Download or read book The International Guide to Securities Market Indices written by Henry Shilling and published by Routledge. This book was released on 2017-11-30 with total page 1066 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1996, The International Guide to Securities Market Indices provides a comprehensive overview of the securities market indices and offers assistance to professionals as well as individual investors in the selection of an appropriate securities market index, on a worldwide basis. The Guide’s identifies and catalogues available performance indicators along with their publishers and describes their relevant characteristics and a perspective on their historical price and total return performance. It also contains descriptive profiles along with historical performance data on 400 of the world’s leading global, regional and local securities market indices and sub-indices covering 10 asset classes.

Download or read book Volatility and Correlation written by Riccardo Rebonato and published by John Wiley & Sons. This book was released on 2005-07-08 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options. The book is split into four parts. Part I deals with a Black world without smiles, sets out the author’s ‘philosophical’ approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface. Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes. Praise for the First Edition: “In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.... The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed.” —Professor Ian Cooper, London Business School “Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion...A rare combination of intellectual insight and practical common sense.” —Anthony Neuberger, London Business School

Download or read book Artificial Economics written by Ces Reo Hern Ndez and published by Springer Science & Business Media. This book was released on 2011-09-28 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation is used in economics to solve large econometric models, for large-scale micro simulations, and to obtain numerical solutions for policy design in top-down established models. But these applications fail to take advantage of the methods offered by artificial economics (AE) through artificial intelligence and distributed computing. AE is a bottom-up and generative approach of agent-based modelling developed to get a deeper insight into the complexity of economics. AE can be viewed as a very elegant and general class of modelling techniques that generalize numerical economics, mathematical programming and micro simulation approaches. The papers presented in this book address methodological questions and applications of AE to macroeconomics, industrial organization, information and learning, market dynamics, finance and financial markets.

Download or read book Increasing Management Relevance and Competitiveness written by Badri Munir Sukoco and published by CRC Press. This book was released on 2018-04-17 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: Increasing Management Relevance and Competitiveness contains the papers presented at the Global Conference on Business, Management and Entrepreneurship (the 2nd GC-BME 2017), Surabaya, Indonesia on the 9th of August, 2017. The book covers 7 topics: 1. Organizational Behavior, Leadership, and Human Resources Management 2. Innovation, Operations and Supply Chain Management 3. Marketing Management 4. Financial Management and Accounting 5. Strategic Management, Entrepreneurship, and Contemporary Issues 6. Green Business 7. Management and Economics Education.

Download or read book Proceedings of the 8th International Conference on Financial Innovation and Economic Development ICFIED 2023 written by Yushi Jiang and published by Springer Nature. This book was released on 2023-05-13 with total page 838 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book.Financial globalization plays a huge role in promoting the development of the world economy and the optimal allocation of world resources, stimulates the accelerated development of the international division of labor, and increases the international flow of production factors such as industrial transfer, capital transfer, and technology transfer. It enables developing countries to make up for the lack of their own capital and technology, and obtain industrial evolution, technological progress, and institutional innovation, thereby accelerating the speed of economic development; it also enables developed countries to open up cheap labor, raw material markets and broad consumer markets, prolonging product value. More profits, ease the economy, the contradiction of stagflation, and restore economic growth. The 8th International Conference on Financial Innovation and Economic Development (ICFIED 2023) aims to accommodate this need, as well as to: 1. provide a platform for experts and scholars, engineers and technicians in the field of financial Innovation and economic development to share scientific research achievements and cutting-edge technologies 2. Understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the industrialization cooperation of academic achievements 3. Promote the institutionalization and standardization of Financial Innovation and Economic Development through modern research 4. Increasing the number of scientific publications for financial Innovation and economic development

Download or read book Contemporary Trends and Challenges in Finance written by Krzysztof Jajuga and published by Springer Nature. This book was released on 2021-06-11 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume continues to highlight the latest research contributions presented at the annual Wroclaw conference in Finance (Poland), covering a wide range of topics in the field. The chapters reflect the extent, diversity, and richness of research areas, and discuss both fundamental and applied finance. A detailed analysis of current financial-market problems including specifics of Polish and Central European markets is also part of this volume. Selected chapters also examine the results of advanced financial modeling. These proceedings are a valuable resource for researchers in universities and research and policy institutions, graduate students and practitioners in economics, finance and international economics in both private and government institutions.

