Download or read book Financial Mathematics Volatility and Covariance Modelling written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Download or read book Modern Finance And Risk Management Festschrift In Honour Of Hermann Locarek junge written by Tony Klein and published by World Scientific. This book was released on 2022-06-07 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Finance and Risk Management is dedicated to our colleague, academic mentor, and adviser Professor Hermann Locarek-Junge. During his academic career, Hermann Locarek-Junge published several important contributions to the field of risk management and portfolio management and served as the chairman and board member of the German Finance Association (DGF) and the Data Science Society (Gesellschaft für Klassifikation).A short foreword by the mentors of Hermann Locarek-Junge and an introduction by the editors mark the beginning of the Festschrift. The first section on Modern Finance includes chapters on asset management, entrepreneurship, and behavioural finance. The second section on Modern Risk Management contains seven contributions covering considerations of risk measurement, risk management, and regulation. Finally, the third section includes topics on commodities and energy finance.This Festschrift comprises 20 original contributions of notable scholars in finance who have worked with Hermann Locarek-Junge over the last four decades. Due to numerous connections to practice and applications, Modern Finance and Risk Management is relevant and attractive not only to academics and researchers but also to practitioners in industry and banking.
Download or read book Commodities written by M. A. H. Dempster and published by CRC Press. This book was released on 2015-11-05 with total page 725 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.This book covers the fundamental theory of and derivatives pricing for major commodity markets as well as the interaction between commodi
Download or read book Econometrics of Risk written by Van-Nam Huynh and published by Springer. This book was released on 2014-12-15 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.
Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Download or read book CMT Level II 2016 Theory and Analysis written by Market Technician's Association and published by John Wiley & Sons. This book was released on 2015-12-02 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything you need to pass Level II of the CMT Program CMT Level II 2016: Theory and Analysis fully prepares you to demonstrate competency applying the principles covered in Level I, as well as the ability to apply more complex analytical techniques. Covered topics address theory and history, market indicators, construction, confirmation, cycles, selection and decision, system testing, statistical analysis, and ethics. The Level II exam emphasizes trend, chart, and pattern analysis, as well as risk management concepts. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level II.
Download or read book The Economics of Food Price Volatility written by Jean-Paul Chavas and published by University of Chicago Press. This book was released on 2014-10-14 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The conference was organized by the three editors of this book and took place on August 15-16, 2012 in Seattle."--Preface.
Download or read book Global Uncertainty and the Volatility of Agricultural Commodities Prices written by B.R. Munier and published by IOS Press. This book was released on 2012-04-24 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent global financial crisis exposed the serious limitations of existing economic and financial models. Not only did macro models fail to predict the crisis, they seemed incapable of explaining what was happening to the economy. Policymakers felt abandoned by the conventional tools of the now obsolete Washington consensus and the World Trade Organization’s oversimplified faith in free markets.The traditional models for agricultural commodities have so far failed to take into account the uncertain character of the global agricultural economy and its ferocious consequences in food price volatility, the worst in 300 years, yielding hunger riots throughout the world. This book explores the elements which could help to close this fundamental modeling gap. To what extent should traditional models be questioned regarding agricultural commodities? Are prices on these markets foreseeable? Can their evolution be either predicted or convincingly simulated, and if so, by which methods and models? Presenting contributions from acknowledged experts from several countries and backgrounds – professors at major international universities or researchers within specialized international organizations – the book concentrates on four issues: the role of expectations and capacity of prediction; policy issues related to development strategies and food security; the role of hoarding and speculation and finally, global modeling methods. The book offers a renewed wisdom on some of the core issues in the world economy today and puts forward important innovations in analyzing these core issues, among which the modular modeling design, the Momagri model being a seminal example of it. Reading this book should inspire fruitful revisions in policy-making to improve the welfare of populations worldwide.
Download or read book The Price of Gold and the Exchange Rates written by Larry A. Sjaastad and published by . This book was released on 1995 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Commodities written by Harold Kent Baker and published by Oxford University Press. This book was released on 2018 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities: Markets, Performance, and Strategies provides a comprehensive look at commodity markets along many dimensions. Its coverage includes physical commodity fundamentals, financial products and strategies for commodity exposure, and current issues relating to commodities. Readers interested in commodity market basics or more nuanced details related to commodity investment can benefit.
