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An Introduction to Financial Mathematics in Continuous Time
In stochastic analysis in continuous time one usually considers R+ instead of N as the index set describing time, i.e at every time point t R one observes a random variable Xt. Whereas in discrete time one í dealing with random sequences X(t): N - R, in continuous time one is workng with stochastic functions X(t): R+ - R. Thuogh many results obtained in discrete time have a continuous time analogue we have to modify several notions and results
53 p itc 27/01/2013 358 2
Từ khóa: mathematical modeling, financial markets, trading and arbitrage, market completeness, black and scholes formula, thị trường tài chính
Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. Financial Modeling bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial models with spreadsheets. Simon Benninga takes the reader step by step through each model, showing how it can be solved using Microsoft Excel. The long-awaited third edition of this standard...
1167 p itc 20/01/2013 345 2
Từ khóa: finance, real-world business, common financial models, bank valuation, basic financial calculations, portfolio models, value at risk
Excel Modeling and Estimation in Corporate Finance, 3rd Edition
This book focuses on active learning by teaching students how to build and estimate financial models using Excel so they understand the steps involved, rather than being handed completed spreadsheets. Ready-To-Build Spreadsheets The accompanying CD provides ready-to-build spreadsheets for every chapter that dictates step-by-step instructions to the student. Since the CD provides instructions within each spreadsheet, so students do not have...
213 p itc 17/01/2013 345 3
Từ khóa: estimating firm valuation, estimating the cost of capital using the APT, four international parity conditions, Excel, excel modeling and estimation, financial formulas and estimation.
Excel Add-in Development in C/C++: Applications in Finance
Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own add–ins, including VB. C/C++. Excel Add–in Development in C/C++ – Applications for Finance is a how–to guide and reference book for the creation of high performance add–ins for Excel in C and C++ for users in the finance industry. Author Steve Dalton explains how to apply Excel add–ins to financial...
425 p itc 17/01/2013 321 3
Từ khóa: the industry standard for financial modelling, Excel, financial modelling, C/C++, finance industry, Excel in VB
Business Valuation For Dummies
Business Valuation For Dummies is filled with expert guidance that business owners, managers at all levels, investors, and students can use when determining the value of a business. It contains a solid framework for valuation, including advice on analyzing historical performance, evaluating assets and income value, understanding a company's financial statements, estimating the cost of capital, business valuation models, and how to apply those...
363 p itc 15/01/2013 320 1
Từ khóa: business valuation, determining the value of a business, business valuation models, estimating the cost of capital, financial statements, báo cáo tài chính
Robust Portfolio Optimization and Management
"In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark...
513 p itc 08/01/2013 294 1
Từ khóa: robust portfolio optimization and management, robust optimization, lassical portfolio models, Operations Research, Financial Engineering, kinh tế tài chính
Portfolio Theory and Performance Analysis
For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management′s transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of...
283 p itc 08/01/2013 336 1
Từ khóa: investments securities, performance analysis, portfolio theory and performance analysis, asset management, financial industry, business models, quản lý tài sản
Financial Econometrics: From Basics to Advanced Modeling Techniques
Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published...
576 p itc 08/01/2013 272 1
Từ khóa: investing finance, financial econometrics, basics to advanced modeling techniques, returns, interest rates, exchange rates
Banking on Basel: The Future of International Financial Regulation
Banking on Basel: The Future of International Financial Regulation by Daniel K. Tarullo September 2008 • 256 pp. ISBN Paper 978-0-88132-423-5 The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulation and supervision of financial institutions. Would these institutions have been sounder if the 2004 Revised Framework on International...
289 p itc 08/01/2013 321 2
Từ khóa: international financial regulation, banking on Basel, financial markets, banking supervision, giám sát ngân hàng, khủng hoảng thị trường tài chính, credit risk models
A Practical Guide to Forecasting Financial Market Volatility
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical...
238 p itc 08/01/2013 334 2
Từ khóa: financial market volatility forecasting, investment, option pricing, financial market regulation, financial market modelling, thị trường tài chính, practical guide to forecasting financial market volatility
A Multifractal Model of Asset Returns
The probabilistic description of financial prices, pioneered by Bachelier (1900), initially focused onindependent and Gaussian distributed price changes. Financial economists have long recognizedtwo major discrepancies between the Bachelier model and actual financial data. First, financialdata commonly display temporal dependence in the alternation of periods of large price changeswith periods of smaller changes. Secondly, the tails of the...
33 p itc 08/01/2013 288 1
Từ khóa: multifractal model, absolute value of price increments, a multifractal model of asset returns, khai tài sản, economic and financial
Mathematical Finance: Deterministic and Stochastic Models (ISTE)
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.
875 p itc 07/01/2013 315 2
Từ khóa: Economics, Applied Mathematics, Financial Engineering, Banks, Financial Mathematics, deterministic and stochastic models
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