Download or read book Financial Markets and Foreign Direct Investment in Greater China written by Hung-Gay Fung and published by Routledge. This book was released on 2016-07-08 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on rigorous state-of-the-art research techniques, this book deals with critical issues regarding China's financial markets and foreign direct investment -- key components of China's economic transformation.

Download or read book Operations Research Proceedings 2004 written by Hein Fleuren and published by Springer Science & Business Media. This book was released on 2005-05-20 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings provide information on the most recent advances in operations research and related areas in economics, mathematics, and computer science, contributed by academics and practitioners from around the world.

Download or read book Credible Asset Allocation Optimal Transport Methods and Related Topics written by Songsak Sriboonchitta and published by Springer Nature. This book was released on 2022-07-29 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of different economic decisions (in particular, by using optimal transport methods). Special emphasis is paid to machine learning techniques (including deep learning) and to different aspects of quantum econometrics—when quantum physics and quantum computing models are techniques are applied to study economic phenomena. Applications range from more traditional economic areas to more non-traditional topics such as economic aspects of tourism, cryptocurrencies, telecommunication infrastructure, and pandemic. This book helps student to learn new techniques, practitioners to become better knowledgeable of the state-of-the-art econometric techniques, and researchers to further develop these important research directions

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 Advances in Cross Section Data Methods in Applied Economic Research written by Nicholas Tsounis and published by Springer Nature. This book was released on 2020-02-24 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume presents new methods and applications in applied economics with special interest in advanced cross-section data estimation methodology. Featuring select contributions from the 2019 International Conference on Applied Economics (ICOAE 2019) held in Milan, Italy, this book explores areas such as applied macroeconomics, applied microeconomics, applied financial economics, applied international economics, applied agricultural economics, applied marketing and applied managerial economics. International Conference on Applied Economics (ICOAE) is an annual conference that started in 2008, designed to bring together economists from different fields of applied economic research, in order to share methods and ideas. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics, to analyze economic problems of the real world, usually with economic policy interest. In addition, there is growing interest in the field of applied economics for cross-section data estimation methods, tests and techniques. This volume makes a contribution in the field of applied economic research by presenting the most current research. Featuring country specific studies, this book is of interest to academics, students, researchers, practitioners, and policy makers in applied economics, econometrics and economic policy.

Download or read book Volume and the Nonlinear Dynamics of Stock Returns written by Chiente Hsu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This manuscript is about the joint dynamics of stock returns and trading volume. It grew out of my attempt to construct an intertemporal asset pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my advisors of the thesis, for their invaluable guidance and support. I wish to thank Gerhard Orosel and Gerhard Sorger for their encouraging and helpful discussions. Finally, my thanks go to George Tauchen who has been generous in giving me the benefit of his numerical and computational experience, in providing me with programs and in his encouragement. Contents 1 Introduction 1 7 2 Efficient Stock Markets Equilibrium Models of Asset Pricing 8 2. 1 2. 1. 1 The Martigale Model of Stock Prices 8 2. 1. 2 Lucas' Consumption Based Asset Pricing Model 9 2. 2 Econometric Tests of the Efficient Market Hypothesis 13 2. 2. 1 Autocorrelation Based Tests 14 16 2. 2. 2 Volatility Tests Time-Varying Expected Returns 25 2. 2. 3 3 The Informational Role of Volume 29 3. 1 Standard Grossman-Stiglitz Model 31 3. 2 The No-Trad Result of the BEO Model 34 A Model with Nontradable Asset 37 3. 3 4 Volume and Volatility of Stock Returns 43 4. 1 Empirical and Numerical Results 45 4.

