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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
New Ways for Managing Global Financial Risks: The Next Generation
Looks at the present state-of-the-art in global financial risk management, and then at the innovations and solutions that are being developed to solve the problems with current methodologies. The author presents a closely reasoned explanation of why the traditional quantitative methods are no longer adequate and argues the case for the hybrid instrument that will arise from the merging of the capital and insurance markets. New Ways for...
168 p itc 08/01/2013 303 1
Từ khóa: accounting finance, managing global financial risks, next generation, new ways for managing global financial risks, quản lý tài chính, quản lý rủi ro tài chính toàn cầu
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma...
395 p itc 08/01/2013 312 1
Từ khóa: Financial Risk, Measuring Market Risk, Risk measurement, Risk market, Statistics parameter market, Market Management.
FX Options and Structured Products
There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applications of these products and solutions can be complex, and problems arise if the fundamental building blocks and principles are not fully understood. This book explains the most popular products and strategies...
343 p itc 08/01/2013 283 1
Từ khóa: foreign exchange, popular economics, FX options and structured products, financial institutions, achieve cost savings, risk controls, yield enhancements
Financial Market Risk: Measurement & Analysis
This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets, such as stock, bond and real estate market, and turbulence in antipersistent financial markets,...
493 p itc 08/01/2013 355 1
Từ khóa: finance accounting, finance economics, accounting, financial market risk, rủi ro thị trường tài chính, financial market risk measurement and analysis
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
Catastrophic Risk: Analysis and Management
Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress. The first comprehensive volume to address this topic from a financial perspective, this book is a guide to the worst financial risks threatening companies and industries today. Author Eric Banks...
193 p itc 08/01/2013 312 1
Từ khóa: catastrophic risk, risk analysis, risk management, phân tích rủi ro, quản lý rủi ro, financial risks, corporate risk management
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
Principles of Corporate Finance Brealey and Myers Sixth EditionuFinance and the Financial
Chapter 1 Topics Covered What Is A Corporation? w The Role of The Financial Manager w Who Is The Financial Manager? w Separation of Ownership and Management w Financial Markets Corporate Structure Sole Proprietorships Unlimited Liability Personal tax on profits Partnerships Limited Liability Corporations Corporate tax on profits + Personal tax on dividends
816 p itc 07/01/2013 438 1
Từ khóa: finance, manage, financial risk, currency, Financial Manager, Firm's operations, Financial markets
Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives and financial economics.
1030 p itc 07/01/2013 349 1
Từ khóa: Springer Finance, analysis of financial markets, phân tích thị trường tài chính, mathematical finance, foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, financial economics.
Handbook of Finance, Financial Markets and Instruments (Volume 1)
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating...
869 p itc 07/01/2013 334 1
Từ khóa: handbook of finance, financial markets and instruments, derivative instruments, role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, the determinants of asset pricing and interest rates
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