Download or read book Exact Factor Pricing in a European Framework written by John Crombez and published by . This book was released on 2000 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Instrument Pricing Using C written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2018-10-01 with total page 1168 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.
Download or read book Monte Carlo Frameworks written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2011-08-02 with total page 775 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools. Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your needs. Support is offered via a user forum on www.datasimfinancial.com where you can post queries and communicate with other purchasers of the book. This book is for those professionals who design and develop models in computational finance. This book assumes that you have a working knowledge of C ++.
Download or read book Digesting Anomalies in Emerging European Markets written by Adam Zaremba and published by . This book was released on 2019 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study compares the performance of four popular factor pricing models--the capital asset-pricing model (Sharpe, 1964), the three-factor model of Fama and French (1993), the four-factor model of Carhart (1997), and the five-factor model of Fama and French (2015a)--testing their explanatory power over a broad range of cross-sectional return patterns in emerging European markets. We identify, classify, and replicate 100 anomalies documented in the financial literature. Only 20 (32) of the capitalization-weighted (equal-weighted) anomaly portfolios are significantly profitable. We show that the five-factor model best explains the returns of anomaly portfolios and verify its superiority over the other models.
Download or read book Setting Performance Standards in Europe written by Spiros Papageorgiou and published by Peter Lang. This book was released on 2009 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication was awarded the Jacqueline Ross TOEFL Dissertation Award in 2009. Since its publication in 2001, the Common European Framework of Reference (CEFR) has been the most frequently-cited performance standard in language testing in Europe. To help test providers and users with score interpretation in relation to the CEFR levels, the Council of Europe published the 'Manual for relating language examinations to the CEFR'. Even though the linking process set out in the Manual is primarily based on judgements by trained participants, judgement-making in this context remains largely unexplored. The research presented in this book addresses this issue by employing quantitative and qualitative methods. Despite the judges' good understanding of how language ability progresses from lower to higher CEFR levels, it was found that describing test content and examinee performance was not without problems and decision-making was affected by a number of factors that were irrelevant to the judgement task. The results provide a better understanding of judgement-making during the CEFR linking process, which has important implications for examination providers and users of CEFR-aligned test scores.
Download or read book Fixed Income Modelling written by Claus Munk and published by Oxford University Press. This book was released on 2011-06-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities. The book presents and compares the classical affine models, Heath-Jarrow-Morton models, and LIBOR market models, and demonstrates how to apply those models for the pricing of various widely traded fixed income securities. It offers a balanced presentation with both formal mathematical modelling and economic intuition and understanding. The book has a number of distinctive features including a thorough and accessible introduction to stochastic processes and the stochastic calculus needed for the modern financial modelling approach used in the book, as well as a separate chapter that explains how the term structure of interest rates relates to macro-economic variables and to what extent the concrete interest rate models are founded in general economic theory. The book focuses on the most widely used models and the main fixed income securities, instead of trying to cover all the many specialized models and the countless exotic real-life products. The in-depth explanation of the main pricing principles, techniques, and models as well as their application to the most important types of securities will enable the reader to understand and apply other models and price other securities. The book includes chapters on interest rate risk management, credit risk, mortgage-backed securities, and relevant numerical techniques. Each chapter concludes with a number of exercises of varying complexity. Suitable for MSc students specializing in finance and economics, quantitatively oriented MBA students, and first- or second-year PhD students, this book will also be a useful reference for researchers and finance professionals and can be used in specialized courses on fixed income or broader courses on derivatives.
Download or read book EU HTA 101 written by Thomas Ecker and published by tredition. This book was released on 2023-09-29 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The regulation on European Health Technology Assessment (EU HTA) entered into force on 11 January 2022 and will apply from 12 January 2025. It introduces joint clinical assessments and joint scientific consultations at the European level for new health technologies, including pharmaceuticals and medical devices. While market access, pricing and reimbursement will continue to be the responsibility of EU member states, EU HTA will nevertheless have an immense impact on these national market access activities. This book serves as a practical guide designed to help developers of pharmaceuticals prepare for the upcoming EU HTA process.
