Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 56. Convertible Securities 57. Structured Convertible Securities 58. Equity Linked Notes 59. Equity Derivatives - Investor Applications 60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes 62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 63. Commodity Derivatives - Metal Markets 64. Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 65. Credit Derivative Products 66. Credit Linked Notes/Collateralised Debt Obligations 67. Credit Derivatives/Default Risk - Pricing and Modelling 68. Credit Derivatives - Applications/Markets NEW MARKETS 69. Inflation Indexed Notes and Derivatives. 70. Alternative Risk Transfer/Insurance Derivatives 71. Weather Derivatives 72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives 73. Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 74. Electronic Markets and Derivatives Trading 75. Financial Derivatives - Evolution and Prospects
Автор: Campbell, John W. Название: The econometrics of financial markets ISBN: 0691043019 ISBN-13(EAN): 9780691043012 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
"We all share behavioral traits that are major roadblocks to intelligent financial decisions. Bottom line: if you really want to achieve investment success, understand yourself and eliminate or minimize these traits. This book will help you do exactly that." -- John C. Bogle, Founder, Vanguard Funds
"What Investors Really Want enables us to "post mortem" the financial decisions of ourselves and others. The book is extremely valuable for theory, as a survey of how the human animal makes financial decisions, and for the practice of making smarter financial decisions." --Harry M. Markowitz, Rady School of Management, University of California, San Diego; winner, Nobel Memorial Prize in Economic Sciences
"In investing, we are often our own worst enemies. Meir Statman, an expert in behavioral finance, explains the common errors to which we are prone and helps us make smarter decisions about our investments." --Burton Malkiel, bestelling author of A Random Walk Down Wall Street
"A masterly review of the many pitfalls and challenges facing market participants today, written by one of the founders of the field of behavioral finance. This volume should be required reading for all investors and their financial advisors " --Andrew W. Lo, Harris & Harris Group Professor of Finance at the MIT Sloan School of Management
"What a gem Meir Statman is a wise and engaging teacher, and after reading his book, I will be a wiser, better, less anxious investor." --Don Ezra, co-chair, global consulting, Russell Investments, and co-author of Pension Fund Excellence and The Retirement Plan Solution
"The first step to good investing is always the same, 'know thyself'. If you read this book and don't recognize a lot of yourself in it, you're just not paying attention " --Cliff Asness, founding and managing principal, AQR Capital Management LLC
"Meir Statman, a leading light of behavioral finance, shines the bright light of modern neuropsychology on all the mental demons that conspire to make you poor. He'll make you laugh, he'll make you cry and, best of all, he'll improve your bottom line." --William Bernstein, bestselling author of The Intelligent Asset Allocator
Combining the new field of behavioral finance with the real world of investing, this engaging new book explores the mind-sets and motivations behind the major money decisions--and most common mistakes--that investors make every day. With insider's insight, and a storyteller's voice, behavioral finance expert Meir Statman reveals What Investors Really Want . . .
Investors want bigger profits with lower risks. How our desire for free investment lunches can leave us with no lunches
Investors want to play and win. How our desire to win the investment game can turn us into losers
Investors want to save money for tomorrow and spend it today. How we struggle between spending too much and spending too little
Investors want status, respect, and social responsibility. How to know what's really important in life
Investors do not want to face financial losses. How to recognize and confront the regret that accompanies losses
You'll also learn how age, gender, genetics, and personality affect your investment decisions and how people of different countries and cultures think about risks and returns, poverty, and wealth. You'll discover how behavioral finance provides key insights into the behavior that has rocked investment markets in recent years. And, most important, you'll learn to recognize the desires, thoughts, and emotions that drive your own investment decisions--so you can drive better on your road to investment success.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 10475.00 р. Наличие на складе: Нет в наличии.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 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: 6019.00 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: Benninga Simon Название: Financial Modeling ISBN: 0262027283 ISBN-13(EAN): 9780262027281 Издательство: MIT Press Рейтинг: Цена: 21161.00 р. Наличие на складе: Нет в наличии.
Описание:
A substantially revised edition of a bestselling text combining explanation and implementation using Excel; for classroom use or as a reference for finance practitioners.
Financial Modeling is now the standard text for explaining the implementation of financial models in Excel. This long-awaited fourth edition maintains the "cookbook" features and Excel dependence that have made the previous editions so popular. As in previous editions, basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds are explained with detailed Excel spreadsheets. Sections on technical aspects of Excel and on the use of Visual Basic for Applications (VBA) round out the book to make Financial Modeling a complete guide for the financial modeler.
The new edition of Financial Modeling includes a number of innovations. A new section explains the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation. A new chapter discusses term structure modeling, with special emphasis on the Nelson-Siegel model. The discussion of corporate valuation using pro forma models has been rounded out with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters.
New print copies of this book include a card affixed to the inside back cover with a unique access code. Access codes are required to download Excel worksheets and solutions to end-of-chapter exercises. If you have a used copy of this book, you may purchase a digitally-delivered access code separately via the Supplemental Material link on this page. If you purchased an e-book, you may obtain a unique access code by emailing digitalproducts-cs@mit.edu or calling 617-253-2889 or 800-207-8354 (toll-free in the U.S. and Canada).
Praise for earlier editions "Financial Modeling belongs on the desk of every finance professional. Its no-nonsense, hands-on approach makes it an indispensable tool." -- Hal R. Varian, Dean, School of Information Management and Systems, University of California, Berkeley
" Financial Modeling is highly recommended to readers who are interested in an introduction to basic, traditional approaches to financial modeling and analysis, as well as to those who want to learn more about applying spreadsheet software to financial analysis." -- Edward Weiss, Journal of Computational Intelligence in Finance
"Benninga has a clear writing style and uses numerous illustrations, which make this book one of the best texts on using Excel for finance that I've seen." -- Ed McCarthy, Ticker Magazine
Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
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