Author: Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 822
Book Description
Financial Economics
Author: Antonio MelePublisher: MIT Press
ISBN: 0262046849
Category : Business & Economics
Languages : en
Pages : 1147
Book Description
A comprehensive reference for financial economics, balancing theoretical explanations, empirical evidence, and the practical relevance of knowledge in the field. This volume offers a comprehensive, integrated treatment of financial economics, tracking the major milestones in the field and providing methodological tools. Doing so, it balances theoretical explanations, empirical evidence, and practical relevance. It illustrates nearly a century of theoretical advances with a vast array of models, showing how real phenomena (and, at times, market practice) have helped economists reformulate existing theories. Throughout, the book offers examples and solved problems that help readers understand the main lessons conveyed by the models analyzed. The book provides a unique and authoritative reference for the field of financial economics. Part I offers the foundations of the field, introducing asset evaluation, information problems in asset markets and corporate finance, and methods of statistical inference. Part II explains the main empirical facts and the challenges these pose for financial economists, which include excess price volatility, market liquidity, market dysfunctionalities, and the countercyclical behavior of market volatility. Part III covers the main instruments that protect institutions against the volatilities and uncertainties of capital markets described in part II. Doing so, it relies on models that have become the market standard, and incorporates practices that emerged from the 2007–2008 financial crisis.
Financial Modelling with Jump Processes
Author: Peter TankovPublisher: CRC Press
ISBN: 1135437947
Category : Business & Economics
Languages : en
Pages : 552
Book Description
WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
Journal of Econometrics
Author: Advances in Mathematical Finance
Author: Michael C. FuPublisher: Springer Science & Business Media
ISBN: 0817645454
Category : Business & Economics
Languages : en
Pages : 345
Book Description
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Statistical Theory and Method Abstracts
Author: Structural Equation Modeling
Author: Robert CudeckPublisher: Scientific Software International
ISBN: 9780894980497
Category : Mathematics
Languages : en
Pages : 628
Book Description
Complex Systems in Finance and Econometrics
Author: Robert A. MeyersPublisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919
Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Financial Derivatives
Author: Jamil BazPublisher: Cambridge University Press
ISBN: 9780521815109
Category : Business & Economics
Languages : en
Pages : 358
Book Description
Publisher Description
Applied Stochastic Modelling
Author: Byron J.T. MorganPublisher: CRC Press
ISBN: 1420011650
Category : Mathematics
Languages : en
Pages : 363
Book Description
Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an updated bibliography and
Applications of Characteristic Functions
Author: Eugene LukacsPublisher:
ISBN:
Category : Characteristic functions
Languages : en
Pages : 208
Book Description