Download or read book A Quantitative Framework for Financial Management written by David E. Peterson and published by . This book was released on 1969 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Quantitative Finance written by Robert R. Reitano and published by MIT Press. This book was released on 2010-01-29 with total page 747 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to “think in mathematics” rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials.

Download or read book Quantitative Risk Management written by Rudiger Frey and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Capital Markets and Finance Bibliography written by and published by . This book was released on 1978 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Understanding Financial Management written by H. Kent Baker and published by John Wiley & Sons. This book was released on 2009-02-09 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for those who want to gain an understanding of the fundamental concepts and techniques used in financial management. An underlying premise of the book is that the objective of the firm is to maximize value or wealth. Drawing on a wealth of experience in the academic and professional worlds, the authors discuss how firms can accomplish this objective by making appropriate investment and financing decisions. Bridging the gap between financial theory and practice, the authors present fundamental concepts in an intuitive and nontechnical way, and provide numerous practical financial tips to readers. The focus is on current practice, using results from recent surveys to show the most popular techniques and approaches used by financial managers today. A range of instructor’s resources are available at the accompanying website. Visit www.blackwellpublishing.com/baker for full details.

Download or read book The Mathematics of Financial Modeling and Investment Management written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 2004-04-12 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.

Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Download or read book The Evolving Functions and Organization of Finance Ministries written by Mr.Richard Allen and published by International Monetary Fund. This book was released on 2015-11-09 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is relatively little literature that analyses the role, functions, and organization of finance ministries. The purpose of this working paper is to review international experiences in this area, in an effort to formulate guiding principles of organizational design and the allocation of functions, while recognizing the crucial importance of each country’s history and institutional context. Over the past 30 years many finance ministries have moved from a “traditional” to an “emerging” model of organizational design in which there is greater openness and transparency, more flexible management practices, and a broader focus on strategic policy issues. In addition, many operational functions have been devolved to arm’s–length agencies or line ministries. The paper describes the challenges facing developing countries in strengthening their finance ministries, and the principles, approaches, and strategies that can be applied.

Download or read book PEFA Public Financial Management and Good Governance written by Jens Kromann Kristensen and published by World Bank Publications. This book was released on 2019-11-24 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This project, based on the Public Expenditure and Financial Accountability (PEFA) data set, researched how PEFA can be used to shape policy development in public financial management (PFM) and other major relevant policy areas such as anticorruption, revenue mobilization, political economy analysis, and fragile states. The report explores what shapes the PFM system in low- and middle-income countries by examining the relationship between political institutions and the quality of the PFM system. Although the report finds some evidence that multiple political parties in control of the legislature is associated with better PFM performance, the report finds the need to further refine and test the theories on the relationship between political institutions and PFM. The report addresses the question of the outcomes of PFM systems, distinguishing between fragile and nonfragile states. It finds that better PFM performance is associated with more reliable budgets in terms of expenditure composition in fragile states, but not aggregate budget credibility. Moreover, in contrast to existing studies, it finds no evidence that PFM quality matters for deficit and debt ratios, irrespective of whether a country is fragile or not. The report also explores the relationship between perceptions of corruption and PFM performance. It finds strong evidence of a relationship between better PFM performance and improvements in perceptions of corruption. It also finds that PFM reforms associated with better controls have a stronger relationship with improvements in perceptions of corruption compared to PFM reforms associated with more transparency. The last chapter looks at the relationship between PEFA indicators for revenue administration and domestic resource mobilization. It focuses on the credible use of penalties for noncompliance as a proxy for the type of political commitment required to improve tax performance. The analysis shows that countries that credibly enforce penalties for noncompliance collect more taxes on average.

Download or read book Quantitative Finance with Python written by Chris Kelliher and published by CRC Press. This book was released on 2022-05-19 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portfolio management. The book provides students with a very hands-on, rigorous introduction to foundational topics in quant finance, such as options pricing, portfolio optimization and machine learning. Simultaneously, the reader benefits from a strong emphasis on the practical applications of these concepts for institutional investors. Features Useful as both a teaching resource and as a practical tool for professional investors. Ideal textbook for first year graduate students in quantitative finance programs, such as those in master’s programs in Mathematical Finance, Quant Finance or Financial Engineering. Includes a perspective on the future of quant finance techniques, and in particular covers some introductory concepts of Machine Learning. Free-to-access repository with Python codes available at www.routledge.com/ 9781032014432 and on https://github.com/lingyixu/Quant-Finance-With-Python-Code.

Download or read book The Journal of Finance written by and published by . This book was released on 1973 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publishes across all the major fields of financial research. The most widely cited academic journal on finance and one of the most widely cited journals in economics as well.

Download or read book International Finance and Accounting Handbook written by Frederick D. S. Choi and published by John Wiley & Sons. This book was released on 2003-10-31 with total page 889 pages. Available in PDF, EPUB and Kindle. Book excerpt: "International Accounting + Finance Handbook" - Jetzt neu in der 3. aktualisierten Auflage. Ein ausgezeichnetes Nachschlagewerk für alle, die mit Rechnungslegung, Finanzberichterstattung, Controlling und Finanzen im internationalen Umfeld zu tun haben. Es vermittelt Managern die notwendigen Tools, um die Unterschiede bei Bilanzierungsgrundsätzen, Finanzberichterstattung und Buchprüfungsverfahren in der internationalen Finanzarena in den Griff zu bekommen. Der Band gibt einen Überblick über internationale Rechnungslegungs- und Finanzfragen und weist auf wichtige Trends in der internationalen Rechnungslegung und Finanzwirtschaft hin. Mit Beiträgen von Vertretern der "Großen 5" amerikanischen Anwalts- und Finanzfirmen sowie von bekannten Akademikern. Mit ausführlichem Beispielmaterial aus der Praxis sowie zahlreichen Fallstudien. Autor Frederick Choi ist ein führender Experte auf dem Gebiet der internationalen Rechnungslegung und Finanzwirtschaft und verfügt über umfangreiche praktische Consulting-Erfahrung.

