A Theory of Production for the Financial Firm, Diana Hancock
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.
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: 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: Foucault, Thierry Название: Market Liquidity: Theory, Evidence, and Policy ISBN: 0199936242 ISBN-13(EAN): 9780199936243 Издательство: Oxford Academ Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.
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
Описание: This volume is the final result of the research project ``Micro growth model", that was sponsored by the Central Research Pool of Tilburg University, the Netherlands. Dr. Charles Tapiero, Jerusalem University, who commented on important parts of this book in a constructive way and who suggested many subjects for further research.
Автор: Venzin, Markus Название: Building an International Financial Services Firm ISBN: 0199535205 ISBN-13(EAN): 9780199535200 Издательство: Oxford Academ Рейтинг: Цена: 14256.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explores the issues that arise for banks in their strategic choices as they move into new international markets. It focuses on fundamental strategic decisions such as when, where, and how to enter foreign markets and how to design the organizational architecture of the multinational financial services firm.
Автор: Diana Hancock Название: A Theory of Production for the Financial Firm ISBN: 9401057222 ISBN-13(EAN): 9789401057226 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Furthermore, if the effects of regulations on user costs are excluded, it is impossible to analyze monetary policy effects. 1.3 User Cost Derivation Chapter 3 discusses the construction of user costs. Those with a positive user cost, where expenditures per unit exceed revenues per unit, are inputs.
Название: Financial Calculus ISBN: 0521552893 ISBN-13(EAN): 9780521552899 Издательство: Cambridge Academ Рейтинг: Цена: 12355.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
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: 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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