Rethinking Valuation and Pricing Models

• Author : Carsten Wehn,Christian Hoppe,Greg N. Gregoriou
• Publisher : Academic Press
• Release : 08 November 2012

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without

• Author : Antonio Mele,Yoshiki Obayashi
• Publisher : Springer
• Release : 11 January 2016

Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities. This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits

• Author : Marco Corazza,Claudio Pizzi
• Publisher : Springer
• Release : 06 August 2014

The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present

• Author : Paul Hague
• Publisher : Kogan Page Publishers
• Release : 03 November 2021

Learn the fundamentals of market research with this bestselling guide that delivers an overview of the whole process, from planning a project and executing it, what tools to use, through to analysis and presenting the findings. Market Research in Practice provides a practical and robust introduction to the subject, providing a clear step-by-step guide to managing market research and how to effectively to obtain the most reliable results. Written by an industry expert with over 35 years' practical experience in running

• Author : Ivan Jeliazkov,Dale J. Poirier
• Publisher : Emerald Group Publishing
• Release : 21 November 2014

This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

• Author : Carlo Requião da Cunha
• Publisher : CRC Press
• Release : 29 October 2021

Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this outlook, and is accompanied by rigorous mathematics which ensures that this will also be a good guide for established researchers in the field as well as researchers from other fields,

• Author : Ammar Hamed Elsheikh,Mohamed Elasyed Abd Elaziz
• Publisher : Academic Press
• Release : 08 September 2022

Artificial Neural Networks for Renewable Energy Systems and Real-World Applications presents current trends for the solution of complex engineering problems in the application, modeling, analysis, and optimization of different energy systems and manufacturing processes. With growing research catering to the applications of neural networks in specific industrial applications, this reference provides a single resource catering to a broader perspective of ANN in renewable energy systems and manufacturing processes. ANN-based methods have attracted the attention of scientists and researchers in different

• Author : Monica Billio,Loriana Pelizzon,Roberto Savona
• Publisher : Elsevier
• Release : 25 November 2016

In April 2010 Europe was shocked by the Greek financial turmoil. At that time, the global financial crisis, which started in the summer of 2007 and reached systemic dimensions in September 2008 with the Lehman Brothers’ crash, took a new course. An adverse feedback loop between sovereign and bank risks reflected into bubble-like spreads, as if financial markets had received a wake-up call concerning the disregarded structural vulnerability of economies at risk. These events inspired the SYRTO project to “think and rethink the

• Author : V.B. Melas,Stefania Mignani,Paola Monari,Luigi Salmaso
• Publisher : Springer
• Release : 05 December 2014

The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The

• Author : André Dorsman,Özgür Arslan-Ayaydin,Mehmet Baha Karan
• Publisher : Springer
• Release : 13 August 2016

This book analyses how socially responsible investments as well as the rising importance of Islamic finance are linked to the shift towards renewable energy. Academics and practitioners in the field take a global perspective and present case studies from several countries. The book is divided into three parts: The first part sheds new light on the energy shift towards renewable energy. The second shows the increasing interest of investors in sustainability, and the authors argue that investors not only look

• Author : Annette Holler
• Publisher : Springer Science & Business Media
• Release : 07 November 2009

Annette Holler introduces two new depreciation-adjusted value metrics. Furthermore, a case study illustrates the depreciation-related bias. A regression analysis adds to previous evidence on associations of value creation with stock returns and firm values.

• Author : Dariusz Zarzecki,Marek Jabłoński
• Publisher : MDPI
• Release : 29 December 2020

Sustainable value management reveals a new space for studying business models. The traditional approach is based on the assumption that the goal of any business is to make money. All decisions regarding supply and production should be made to maximize profit. The discrepancy in creating non-economic value is sometimes the result of separating ownership from control over an enterprise. Although shareholders are interested in maximizing profit, management that actually makes decisions can also pursue other goals. In addition to economic

• Author : D. R. Carmichael,Lynford Graham
• Publisher : John Wiley & Sons
• Release : 04 May 2012

This highly regarded reference is relied on by a considerable part of the accounting profession in their day-to-day work. This handbook is the first place accountants, auditors, bankers, lawyers, financial analysts, and other preparers and users of accounting information look to find answers to questions on accounting and financial reporting. The new edition will be updated to reflect the new FASB Codification, as well as including expanded coverage of fair value and guidance on developing fair value estimates, fraud risk

• Author : James Mittra
• Publisher : Springer
• Release : 17 November 2015

This book provides new insights into how new biology, and the emergence of "translational" policies to drive the health bioeconomy, is reshaping the innovation ecosystem for new therapies. A key argument is that a broader definition of value (beyond the economic aspects) is needed to understand health innovation in the twenty-first century.

• Author : Greg N. Gregoriou,Christian Hoppe,Carsten S. Wehn
• Publisher : McGraw Hill Professional
• Release : 12 February 2010

Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial risk