Rethinking Valuation and Pricing Models

• Author : Carsten S. Wehn,Christian Hoppe,Greg N. Gregoriou
• Publisher : Academic Press
• Release : 20 January 2022

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 : William Michael Hix
• Publisher : Rand Corporation
• Release : 20 January 2022

Assesses options for managing the Army's arsenals and ammunition plants.

• 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 : 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 : OECD
• Publisher : OECD Publishing
• Release : 13 May 2016

This report provides an overview of relevant technological and business developments and new service solutions. It also explores how these influence SMEs, tax service providers and tax administrations – and the way that they co-operate.

• Author : Joseph E. Stiglitz
• Publisher : Selected Works of Joseph E. St
• Release : 11 April 2019

This is the third volume in a new, definitive, six-volume edition of the works of Joseph Stiglitz, one of today's most distinguished and controversial economists. Stiglitz was awarded the Nobel Prize in Economics in 2001 for his work on asymmetric information and is widely acknowledged as one of the pioneers in the field of modern information economics and more generally for his contributions to microeconomics. Volume III contains a selection of Joseph E. Stiglitz's work on microeconomics. It questions well-established tenets,

• Author : David Bourghelle,Roland Pérez,Philippe Rozin
• Publisher : Emerald Group Publishing
• Release : 25 October 2021

Rethinking Finance in the Face of New Challenges provides an overview of the new research perspectives devoted to financial activity, reconsidering the opposition between orthodox and heterodox schools of finance.

• Author : Thomas Wunder
• Publisher : Springer Nature
• Release : 06 September 2019

This book offers innovative ideas and frameworks for sustainable strategizing to advance business by scaling-up its positive impact, which is so urgently needed at this time in the 21st century. It shows practitioners how to effectively deal with socio-ecological systems’ disruptions to their operating environments and play an active role in transforming markets toward a sustainable future. In short, the book demonstrates how to make business sense of sustainability, highlighting new approaches and examples that translate sustainability into strategy and

• 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 : Srikant M. Datar,David A. Garvin,Patrick Gerard Cullen
• Publisher : Harvard Business Press
• Release : 20 January 2022

The authors give the most comprehensive, authoritative and compelling account yet of the troubled state of business education today and go well beyond this to provide a blueprint for the future.