Analytical Finance: Volume I

The Mathematics of Equity Derivatives, Markets, Risk and Valuation

Author: Jan R. M. Röman

Publisher: Springer

ISBN: 3319340271

Category: Business & Economics

Page: 492

View: 4620

This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. ·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. ·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. ·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. ·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.

Analytical Finance: Volume II

The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Author: Jan R. M. Röman

Publisher: Springer

ISBN: 3319525840

Category: Business & Economics

Page: 728

View: 1990

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Mälardaran University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application. Coverage includes: • Date arithmetic’s, quote types of interest rate instruments • The interbank market and reference rates, including negative rates• Valuation and modeling of IR instruments; bonds, FRN, FRA, forwards, futures, swaps, CDS, caps/floors and others • Bootstrapping and how to create interest rate curves from prices of traded instruments• Risk measures of IR instruments• Option Adjusted Spread and embedded options• The term structure equation, martingale measures and stochastic processes of interest rates; Vasicek, Ho-Lee, Hull-While, CIR• Numerical models; Black-Derman-Toy and forward induction using Arrow-Debreu prices and Newton–Raphson in 2 dimension• The Heath-Jarrow-Morton framework• Forward measures and general option pricing models• Black log-normal and, normal model for derivatives, market models and managing exotics instruments• Pricing before and after the financial crisis, collateral discounting, multiple curve framework, cheapest-to-deliver curves, CVA, DVA and FVA

PISA PISA 2012 Results: What Students Know and Can Do (Volume I, Revised edition, February 2014) Student Performance in Mathematics, Reading and Science

Student Performance in Mathematics, Reading and Science

Author: OECD

Publisher: OECD Publishing

ISBN: 926420878X


Page: 564

View: 4254

This first volume of PISA 2012 results summarises the performance of students in PISA 2012. It describes how performance is defined, measured and reported, and then provides results from the assessment, showing what students are able to do.

Harmonic Trading, Volume One

Profiting from the Natural Order of the Financial Markets

Author: Scott M. Carney

Publisher: FT Press

ISBN: 9780131384972

Category: Business & Economics

Page: 288

View: 9397

The Definitive Introduction to Harmonic Trading—By the Originator of This Approach, Scott Carney! Harmonic Trading creator Scott Carney unveils the entire methodology to turn patterns into profits. These strategies consistently identify the price levels and market turning points that reveal the natural order within the chaos of the financial markets. Analogous to the predictable behavior of many of life’s natural processes, Harmonic Trading examines similar relationships within the financial markets to define profitable opportunities in an unprecedented manner. Carney introduces new discoveries such as the Bat pattern, Alternate AB=CD structures, the 0.886 retracement, and more. These strategies are entirely new to the trading community, and they represent a profound advancement beyond all other Fibonacci methodologies! After you’ve discovered how to identify harmonic patterns, Carney presents a complete methodology for applying them in trade execution and handling them throughout the entire trade management process. From savage bear to rampaging bull, Harmonic Trading can be employed in all markets—equities, currencies, commodities, and foreign markets—for both short- and long-term timeframes.

Economic Survey 2017-18 (Volume I and Volume II)

Author: Ministry of Finance, Government of India

Publisher: Oxford University Press

ISBN: 0199094136

Category: Business & Economics

Page: 576

View: 4090

The Economic Survey is the budget document of the Government of India. It presents the state of affairs of the Indian economy. Economic Survey 2017-18 consists of two volumes. Volume I provides an analytical overview of the performance of the Indian economy during the financial year 2017-18. It highlights the long-term challenges facing the economy. Volume II is a descriptive review of the major sectors of the economy. It emphasizes economic reforms of contemporary relevance like GST, the investment-saving slowdown, fiscal federalism and accountability, gender inequality, climate change and agriculture, science and technology, among others.

CRC Handbook of Radioanalytical ChemistryVolume 1

Author: Juraj Tolgyessy,Erno Bujdoso

Publisher: CRC Press

ISBN: 9780849335136

Category: Science

Page: 680

View: 620

Radioanalytical methods have become among the most important means for elemental analysis and the determination of chemical species Their extreme sensitivity has made them indispensable in a wide range of applications, including mineral analysis, medical and biophysical work, criminology, history, archaeology, and space research. This handbook combines theoretical and practical radioanalytical work covering the entire field of radioanalytical chemistry. Topics discussed include analysis by activation and nuclearreactions, isotope dilution analysis, radioreagent methods, analysis by absorption and the scattering of radiation. The handbook is extremely useful to scientists conducting applied and basic research in subjects related to analytical measurements, engineers designing control facilities and equipment, and professors and students working with analyticalchemistry, radiochemistry, radioanalytical chemistry, enviromental chemistry, biology, and physics.

