Academic Press Advanced Finance – serie
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5 produkter
Multifractal Volatility
Theory, Forecasting, and Pricing
Av Laurent E. Calvet, Adlai J. Fisher
Inbunden, 2008
906 kr
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Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, …
Value at Risk and Bank Capital Management
Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
Inbunden, 2007
932 kr
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Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, …
Fixed Income Markets and Their Derivatives
Inbunden, 2009
1078 kr
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The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's organization emphasizes …
Rating Based Modeling of Credit Risk
Theory and Application of Migration Matrices
Av Stefan Trueck, Svetlozar T. Rachev
Inbunden, 2009
906 kr
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In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new …
A Behavioral Approach to Asset Pricing
Inbunden, 2008
1064 kr
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Behavioral finance is the study of how psychology affects financial decision making and financial markets. It is increasingly becoming the common way of understanding investor behavior and stock market activity. Incorporating the latest research and theory, Shefrin offers both a strong theory and …
