the theory and implementation of intelligent and other computational techniques in the insurance industry. The
paradigms covered encompass artificial neural networks and fuzzy systems, including clustering versions, optimization and resampling methods, algebraic and Bayesian models, decision
trees and regression splines. Thus, the focus is not just on intelligent techniques, although these constitute a major component; the book also deals with other current computational
paradigms that are likely to impact on the industry.
The application areas include asset allocation, asset and liability management, cash-flow analysis, claim costs,
classification, fraud detection, insolvency, investments, loss distributions, marketing, pricing and premiums, rate-making, retention, survival analysis, and underwriting.
Автор: Chenghu Ma Название: Advanced asset pricing theory ISBN: 184816632X ISBN-13(EAN): 9781848166325 Издательство: World Scientific Publishing Рейтинг: Цена: 12750 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims.
Автор: Cornett Название: Finance: Applications and Theory ISBN: 1259252221 ISBN-13(EAN): 9781259252228 Издательство: McGraw-Hill Рейтинг: Цена: 5851 р. Наличие на складе: Поставка под заказ.
Описание: Incorporates the technology to facilitate the learning process, saving valuable time for you and your students. This title provides the core topics for the course, highlighting personal examples to help students relate to the material.
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.
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