Finance category: 129477 books

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices...

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry...

Running public sector organizations requires specialist accounting and finance skills to overcome the unique challenges of the sector. Citizens rely on their governments to provide a wide range of public services from an inevitably limited budget and therefore the better that the public money is managed...

Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial economists. Mean-variance analysis, developed almost fifty years ago, has provided a basic paradigm for portfolio choice. This approach usefully...

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on...

Exchange Rates and Global Financial Policies brings together research and work done by world-class economist Paul De Grauwe over the past two decades. Drawing inspiration from behavioural finance literature, De Grauwe covers topics such as exchange rate economics, monetary integration (with particular...

Asset Price Response to New Information examines the effect of two types of psychological biases (namely, conservatism bias and representativeness heuristic) on the asset price reaction to new information. The author constructs various models of a competitive securities market or a security market...

This book goes beyond traditional financial institutions textbooks, which tend to focus on mathematical models for risk management and the technical aspects of measuring and managing risk. It focuses on the role of financial institutions in promoting social and economic goals for the communities...

En décembre 2015, la France accueille la 21e conférence climat. Les enjeux pour la planète sont cruciaux puisque les États doivent aboutir à un accord permettant de contenir le réchauffement global en deçà de 2 °C. La finance a un rôle important à jouer. Dans cette perspective, la Revue...

Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It...

Masterarbeit aus dem Jahr 2017 im Fachbereich VWL - Sonstiges, Note: 1,0, Hochschule Mainz, Veranstaltung: Masterarbeit - Wirtschaftspsychologie und Finanzwesen, Sprache: Deutsch, Abstract: Diese Arbeit beschäftigt sich mit den rationalen und irrationalen Effekten von Herding als Behavioral Bias...

"An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge...

Students and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text, first published in 2002, combines the theory and mathematics behind financial engineering...

An incisive introduction to global finance—where money comes from, the current mechanisms, and the need for control and reform. It traces the origins of money as a source of exchange and a store of value and the many weird forms it now takes—visible and invisible. The guide sets recent...