National Monetary and Financial Analysis, Graeme S. Dorrance
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."
Автор: Charalambos D. Aliprantis Название: Infinite Dimensional Analysis: A Hitchhiker`s Guide ISBN: 3540326960 ISBN-13(EAN): 9783540326960 Издательство: Springer Рейтинг: Цена: 6847.00 р. 9781.00-30% Наличие на складе: Есть (1 шт.) Описание: What you`ll find in this monograph is nothing less than a complete and rigorous study of modern functional analysis. It is intended for the student or researcher who could benefit from functional analytic methods, but who does not have an extensive background in the subject and does not plan to make a career as a functional analyst.
Автор: Bindseil, Ulrich Название: Monetary Policy Operations and the Financial System ISBN: 0198716907 ISBN-13(EAN): 9780198716907 Издательство: Oxford Academ Рейтинг: Цена: 13306.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An introduction to the way that central banks implement monetary policy through market operations. It explains monetary policy operations in normal times, reviews the basic mechanics of financial crises, and explains what central banks need to do to fulfil their monetary policy and financial stability mandates when markets and banks are impaired.
Автор: J?rgen Kaehler; Peter Kugler Название: Econometric Analysis of Financial Markets ISBN: 3642486681 ISBN-13(EAN): 9783642486685 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
A new, evolutionary explanation of markets and investor behavior
Half of all Americans have money in the stock market, yet economists can't agree on whether investors and markets are rational and efficient, as modern financial theory assumes, or irrational and inefficient, as behavioral economists believe--and as financial bubbles, crashes, and crises suggest. This is one of the biggest debates in economics and the value or futility of investment management and financial regulation hang on the outcome. In this groundbreaking book, Andrew Lo cuts through this debate with a new framework, the Adaptive Markets Hypothesis, in which rationality and irrationality coexist.
Drawing on psychology, evolutionary biology, neuroscience, artificial intelligence, and other fields, Adaptive Markets shows that the theory of market efficiency isn't wrong but merely incomplete. When markets are unstable, investors react instinctively, creating inefficiencies for others to exploit. Lo's new paradigm explains how financial evolution shapes behavior and markets at the speed of thought--a fact revealed by swings between stability and crisis, profit and loss, and innovation and regulation.
A fascinating intellectual journey filled with compelling stories, Adaptive Markets starts with the origins of market efficiency and its failures, turns to the foundations of investor behavior, and concludes with practical implications--including how hedge funds have become the Gal pagos Islands of finance, what really happened in the 2008 meltdown, and how we might avoid future crises.
An ambitious new answer to fundamental questions in economics, Adaptive Markets is essential reading for anyone who wants to know how markets really work.
-- "Foreign Affairs"
Автор: Farmer Roger E. A. Название: Prosperity for All: How to Prevent Financial Crises ISBN: 0190621435 ISBN-13(EAN): 9780190621438 Издательство: Oxford Academ Рейтинг: Цена: 3325.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the aftermath of the 2008 financial crisis, economists around the world have advanced theories to explain the persistence of high unemployment and low growth rates. According to Roger E. A. Farmer, these theories can be divided into two leading schools of thought: the ideas of pre-Keynesian scholars who blame the recession on bad economic policy, and the suggestions of New Keynesian scholars who propose standard modifications to select assumptions of Keynes' General Theory. But Farmer eschews both these schools of thought, arguing instead that in order to mitigate current financial crises-and prevent future ones-macroeconomic theory must become attuned to present-day conditions. Governments need to intervene in asset markets in a manner similar to the recent behavior of central banks, and principal actors in the international economy need to pursue financial stability. The primary mechanism for securing such stability would be for sovereign nations to create sovereign wealth funds backed by the present value of future tax revenues. These funds would function along the lines in which exchange-traded funds currently operate, and in time, they would become the backbone for stabilizing financial markets. Written in clear, accessible language by a prominent macroeconomic theorist, Prosperity for All proposes a paradigm shift and policy changes that could successfully raise employment rates, keep inflation at bay, and stimulate growth.
Автор: Hens, Thorsten Rieger, Marc Oliver Название: Financial economics ISBN: 3662496860 ISBN-13(EAN): 9783662496862 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Financial economics is a fascinating topic where ideas from economics, mathematics and, most recently, psychology are combined to understand financial markets. This book gives a concise introduction into this field and includes for the first time recent results from behavioral finance that help to understand many puzzles in traditional finance.
An in-depth look at how to account for the human complexities at the heart of today's financial system
Our economy may have recovered from the Great Recession--but not our economics. In The End of Theory, Richard Bookstaber, one of the world's leading risk managers, discusses why the human condition and the radical uncertainty of our world renders the standard economic model--and the theory behind it--useless for dealing with financial crises. What model should replace it? None. At least not any version we've been using for the past two hundred years. Instead, Bookstaber argues for a new approach called agent-based economics, one that takes as a starting point the fact that we are humans, not the optimizing automatons that standard economics assumes we are.
Bookstaber's groundbreaking paradigm promises to do a far better job at preventing crises and managing those that break out. As he explains, our varied memories and imaginations color our economic behavior in unexpected hues. Agent-based modeling embraces these nuances by avoiding the mechanistic, unrealistic structure of our current economic approach. Bookstaber tackles issues such as radical uncertainty, when circumstances take place beyond our anticipation, and emergence, when innocent, everyday interactions combine to create sudden chaos. Starting with the realization that future crises cannot be predicted by the past, he proposes an approach that recognizes the human narrative while addressing market realities.
Sweeping aside the historic failure of twentieth-century economics, The End of Theory offers a novel and innovative perspective, along with a more realistic and human framework, to help prevent today's financial system from blowing up again.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 8712.00 р. Наличие на складе: Поставка под заказ.
Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
Автор: Philip Rothman Название: Nonlinear Time Series Analysis of Economic and Financial Data ISBN: 1461373344 ISBN-13(EAN): 9781461373346 Издательство: Springer Рейтинг: Цена: 41925.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade.
Автор: G Stuvel Название: National Accounts Analysis ISBN: 1349083828 ISBN-13(EAN): 9781349083824 Издательство: Springer Рейтинг: Цена: 24456.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Preface - Introduction - PART 1 THE ANALYTICAL FRAMEWORK - The Basic Accounting Framework - Different Types of Concept - The Production Boundary - The United Kingdom Experience (1) - PART 2 PRICE AND VOLUME DEVELOPMENTS - Index Numbers of Price and Quantity - Deflation of Complete Systems - Terms-of-Trade Effects and Real National Income - The United Kingdom Experience (2) - PART 3 SECTOR ANALYSIS - Systems of Sector Accounts - Transfers and Related Inter-sector Flows - Input-Output Table and Analysis - The United Kingdom Experience (3) - Statistical Appendix - Literature - Documentary Notes - Index
Описание: This book demonstrates that `monetary analysis`, as contained in Post-Keynesian monetary theories, but also in the Neo-Ricardian monetary theory of distribution and in Marx`s monetary analysis, can be integrated into Post-Keynesian models of distribution of growth in a convincing way.
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