PISA 2018 Assessment and Analytical Framework

Author: OECD

Publisher: OECD Publishing

ISBN: 9264477594


Page: 308

View: 6875

This report presents the conceptual foundations of the OECD Programme for International Student Assessment (PISA), now in its seventh cycle of comprehensive and rigorous international surveys of student knowledge, skills and well-being. Like previous cycles, the 2018 assessment covered reading, mathematics and science, with the major focus this cycle on reading literacy, plus an evaluation of students’ global competence – their ability to understand and appreciate the perspectives and world views of others. Financial literacy was also offered as an optional assessment.

Computer and Computing Technologies in Agriculture, Volume I

First IFIP TC 12 International Conference on Computer and Computing Technologies in Agriculture (CCTA 2007), Wuyishan, China, August 18-20, 2007

Author: Daoliang Li

Publisher: Springer

ISBN: 0387772510

Category: Technology & Engineering

Page: 736

View: 475

The papers in this volume comprise the refereed proceedings of the the First International Conference on Computer and Computing Technologies in Ag- culture (CCTA 2007), in Wuyishan, China, 2007. This conference is organized by China Agricultural University, Chinese Society of Agricultural Engineering and the Beijing Society for Information Technology in Agriculture. The purpose of this conference is to facilitate the communication and cooperation between institutions and researchers on theories, methods and implementation of computer science and information technology. By researching information technology development and the - sources integration in rural areas in China, an innovative and effective approach is expected to be explored to promote the technology application to the development of modern agriculture and contribute to the construction of new countryside. The rapid development of information technology has induced substantial changes and impact on the development of China’s rural areas. Western thoughts have exerted great impact on studies of Chinese information technology devel- ment and it helps more Chinese and western scholars to expand their studies in this academic and application area. Thus, this conference, with works by many prominent scholars, has covered computer science and technology and information development in China’s rural areas; and probed into all the important issues and the newest research topics, such as Agricultural Decision Support System and Expert System, GIS, GPS, RS and Precision Farming, CT applications in Rural Area, Agricultural System Simulation, Evolutionary Computing, etc.

Law and Economics

Volume I: Theory, Volume II: Practice

Author: Shubhashis Gangopadhyay,V Santhakumar

Publisher: SAGE Publications India

ISBN: 8132113306

Category: Law

Page: 428

View: 2625

Law and Economics is a method of analyzing laws, legal processes, and judicial decisions using the concerns and techniques of neoclassical economics. This two-volume book deals with the theory of Law and Economics and its applications in the context of India. It is written with an objective to convey the principles and use of this discipline, based on real-world examples, to lawyers and economists as well as others including policy-makers, analysts, civil-society observers, and so on, who do not have formal training in law and economics.

Trade Theory, Analytical Models and Development

Essays in Honour of Peter Lloyd, Volume I

Author: S. K. Jayasuriya

Publisher: Edward Elgar Publishing

ISBN: 9781845425647

Category: Business & Economics

Page: 293

View: 1888

The two volumes incorporate major new papers contributed by leading international economists, on a range of topics that reflect the breadth of Professor Lloyd's own distinguished contributions to the field of international trade and policy during a career spanning over four decades.