Download or read book Financial Management and Policy written by James C. Van Horne and published by Prentice Hall. This book was released on 1971 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Quantitative Corporate Finance written by John B. Guerard Jr. and published by Springer Nature. This book was released on 2022-08-01 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.

Download or read book Handbook of Analytical Studies in Islamic Finance and Economics written by Zamir Iqbal and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-08-10 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook offers a unique and original collection of analytical studies in Islamic economics and finance, and constitutes a humble addition to the literature on new economic thinking and global finance. The growing risks stemming from higher debt, slower growth, and limited room for policy maneuver raise concerns about the ability and propensity of modern economies to find effective solutions to chronic problems. It is important to understand the structural roots of inherent imbalance, persistence-in-error patterns, policy and governance failures, as well as moral and ethical failures. Admittedly, finance and economics have their own failures, with abstract theory bearing little relation with the real economy, uncertainties and vicissitudes of economic life. Economic research has certainly become more empirical despite, or perhaps because of, the lack of guidance from theory. The analytics of Islamic economics and finance may not differ from standard frameworks, methods, and techniques used in conventional economics, but may offer new perspectives on the making of financial crises, nature of credit cycles, roots of financial system instability, and determinants of income disparities. The focus is placed on the logical coherence of Islamic economics and finance, properties of Islamic capital markets, workings of Islamic banking, pricing of Islamic financial instruments, and limits of debt financing, fiscal stimulus and conventional monetary policies, inter alia. Readers with investment, regulatory, and academic interests will find the body of analytical evidence to span many areas of economic inquiry, refuting thereby the false argument that given its religious tenets, Islamic economics is intrinsically narrative, descriptive and not amenable to testable implications. Thus, the handbook may contribute toward a redefinition of a dismal science in search for an elusive balance between rationality, ethics and morality, and toward a remodeling of economies based on risk sharing and prosperity for all humanity

Download or read book Python for Finance written by Dmytro Zherlitsyn and published by BPB Publications. This book was released on 2024-07-30 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: DESCRIPTION Python's intuitive syntax and beginner-friendly nature makes it an ideal programming language for financial professionals. It acts as a bridge between the world of finance and data analysis. This book will introduce essential concepts in financial analysis methods and models, covering time-series analysis, graphical analysis, technical and fundamental analysis, asset pricing and portfolio theory, investment and trade strategies, risk assessment and prediction, and financial ML practices. The Python programming language and its ecosystem libraries, such as Pandas, NumPy, SciPy, Statsmodels, Matplotlib, Seaborn, Scikit-learn, Prophet, and other data science tools will demonstrate these rooted financial concepts in practice examples. This book will help you understand the concepts of financial market dynamics, estimate the metrics of financial asset profitability, predict trends, evaluate strategies, optimize portfolios, and manage financial risks. You will also learn data analysis techniques using Python programming language to understand the basics of data preparation, visualization, and manipulation in the world of financial data. KEY FEATURES ● Comprehensive guide to Python for financial data analysis and modeling. ● Practical examples and real-world applications for immediate implementation. ● Covers advanced topics like regression, Machine Learning and time series forecasting. WHAT YOU WILL LEARN ● Learn financial data analysis using Python data science libraries and techniques. ● Learn Python visualization tools to justify investment and trading strategies. ● Learn asset pricing and portfolio management methods with Python. ● Learn advanced regression and time series models for financial forecasting. ● Learn risk assessment and volatility modeling methods with Python. WHO THIS BOOK IS FOR This book is designed for financial analysts and other professionals interested in the financial industry with a basic understanding of Python programming and statistical analysis. It is also suitable for students in finance and data science who wish to apply Python tools to financial data analysis and decision-making. TABLE OF CONTENTS 1. Getting Started with Python for Finance 2. Python Tools for Data Analysis: Primer to Pandas and NumPy 3. Financial Data Manipulation with Python 4. Exploratory Data Analysis for Finance 5. Investment and Trading Strategies 6. Asset Pricing and Portfolio Management 7. Time Series Analysis and Financial Data Forecasting 8. Risk Assessment and Volatility Modelling 9. Machine Learning and Deep Learning in Finance 10. Time Series Analysis and Forecasting with FB Prophet Library Appendix A: Python Code Examples for Finance Appendix B: Glossary Appendix C: Valuable Resources

Download or read book Proceedings of the 11th International Conference on Business Accounting Finance and Economics BAFE 2023 written by Yuen Onn Choong and published by Springer Nature. This book was released on 2024-01-30 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. The Faculty of Business and Finance, Universiti Tunku Abdul Rahman (UTAR) is pleased to organize the 11th International Conference on Business, Accounting, Finance, and Economics (BAFE 2023) on 25th October 2023 in hybrid mode via Online meeting with Zoom platform and physical mode at UTAR Kampar Campus. This conference aims to bring together researchers to present up-to-date works that contribute to new theoretical, methodological and empirical knowledge.