Download or read book Common European Framework of Reference for Languages written by Council of Europe. Council for Cultural Co-operation. Education Committee. Modern Languages Division and published by Cambridge University Press. This book was released on 2001-02-22 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains descriptor scales which describe the linguistic skills needed by language learners to become competent speakers of another language.
Download or read book EU Cartel Enforcement written by Andreas Scordamaglia-Tousis and published by Kluwer Law International B.V.. This book was released on 2013-08-01 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has a been a long-standing debate on the compatibility of EU competition law with fundamental rights protection, particularly as the latter is enshrined in the due process requirements of the European Convention on Human Rights (ECHR). This book, a signal contribution to that debate, assesses two questions of paramount concern: first, whether the current level of fundamental rights protection in cartel enforcement falls within the accepted ECHR standards; and second, how the often conflicting objectives of effectiveness and adequate protection of fundamental rights could optimally be achieved. Following a detailed survey of relevant EU institutional, substantive, and procedural law rules, the author offers a set of persuasive normative responses to both questions. Proceeding from an in-depth analysis of the pertinent rights and legal nature of competition proceedings under EU and ECHR law, the author goes on to examine such elements of the perceived incompatibility as the following: investigatory powers vested in competition authorities; the privilege against self-incrimination; right to privacy; “fair trial” probatory requirements; degree of use of presumptions in EU practice; Article 6 ECHR guarantees pertaining to the presumption of innocence; proving coordination of competitive behaviour; proving restriction of competition; admissibility of evidence before EU Courts and the Commission; assessment of the attribution of liability rules; EU fining rules; judicial review of cartel decisions by EU Courts; and national sanctioning rules. The author’s extraordinarily thorough presentation is rounded off with a remarkably comprehensive bibliography that lists (in addition to books and articles) newspaper articles, EU regulations and directives, soft-law guidelines and “best practices”, EU and ECtHR case law, EU Advocate General opinions, European Commission decisions, and European Ombudsman decisions. General conclusions stress the necessity of introducing further reforms to enhance the effectiveness and legitimacy of fundamental rights in the context of competition proceedings. Few books have taken such a thorough and far-reaching approach to the reconciliation of “effective public enforcement” and “fundamental rights”, or of “effective deterrence” with the principles of legality, non-retroactivity, presumption of innocence, and ne bis in idem. In the depth of its appraisal of the entire spectrum of enforcement components from a fundamental rights perspective, the book is without peers. It will be warmly welcomed by any parties interested in the intersection of competition law and human rights.
Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements and published by Oxford University Press. This book was released on 2011-06-29 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.
Download or read book Israel written by S. Ilan Troen and published by State University of New York Press. This book was released on 2012-02-01 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: Israel presents a panoramic display of fresh interpretations and new research findings related to Israel's first decade of independence. Those years of rapid change are widely regarded as a formative period in the development of the state and the society. As new archival materials have become available for scrutiny, a new generation of historians and social scientists has begun to re-examine old issues and to raise new questions. In this context of academic ferment, scholars in diverse disciplines, of different generations and of opposing ideological orientations, have collaborated in this book in examining the period anew. Thirty-two authoritative essays offer new understandings from the diverse perspectives of history, political science, sociology, literary criticism, geography, anthropology, and law. The intention is to provide a wide-ranging reconsideration of post-independence Israel that will serve as a benchmark for future study and research.
Download or read book Bridge Maintenance Safety Management and Life Cycle Optimization written by Dan Frangopol and published by CRC Press. This book was released on 2010-07-07 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bridge Maintenance, Safety, Management and Life-Cycle Optimization contains the lectures and papers presented at IABMAS 2010, the Fifth International Conference of the International Association for Bridge Maintenance and Safety (IABMAS), held in Philadelphia, Pennsylvania, USA from July 11 through 15, 2010.All major aspects of bridge maintenance, s
Download or read book Reflecting on the Common European Framework of Reference for Languages and its Companion Volume written by David Little and published by Multilingual Matters. This book was released on 2022-03-02 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Common European Framework of Reference for Languages (CEFR) and its Companion Volume have established themselves as an indispensable reference point for all aspects of second and foreign language education. This book discusses the impact of the CEFR on curricula, teaching/learning and assessment in a wide range of educational contexts, identifies challenges posed by the Companion Volume and sheds light on areas that require further research and development. Particular attention is paid to three features of the two documents: their action-oriented approach, their focus on plurilingualism, and the potential of their scales and descriptors to support the alignment of curricula, teaching/learning and assessment. The book suggests a way forward for future engagement with the CEFR, taking account of new developments in applied linguistics and related disciplines.