Analytical Issues in Trade, Development and Finance

Essays in Honour of Biswajit Chatterjee

Author: Ambar Nath Ghosh,Asim K. Karmakar

Publisher: Springer

ISBN: 8132216504

Category: Business & Economics

Page: 538

View: 5046

The book’s 30 chapters are divided into three sections – international trade, economic development, macroeconomics and finance – and focus on the frontier issues in each. Section I addresses analytical issues relating to trade-environment linkage, capital accumulation for pollution abatement, possibility of technology diffusion by multinational corporations, nature of innovation inducing tariff protection, effects of import restriction and child labour, the links between exchange rate, direction of trade and financial crisis—the implications for India and global economic crisis, financial institutions and global capital flows and balance of payments imbalances. Section II consists of discussions on the causes of widespread poverty persisting in South Asia, development dividend associated with peace in South Asia, issues of well-being and human development, implications for endogenous growth through human capital accumulation on environmental quality and taxation, the rationale for a labour supply schedule for the poor, switching as an investment strategy, the role of government and strategic interaction in the presence of information asymmetry, government’s role in controlling food inflation, inter-state variations in levels and growth of industry in India, structural breaks in India’s service sector development, and the phenomenon of wasted votes in India’s parliamentary elections. Section III deals with the effectiveness of monetary policy in tackling economic crisis, the effective demand model of corporate leverages and recession, the empirical link between stock market development and economic growth in cross-country experience in Asia, an empirical verification of the Mckinnon-Shaw hypothesis for financial development in India, the dynamics of the behaviour of the Indian stock market, efficiency of non-life insurance companies, econometric study of the causal linkage between FDI and current account balance in India and the implications of contagious crises for the Indian economy.

Natural Computing in Computational Finance

Author: Anthony Brabazon,Michael O'Neill,Dietmar G. Maringer

Publisher: Springer Science & Business Media

ISBN: 3642139493

Category: Computers

Page: 241

View: 547

The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.

Handbook of Finance, Valuation, Financial Modeling, and Quantitative Tools

Author: Frank J. Fabozzi

Publisher: Wiley

ISBN: 9780470078167

Category: Business & Economics

Page: 896

View: 6639

Volume III Valuation, Financial Modeling, and Quantitative Tools contains the most comprehensive coverage of the analytical tools, risk measurement methods, and valuation techniques currently used in the field of finance. It details a variety of concepts, such as credit risk modeling, Black-Scholes option pricing, and Monte Carlo simulation, and offers practical insights on effectively applying them to real-world situations. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume I: Financial Markets and Instruments and Handbook of Finance Volume II: Investment Management and Financial Management."

Inspired by Finance

The Musiela Festschrift

Author: Yuri Kabanov,Marek Rutkowski,Thaleia Zariphopoulou

Publisher: Springer Science & Business Media

ISBN: 3319020692

Category: Mathematics

Page: 543

View: 2657

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the "hot" topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.

International Journal of Finance and Policy Analysis: Volume 3, Number 1

Author: N.A

Publisher: Universal-Publishers

ISBN: 1612335098


Page: N.A

View: 6643

CONTENTS: 1. Measuring Changes in Liquidity Using the Bid-offer Price Proxy: Determinants of Liquidity in the United Kingdom Gilt Market by Moorad Choudhry 2. Impact of Electronic Tax Registers on VAT Compliance: A Study of Kenyan Private Business Firms by I. K. Naibei and E. M. Siringi 3. Foreign Direct Investment Inflows, Merchandize Trade and Economic Growth in India: An Analytical Study by Mousumi Bhattacharya 4. Extension of Technology Adoption Model (TAM) Intention to Use Internet Banking: Evidence from India by V.V.Ravi Kumar, S.K. Bose and P.V.Raghavan 5. Assessment of the Impact of Financial Risk and Market Variables on Expert Investment Preferences in Colombo Stock Exchange by M. M. Fonseka, A.M.T.P. Athauda and G. L. Tian 6. Assessing the Impact of Microfinance Institutions on Financial Development within the West African Monetary and Economic Union by Kanfitine Lare-Lantone 7. Growth of Banking Sector in the Sultanate of Oman: An Analysis by Imran Azad, A.H.M. Saifullah Sadi and Mohd. Faiyaz Click here to download full PDF edition of this issue (free limited time open access) Go to Journal Homepage Go to Series editor website About the Journal The International Journal of Finance and Policy Analysis (IJFPA) aims to publish high-quality papers that are of interest to academicians and practitioners. IJFPA is peer-reviewed and publishes both applied and theoretical papers bi-annually. The journal only considers original manuscripts for publication. IJFPA welcomes contributions in the areas of corporate finance, investments, corporate governance, international finance, financial markets & institutions, credit analysis, financial planning, financial risk management, behavioural finance, financial services management, capital structure, international financial market linkages, portfolio management, financial analysis, financial market regulations, and international banking. Other papers that might be of interest to the readership will be considered for publication. The readership of IJFPA includes academics, professionals, scholars, practitioners, and policy analysts.