Автор: Duffie, Darrell Название: Dynamic asset pricing theory ISBN: 069109022X ISBN-13(EAN): 9780691090221 Издательство: Wiley Рейтинг: Цена: 11088.00 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.
Автор: Singleton, Kenneth J. Название: Empirical dynamic asset pricing ISBN: 0691122970 ISBN-13(EAN): 9780691122977 Издательство: Wiley Рейтинг: Цена: 17266.00 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.
Автор: Elizabeth King Название: Transfer Pricing and Valuation in Corporate Taxation ISBN: 9401737681 ISBN-13(EAN): 9789401737685 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Transfer Pricing and Valuation in Corporate Taxation analyzes the disparities between both federal statutes and regulations, and r- ulations and administrative practice, in a highly controversial area of corporate tax policy: intra-company transfer pricing for tax p- poses.
Автор: Robert Feinschreiber Название: Transfer Pricing Methods: An Applications Guide ISBN: 0471573604 ISBN-13(EAN): 9780471573609 Издательство: Wiley Рейтинг: Цена: 20750.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: All companies that import or export product to an affiliate company are subject to transfer pricing - the sale, license, or lease of a product from one affiliated company to another. This book provides a comprehensive analysis of the various transfer pricing methods that are available to today`s company.
Описание: The taxation of multinational corporate groups has become a major concern in the academic and political debate on the future of international taxation.
Автор: Veronika Solilova; Danuse Nerudova Название: Transfer Pricing in SMEs ISBN: 3319690647 ISBN-13(EAN): 9783319690643 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides a detailed assessment of current approaches to transfer pricing in the context of small- and middle-sized enterprises (SMEs), including the newest update of Transfer Pricing Guidelines from 10 July 2017. It analyzes the transfer pricing rules for SMEs across the European Union (EU) and explores two alternative approaches as suitable solutions for current transfer pricing issues. The authors evaluate and discuss alternative approaches like Safe Harbour and Common Consolidated Corporate Tax Base (CCCTB). Taking into account the prominent role of SMEs in the European Union’s economy, the book also puts forward policy recommendations to achieve the long-term goals of the EU’s 2020 agenda.
Автор: Elizabeth King Название: Transfer Pricing and Corporate Taxation ISBN: 144192678X ISBN-13(EAN): 9781441926784 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This handbook will guide practitioners and tax directors through the complex maze of transfer pricing. It describes current transfer pricing methods and regulations, proposes alternative approaches, and discusses ten case studies in elaborate detail.
Автор: Ohlsson Название: Non-life insurance pricing with generalized linear models ISBN: 3642107907 ISBN-13(EAN): 9783642107900 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Автор: Claus Munk Название: Financial Asset Pricing Theory ISBN: 0199585490 ISBN-13(EAN): 9780199585496 Издательство: Oxford Academ Рейтинг: Цена: 20196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book presents models for the pricing of financial assets such as stocks, bonds, and options. The models are formulated and analyzed using concepts and techniques from mathematics and probability theory. It presents important classic models and some recent `state-of-the-art` models that outperform the classics.
Автор: Wallace C. Peterson Название: Transfer Spending, Taxes, and the American Welfare State ISBN: 9401057451 ISBN-13(EAN): 9789401057455 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In 1989 the federal government spent $1197 billion, a mind-boggling sum that is almost impossible to visualize. To finance spending $1197 billion, the government collected taxes from American citizens and residents in an amount of $1047 billion.
Автор: J. Li Название: International Transfer Pricing in Asia Pacific ISBN: 1403991677 ISBN-13(EAN): 9781403991676 Издательство: Springer Рейтинг: Цена: 18866.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the management of business activity by companies operating in more than one country, the complex array of issues and practices that characterize their movements of assets between constituent company units centres around what has become known as international transfer payments.
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