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 Download

A History of Interest Rates presents a very readable account of interest rate trends and lending practices over four millennia of economic history. Despite the paucity of data prior to the Industrial Revolution, authors Homer and Sylla provide a highly detailed analysis of money markets and borrowing practices in major economies. Underlying the analysis is their assertion that "the free market long-term rates of interest for any industrial...

 732 p itc 08/01/2013 282 2 Download

Standard formulas for valuing equities require prediction of payoffs "to infinity" for going concerns but a practical analysis requires that they be predicted over finite horizons. This truncation inevitably involves (often troublesome) "terminal value" calculations. This paper contrasts dividend discount techniques, discounted cash flow analysis, and techniques based on accrual earnings when applied to a finite-horizon valuation. Valuations...

 68 p itc 08/01/2013 313 2 Download

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 Download

Investment Valuation Tools and Techniques for Determining the Value of Any Asset Valuation is at the heart of every investment decision, whether that decision is to buy, sell, or hold. But the pricing of any financial asset has become a more complex task in modern financial markets. Now completely revised and fully updated to reflect changing market conditions, Investment Valuation, Second Edition, provides expert instruction on how to value...

 1372 p itc 07/01/2013 335 2 Download

In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by...

 197 p itc 07/01/2013 332 2 Download

International Finance presents the corporate uses of international financial markets to upper undergraduate and graduate students of business finance and financial economics. Combining practical knowledge, up-to-date theories, and real-world applications, this textbook explores issues of valuation, funding, and risk management. International Finance shows how theoretical applications can be brought into managerial practice. The text...

 396 p itc 07/01/2013 356 2 Download

Private Equity Managers may be required to carry out periodic valuations of Investments as part of the reporting process to investors in the Funds they manage. The objective of these Guidelines is to set out best practice where private equity Investments are reported at “Fair Value”, with a view to promoting best practice and hence helping investors in Private Equity Funds make better economic decisions. The increasing importance placed...

 50 p itc 07/01/2013 295 2 Download

Over the past two years, the world has seen turmoil in a relatively small segment of the U.S. credit markets morph into a severe global economic and financial crisis. Although aggressive monetary policy, fiscal stimulus, and guarantee programs to shore up the banking industry have begun to stabilize financial markets and slow the pace of economic contraction, policy makers face an extended battle to revive the global economy. Going forward,...

 170 p itc 07/01/2013 314 2 Download

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied...

 339 p itc 04/01/2013 323 2 Download

Mối quan hệ giữa TT giao ngay và giao sau Quá trình mua giao sau được gọi là thực hiện vị thế mua. Bán $ Lợi nhuận Mua Thời gian Mối quan hệ giữa TT giao ngay và giao sau Một người bán giao sau với ý định mua chúng lại sau đó ở một mức giá thấp hơn để kiếm lời được gọi là vị thế bán. Các nhà giao dịch có thể bán giao sau cho dù họ không sở...

 27 p itc 03/01/2013 370 2 Download

Hoán đổi là một sản phẩm phái sinh tài chính bao gồm hai bên giao dịch thực hiện một chuỗi các thanh toán cho bên còn lại vào những ngày cụ thể. Các loại hoán đổi Có tất cả bốn loại hoán đổi cơ bản dựa trên tài sản hóa cơ sở 1. Hoán đổi tiền tệ 2. Hoán đổi lãi suất 3. Hoán đổi chứng khoán 4. Hoán đổi hàng hóa Đặc điểm của một...

 42 p itc 03/01/2013 443 3 Download