Books in Financial economics general

41-50 of 61 results in All results

Handbook of Financial Econometrics

• 1st Edition
• Volume 2
• September 8, 2009
• Yacine Ait-Sahalia + 1 more
• English
• Hardback 978-0-444-53548-1

  9 7 8 - 0 - 4 4 4 - 5 3 5 4 8 - 1
• eBook 978-0-444-53549-8

  9 7 8 - 0 - 4 4 4 - 5 3 5 4 9 - 8

Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.

Auction Theory

• 2nd Edition
• August 12, 2009
• Vijay Krishna
• English
• Hardback 978-0-12-374507-1

  9 7 8 - 0 - 1 2 - 3 7 4 5 0 7 - 1
• eBook 978-0-08-092293-5

  9 7 8 - 0 - 0 8 - 0 9 2 2 9 3 - 5

Auction Theory, Second Edition improves upon his 2002 bestseller with a new chapter on package and position auctions as well as end-of-chapter questions and chapter notes. Complete proofs and new material about collusion complement Krishna’s ability to reveal the basic facts of each theory in a style that is clear, concise, and easy to follow. With the addition of a solutions manual and other teaching aids, the 2e continues to serve as the doorway to relevant theory for most students doing empirical work on auctions.

Principles of Financial Engineering

• 2nd Edition
• December 1, 2008
• Salih N. Neftci
• English
• eBook 978-0-08-091997-3

  9 7 8 - 0 - 0 8 - 0 9 1 9 9 7 - 3

Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.

Handbook of Empirical Corporate Finance

• 1st Edition
• Volume 2
• October 24, 2008
• Bjørn Espen Eckbo
• English
• Hardback 978-0-444-53090-5

  9 7 8 - 0 - 4 4 4 - 5 3 0 9 0 - 5
• eBook 978-0-08-093211-8

  9 7 8 - 0 - 0 8 - 0 9 3 2 1 1 - 8

This second volume of a two-part series examines three major topics. First, it devotes five chapters to the classical issue of capital structure choice. Second, it focuses on the value-implications of major corporate investment and restructuring decisions, and then concludes by surveying the role of pay-for-performance type executive compensation contracts on managerial incentives and risk-taking behavior. In collaboration with the first volume, this handbook takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues. The surveys are written by leading empirical researchers that remain active in their respective areas of interest. With few exceptions, the writing style makes the chapters accessible to industry practitioners. For doctoral students and seasoned academics, the surveys offer dense roadmaps into the empirical research landscape and provide suggestions for future work.

Handbook of Sports and Lottery Markets

• 1st Edition
• September 2, 2008
• Donald B. Hausch + 8 more
• English
• Hardback 978-0-444-50744-0

  9 7 8 - 0 - 4 4 4 - 5 0 7 4 4 - 0
• eBook 978-0-08-055995-7

  9 7 8 - 0 - 0 8 - 0 5 5 9 9 5 - 7

Its basic empirical research and investigation of pure theories of investment in the sports and lottery markets make this volume a winner. These markets are simpler to study than traditional financial markets, and their expected values and outcomes are uncomplicated. By means of new overviews of scholarship on the industry side of racetrack and other betting markets to betting exchanges and market efficiencies, contributors consider a variety of sports in countries around the world. The result is not only superior information about market forecasting, but macro- and micro-analyses that are relevant to other markets.

Computational Finance Using C and C#

• 1st Edition
• May 1, 2008
• George Levy
• English
• eBook 978-0-08-087807-2

  9 7 8 - 0 - 0 8 - 0 8 7 8 0 7 - 2

Computational Finance Using C and C# raises computational finance to the next level using the languages of both standard C and C#. The inclusion of both these languages enables readers to match their use of the book to their firm’s internal software and code requirements. The book also provides derivatives pricing information for equity derivates (vanilla options, quantos, generic equity basket options); interest rate derivatives (FRAs, swaps, quantos); foreign exchange derivatives (FX forwards, FX options); and credit derivatives (credit default swaps, defaultable bonds, total return swaps).This book is organized into 8 chapters, beginning with an overview of financial derivatives followed by an introduction to stochastic processes. The discussion then shifts to generation of random variates; European options; single asset American options; multi-asset options; other financial derivatives; and C# portfolio pricing application. The text is supported by a multi-tier website which enables purchasers of the book to download free software, which includes executable files, configuration files, and results files. With these files the user can run the C# portfolio pricing application and change the portfolio composition and the attributes of the deals.This book will be of interest to financial engineers and analysts as well as numerical analysts in banking, insurance, and corporate finance.

Handbooks in Operations Research and Management Science: Financial Engineering

• 1st Edition
• Volume 15
• October 18, 2007
• John R. Birge + 1 more
• English
• Hardback 978-0-444-51781-4

  9 7 8 - 0 - 4 4 4 - 5 1 7 8 1 - 4
• eBook 978-0-08-055325-2

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The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Handbook of Asset and Liability Management

• 1st Edition
• Volume 2
• July 11, 2007
• Stavros A. Zenios + 1 more
• English
• eBook 978-0-08-054856-2

  9 7 8 - 0 - 0 8 - 0 5 4 8 5 6 - 2

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 2 focuses on applications and case studies in asset and liability management.The growth in knowledge about practical asset and liability modeling has followed the popularity of these models in diverse business settings. This volume portrays ALM in practice, in contrast to Volume 1, which addresses the theories and methodologies behind these models. In original articles practitioners and scholars describe and analyze models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security. They put the traditional purpose of ALM, to control interest rate and liquidity risks, into rich and broad-minded frameworks. Readers interested in other business settings will find their discussions of financial institutions both instructive and revealing.

Computational Finance

• 1st Edition
• December 17, 2003
• George Levy
• English
• Hardback 978-0-7506-5722-8

  9 7 8 - 0 - 7 5 0 6 - 5 7 2 2 - 8
• eBook 978-0-08-047227-0

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Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.

Handbook of the Economics of Finance

• 1st Edition
• Volume 1A
• November 4, 2003
• George M. Constantinides + 2 more
• English
• Hardback 978-0-444-51362-5

  9 7 8 - 0 - 4 4 4 - 5 1 3 6 2 - 5
• eBook 978-0-08-049507-1

  9 7 8 - 0 - 0 8 - 0 4 9 5 0 7 - 1

Volume 1A covers corporate finance: how businesses allocate capital - the capital budgeting decision - and how they obtain capital - the financing decision. Though managers play no independent role in the work of Miller and Modigliani, major contributions in finance since then have shown that managers maximize their own objectives. To understand the firm's decisions, it is therefore necessary to understand the forces that lead managers to maximize the wealth of shareholders.