Download or read book Information Systems written by Marinos Themistocleous and published by Springer. This book was released on 2019-01-11 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes selected papers from the 15th European, Mediterranean, and Middle Eastern Conference, EMCIS 2018, held in Limassol, Cyprus, in October 2018. EMCIS is dedicated to the definition and establishment of Information Systems as a discipline of high impact for the methodical community and IS professionals, focusing on approaches that facilitate the identification of innovative research of significant relevance to the IS discipline. The 34 full and 8 short papers presented in this volume were carefully reviewed and selected from a total of 108 submissions. They were organized in topical sections named: blockchain technology and applications; big data and analytics; cloud computing; digital services and social media; e-government; healthcare information systems; IT governance; and management and organizational issues in information systems.

Download or read book Financial Market Regulations and Legal Challenges in South Asia written by Kashyap, Amit K. and published by IGI Global. This book was released on 2016-03-17 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: South Asia has experienced a long period of robust economic growth. While many regulatory policies have helped usher in this prosperous growth, some markets have plateaued due to hardships such as the decline in foreign remittance and international credit lines, and a contraction of exports. To continue to grow, the nations in this region must begin to integrate into the globalized world economy. Financial Market Regulations and Legal Challenges in South Asia addresses the difficulties and challenges of the regulatory environment in South Asia. This research-based publication outlines the apparent issues and resolutions as these developing nations transition into global economic players. This book is an excellent resource for policy makers, researchers and students in the financial field, government officials, bankers, and financial market regulators.

Download or read book Creative Business and Social Innovations for a Sustainable Future written by Miroslav Mateev and published by Springer. This book was released on 2019-01-10 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents high-quality research papers presented at the 1st AUE International research conference, AUEIRC 2017, organized by the American University in the Emirates, Dubai, held on November 15th-16th, 2017. The book is broadly divided into three sections: Creative Business and Social Innovation, Creative Industries and Social Innovation, Education and Social Innovation. The areas covered under these sections are credit risk assessment and vector machine-based data analytics, entry mode choice for MNE, risk exposure, liquidity and bank performance, modern and traditional asset allocation models, bitcoin price volatility estimation models, digital currencies, cooperative classification system for credit scoring, trade-off between FDI, GDP and unemployment, sustainable management in the development of SMEs, smart art for smart cities, smart city services and quality of life, effective drivers of organizational agility, enterprise product management, DEA modeling with fuzzy uncertainty, optimization model for stochastic cooperative games, social media advertisement and marketing, social identification, brand image and customer satisfaction, social media and disaster management, corporate e-learning system, learning analytics, socially innovating international education, integration of applied linguistics and business communication in education, cognitive skills in multimedia, creative pedagogies in fashion design education, on-line summative assessment and academic performance, cloud concept and multimedia-based learning in higher education, hybrid alliances and security risks, industry and corporate security significance, legal regulation and governance. The papers in this book present high-quality original research work, findings and practical development experiences, and solutions for a sustainable future.

Download or read book Advances in Management Research written by Avinash K. Shrivastava and published by CRC Press. This book was released on 2019-11-18 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers advancements across business domains in knowledge and information management. It presents research trends in the fields of management, innovation, and technology, and is composed of research papers that show applications of IT, analytics, and business operations in industry and in educational institutions. It offers a combination of scientific research methods and concepts, with contributions from globally renowned authors; presents various management domains from a number of countries for a global perspective; and provides a unique combination of topics and methods while giving insights on the management domain using a holistic approach. The book provides scholars with a platform to derive maximum utility in the area of management, research, and technology by subscribing to the idea of managing business through performance and management technology.

Download or read book The Internationalization of Equity Markets written by Jeffrey A. Frankel and published by University of Chicago Press. This book was released on 2008-04-15 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This timely volume addresses three important recent trends in the internationalization of United States equity markets: extensive market integration through foreign investment and links among stock prices around the world; increasing securitization as countries such as Japan come to rely more than ever before on markets in equities and bonds at the expense of banks; and the opening of national financial systems of newly industrializing countries to international financial flows and institutions, as governments remove capital controls and other barriers. Eight essays examine such issues as the current extent of international market integration, gains to U.S. investors through international diversification, home-country bias in investing, the role of time and location around the world in stock trading, and the behavior of country funds. Other, long-standing questions about equity markets are also addressed, including market efficiency and the accuracy of models of expected returns, with a particular focus on variances, covariances, and the price of risk according to the Capital Asset Pricing Model.