Download or read book Foods Nutrients and Food Ingredients with Authorised EU Health Claims written by Michele Jeanne Sadler and published by Elsevier. This book was released on 2014-04-21 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foods, Nutrients and Food Ingredients with Authorised EU Health Claims provides an overview of how health claims are regulated in the European Union, as well as detailed scientific and regulatory information about permitted health claims for particular types of foods and ingredients. Part one provides a background to the regulation of health claims in Europe. Part two focuses on authorised disease risk reduction claims, claims relating to children’s development, and health and proprietary claims. Part three sets out ingredients with permitted “general function claims, including choline, creatine, sweeteners, dietary lactase supplements, and polyphenols in olive oil. Part four outlines foods and nutrients with permitted health claims, with chapters on vitamins and minerals, proteins, meat, fish, water, and the replacement of saturated fats. Foods, Nutrients and Food Ingredients with Authorised EU Health Claims is the go-to resource for R&D managers and technical managers in the food, and beverage and dietary supplements industry, product development managers, health professionals and academic researchers in the field. Provides a comprehensive overview of foods and food substances that have achieved approved health claims in Europe under Regulation EC 1924/2006 Covers properties and applications of each ingredient, as well as evidence for the health claim and how it benefits consumers Outlines the importance of each claim in product development and marketing and regulatory issues such as conditions of use
Download or read book The Missing Entrepreneurs 2014 Policies for Inclusive Entrepreneurship in Europe written by OECD and published by OECD Publishing. This book was released on 2014-12-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Missing Entrepreneurs 2014 is the second edition in a series of annual reports that provide data and policy analysis on inclusive entrepreneurship, and on its barriers, by target social groups across the European Union.
Download or read book New Europe s New Development Aid written by Balázs Szent-Iványi and published by Routledge. This book was released on 2015-04-17 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the international development policies of five East Central European new EU member states, the Czech Republic, Hungary, Poland, Slovakia and Slovenia. These countries turned from being aid recipients to donors after the turn of the millennium in the run-up to EU accession in 2004. The book explains the evolution subsequent to EU accession and current state of foreign aid policies in the region and the reasons why these deviate from many of the internationally agreed best practices in development cooperation. It argues that after the turn of the millennium, a 'Global Consensus' has emerged on how to make foreign aid more effective for development. A comparison between the elements of the Global Consensus and the performance of the five countries reveals that while they have generally implemented little of these recommendations, there are also emerging differences between the countries, with the Czech Republic and Slovenia clearly aspiring to become globally responsible donors. Building on the literatures on foreign policy analysis, international socialization and interest group influence, the book develops a model of foreign aid policy making in order to explain the general reluctance of the five countries in implementing international best practices, and also the differences in their relative performance.
Download or read book EBOOK Cost Management Strategies for Business Decisions International Edition written by Marc Wouters and published by McGraw Hill. This book was released on 2012-07-16 with total page 899 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an adaptation of the successful US text Cost Management by Hilton, Maher and Selto, written specifically for an international audience.Major improvements include:Diverse and truly international examples of organizations - Examples used throughout the book are from all over the world and represent manufacturing, retail, not-for-profit, and service firms in many different countries. Completely restructured and rewritten text - The book has been rewritten, restructured and also shortened significantly to align content closer with international courses. Integral use of spreadsheets - Spreadsheet software is used for explaining techniques and making applications more realistic. In depth research - Summaries of international research studies that address important cost management issues have been updated and more references to recent research findings have been added. Intuitive explanation of accounting - The authors show directly how events impact the balance sheet and profit and loss account.
