World Scientific Publishing Company: 3040 books
Stochastic Analysis and Applications to Finance
Essays in Honour of Jia-an Yan
Language: English
Release Date: July 17, 2012
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from...
An Introduction to Wavelet Theory in Finance
A Wavelet Multiscale Approach
Language: English
Release Date: September 28, 2012
This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge...
Stock Markets, Investments and Corporate Behavior
A Conceptual Framework of Understanding
Language: English
Release Date: October 29, 2015
Stock Markets, Investments and Corporate Behavior examines the nature of stock market growth and decline, the function of financial markets, and their implications for commercial companies. Traditionally, finance academics have attempted to understand financial markets and commercial companies as...
From Knowledge Management to Strategic Competence
Assessing Technological, Market and Organisational Innovation
Language: English
Release Date: April 30, 2012
There continues to be much interest in the business and academic communities in the concept of strategic competencies or core capabilities, in other words, how organisations define and differentiate themselves. More recently, this field has fragmented into a number of related disciplines with subtle...
by Tõnu Kollo
Language: English
Release Date: March 25, 2013
Language: English
Release Date: March 25, 2013
The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson–Kotz–Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial...
by Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
Language: English
Release Date: May 21, 2012
Language: English
Release Date: May 21, 2012
This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa...
by Charles-Albert Lehalle, Sophie Laruelle
Language: English
Release Date: November 5, 2013
Language: English
Release Date: November 5, 2013
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the “Flash Crash” of 2010 are...
Quantitative Finance and Risk Management
A Physicist's Approach
Language: English
Release Date: May 10, 2016
Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers....
by Charles-Albert Lehalle, Sophie Laruelle
Language: English
Release Date: January 18, 2018
Language: English
Release Date: January 18, 2018
This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the"Flash Crash" of 2010 are also...
The Strategic Analysis of Financial Markets
(In 2 Volumes)Volume 1: FrameworkVolume 2: Trading System Analytics
Language: English
Release Date: March 24, 2017
Volume 1 of "The Strategic Analysis of Financial Markets," — Framework, is premised on the belief that markets can be understood only by dropping the assumptions of rationality and efficient markets in their extreme forms, and showing that markets still have an inherent order and inherent...
by Hongzhong Zhang
Language: English
Release Date: May 4, 2018
Language: English
Release Date: May 4, 2018
Stochastic Drawdowns consists of some recent advances on Dr Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this book, the author provides an extensive probabilistic study of different aspects of drawdown risks, which include the drawdown...
by T W Epps
Language: English
Release Date: August 16, 2013
Language: English
Release Date: August 16, 2013
This book presents the theory of probability and mathematical statistics at a level suitable for researchers at the frontiers of applied disciplines. Examples and exercises make essential concepts in measure theory and analysis accessible to those with preparation limited to vector calculus. Complete,...
Managing and Measuring Risk
Emerging Global Standards and Regulations After the Financial Crisis
Language: English
Release Date: February 20, 2013
This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie,...
Global Credit Review
Volume 2
Language: English
Release Date: October 1, 2012
This annual publication provides an overview of the most important developments in global credit markets and the regulatory landscape. It covers theoretical and empirical research on credit ratings and credit risk, and reports on recent findings and evolutions of the Risk Management Institute's Credit...