Download or read book The World Scientific Handbook Of Futures Markets written by Anastasios G Malliaris and published by World Scientific. This book was released on 2015-08-06 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt: The World Scientific Handbook of Futures Markets serves as a definitive source for comprehensive and accessible information in futures markets. The emphasis is on the unique characteristics of futures markets that make them worthy of a special volume. In our judgment, futures markets are currently undergoing remarkable changes as trading is shifting from open outcry to electronic and as the traditional functions of hedging and speculation are extended to include futures as an alternative investment vehicle in traditional portfolios. The unique feature of this volume is the selection of five classic papers that lay the foundations of the futures markets and the invitation to the leading academics who do work in the area to write critical surveys in a dozen important topics.
Download or read book The Economics of Commodity Markets written by Julien Chevallier and published by John Wiley & Sons. This book was released on 2013-06-19 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions. Universities and other training institutions have responded to this rapid expansion of commodity markets as well as their substantial future growth potential by launching specialized courses on the subject. The Economics of Commodity Markets attempts to bridge the gap between academics and working professionals by way of a textbook that is both theoretically informative and practical. Based in part on the authors’ teaching experience of commodity finance at the University Paris Dauphine, the book covers all important commodity markets topics and includes coverage of recent topics such as financial applications and intuitive economic reasoning. The book is composed of three parts that cover: commodity market dynamics, commodities and the business cycle, and commodities and fundamental value. The key original approach to the subject matter lies in a shift away from the descriptive to the econometric analysis of commodity markets. Information on market trends of commodities is presented in the first part, with a strong emphasis on the quantitative treatment of that information in the remaining two parts of the book. Readers are provided with a clear and succinct exposition of up-to-date financial economic and econometric methods as these apply to commodity markets. In addition a number of useful empirical applications are introduced and discussed. This book is a self-contained offering, discussing all key methods and insights without descending into superfluous technicalities. All explanations are structured in an accessible manner, permitting any reader with a basic understanding of mathematics and finance to work their way through all parts of the book without having to resort to external sources.
Download or read book Fatal Attraction written by Mr. Tamim Bayoumi and published by International Monetary Fund. This book was released on 2003-04-01 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes a new measure of contagion that is good at anticipating future vulnerabilities. Building on previous work, it uses correlations of equity markets across countries to measure contagion, but in a departure from previous practice it measures contagion using the relationship of these correlations with distance. Also in contrast to previous work, our test is good at identifying periods of "positive contagion," in which capital flows to emerging markets in a herd-like manner, largely unrelated to fundamentals. Identifying such periods of "fatal attraction" is important as they provide the essential ingredients for subsequent crises and rapid outflows of capital.
Download or read book CMT Level II 2021 written by Wiley and published by John Wiley & Sons. This book was released on 2021-02-24 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything you need to pass Level II of the CMT Program CMT Level II 2021: Theory and Analysis fully prepares you to demonstrate competency applying the principles covered in Level I, as well as the ability to apply more complex analytical techniques. Covered topics address theory and history, market indicators, construction, confirmation, cycles, selection and decision, system testing, and statistical analysis. The Level II exam emphasizes trend, chart, and pattern analysis, as well as risk management concepts. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level II CMT Exam.
Download or read book CMT Curriculum Level II 2022 written by CMT Association and published by John Wiley & Sons. This book was released on 2021-12-14 with total page 807 pages. Available in PDF, EPUB and Kindle. Book excerpt: Get Your Copy of the Official 2022 CMT® Level II Curriculum Building upon the concepts covered in Level I, the Official CMT® Level II Curriculum is the authoritative resource for all candidates preparing for their second CMT exam. This text explores chart development and analysis, volatility in today’s financial markets, behavioral finance, risk management concepts, and more. Published in partnership with the CMT Association, CMT Curriculum Level II 2022: Theory and Analysis of Technical Analysis covers all concepts featured on the Level II CMT® exam. This curriculum helps candidates both prepare for upcoming 2022 exams and improve their knowledge of fundamental topics in the theory and analysis of markets and securities.
Download or read book Climate Change and Finance written by Nader Naifar and published by Springer Nature. This book was released on with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Contemporary Issues in Business Economics and Finance written by Simon Grima and published by Emerald Group Publishing. This book was released on 2020-09-02 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contemporary Studies in Economic and Financial Analysis (CSEF 104) dedicates 16 chapters in articles and studies on Contemporary Issues of Business Economics and Finance. Authors contributed from the International Applied Social Science Congress, held in Turkey.
