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Modeling Liquidity Risk: With Implications for Traditional Market Risk Measurement and Management
Market risk management under normal conditions traditionally has focused on the distribution of portfolio value changes resulting from moves in the mid-price. Hence the market risk is really in a "pure" form: risk in an idealized market with no "friction" in obtaining the fair price. However, many markets possess an additional liquidity component that arises from a trader not realizing the mid-price when liquidating her position, but rather...
18 p itc 08/01/2013 332 1
Từ khóa: market risk management, market securities, simple liquidity risk methodology, modeling liquidity risk, traditional market risk measurement, quản lý rủi ro thị trường chứng khoán
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 313 1
Từ khóa: Financial Risk, Measuring Market Risk, Risk measurement, Risk market, Statistics parameter market, Market Management.
Market neutral strategies have gained attention for their potential to deliver positive returns regardless of the direction of underlying markets. As these strategies have built a record of good performance in recent years, their benefits have become apparent. Market Neutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized by some of today's leading institutional...
303 p itc 08/01/2013 279 1
Từ khóa: investments securities, finance economics, market neutral strategies, stock market crashes, investor behavior, chiến lược thị trường trung lập
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
Equity Markets and Valuation Methods
Foreword The recent developments in the equity securities markets have caused many investors to pause and rethink their equity investment strategies. Many question the efficiency of the market, or the ability of the market to perform its role. Because of the dramatic changes in the investment industry, the timing of the ICFA-sponsored seminar Equity Markets and Valuation Methods was excellent. The seminar, held on September 21-22, 1987 in San...
124 p itc 08/01/2013 322 1
Từ khóa: equity securities markets, equity investment strategies, market efficiency, investor psychology, anomalies, valuation models, chiến lược đầu tư vốn chủ sở hữu
An Introduction to the Bond Markets
This book gives an introduction to the bond markets for practitioners and new entrants who need to understand what they are, how they work and how they can be used, but do not want to be intimidated by mathematical formulae. By the end of the book readers will be able to decide whether to invest in the bond market. The mathematical formulae will be relegated to the appendices and supplemented by a companion website which allows users to enter...
245 p itc 08/01/2013 335 1
Từ khóa: bond markets, thị trường trái phiếu, introduction to the bond markets, investments securities, finance economics, investing bonds, thị trường cổ phiếu
Active Value Investing Making Money in Range-Bound Markets
One of the most significant challenges facing today’s active investor is how to make money during the times when markets are going nowhere. Bookshelves are groaning under the weight of titles written on investment strategy in bull markets, but there is little guidance on how to invest in range bound markets. In this book, author and respected investment portfolio manager Vitaliy Katsenelson makes a convincing case for range-bound market...
306 p itc 08/01/2013 297 1
Từ khóa: active value investing, making money in Range-Bound markets, bound markets, international investing, đầu tư quốc tế, bull markets
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 439 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 336 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
Investing is all about common sense. Owning a diversified portfolio of stocks and holding it for the long term is a winner’s game. Trying to beat the stock market is theoretically a zero-sum game (for every winner, there must be a loser), but after the substantial costs of investing are deducted, it becomes a loser’s game. Common sense tells us—and history confirms—that the simplest and most efficient investment strategy is to buy and...
243 p itc 02/01/2013 295 1
Từ khóa: Stock Market, Finance, Stocks, Popular Economics, Investing, thị trường chứng khoán đảm bảo, đầu tư chứng khoán
Point and Figure Charting: The Essential Application for Forecasting and Tracking Market Prices
"Everyone who's involved in financial markets must understand Point and Figure charting in order to get the full picture, whatever your view of technical analysis". - Jim Rogers, author of Hot Commodities and Investment Biker "An invaluable road map for managing risk in the markets. Tom's methodology has given us the discipline and confidence to look around corners for our clients for almost twenty years." - James A. Parish, President and...
403 p itc 02/01/2013 294 1
Từ khóa: financial markets, investment professional, Stocks, Finance, kinh tế tài chính, thị trường chứng khoán
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