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Books in Economics and finance

Our Economics and Finance titles are essential reading for students, scholars, policymakers, and market practitioners who want to stay up-to-date with the latest research and foundational topics in the field, from financial markets and trade to e-commerce, econometrics, quantiative investing, financial technology, financial engineering, global finance, corporate finance, law and economics, macro and microeconomics, and risk management.

Titles manage to balance quality of content with the increasing demand for a wider view of the vast array of topics in the field of Economics and Finance.

BooksJournals

    • Private Banking

      • 1st Edition
      • November 26, 1997
      • Lucy Weldon
      • English
      • eBook
        9 7 8 1 8 4 5 6 9 9 1 1 6
      The first comprehensive professional guide to the workings and structure of the international private banking marketplace, this book details the services available, the key players, the distinctive characteristics of, pressure upon and trends within this traditionally very closed financial market. It begins with an analysis of the industry including an invaluable guide to private banking providers. The author then goes on to examine the profitability of private banking and then covers the structures and strategies which are necessary for private banking to work. The book concludes with an overview of the market trends and characteristics.

    • Managing Liquidity

      • 2nd Edition
      • September 23, 1997
      • Lance Moir
      • English
      • Paperback
        9 7 8 1 8 5 5 7 3 3 3 5 0
      • eBook
        9 7 8 1 8 4 5 6 9 9 0 7 9
      Managing cash flow, interest rates and relations with the bank are fundamentally issues for every business. This clear and concise guide is specifically designed to describe the fundamental decisions in liquidity management and set them in an overall business context.

    • Managing Banking Risks

      • 1st Edition
      • June 24, 1997
      • Eddie Cade
      • English
      • eBook
        9 7 8 1 8 4 5 6 9 9 0 6 2
      This book fills a gap in banking literature by providing a professional and sophisticated 'risk' primer for bank directors, executives and staff at every level as well as students, analysts and commentators on the banking scene. The breadth of focus is exceptional in covering the full range of banking risks, rather than the customary specialist segment.The book begins by defining risk itself and discussing how it can be approached in a banking context. It goes on to examine the concepts of volatility, expected and unexpected loss, the role of risk capital, rate of return and the required reward for risk (the 'cost of capital'). The author identifies five generic types of primary banking risk and one universal secondary type. Each of these is explored in turn from solvency and liquidity risks to credit risk, interest rate risk, price risks and operating risks. This treatment gives the reader an insight into modern risk management and hedging techniques, and many other relevant topics. Legal and regulatory issues and constraints are considered within an international frame of reference. The book offers practical guidance on the role of a bank's board and executive management, organisation and co-ordination of risk management.

    • Handbook of International Economics

      • 1st Edition
      • Volume 3
      • October 24, 1997
      • G.M. Grossman + 1 more
      • English
      • Paperback
        9 7 8 0 4 4 4 8 2 8 6 4 4
      • eBook
        9 7 8 0 0 8 0 9 3 3 4 5 0

    • Offshore Lending and Financing

      • 1st Edition
      • December 5, 1997
      • Vaumini Amin
      • English
      • eBook
        9 7 8 1 8 4 5 6 9 9 1 0 9
      Written for the international banking and financial services community, their advisors and offshore companies, this is the first book comprehensively to address the principles and practice of bank lending to offshore tax haven entities. Highly practical in its analysis of lending considerations via this secretive sector, it also contains a comparative study of law and practice in key offshore jurisdictions.

    • Introduction to Futures and Options

      • 1st Edition
      • August 27, 1997
      • Donald Spence
      • English
      • Hardback
        9 7 8 1 8 5 5 7 3 3 2 3 7
      • eBook
        9 7 8 1 8 5 5 7 3 9 7 3 4
      This is a comprehensive guide to the workings of the world’s commodity and financial futures and options markets. For all those new or already active in the futures and options markets, it is a handbook of first and last resort for traders, brokers, advisers and investors alike, and is written by a highly experienced market practitioner with contributions from leading experts in the field. It begins with an examination of the markets and instruments - including the OTC market and erivatives, and goes on to explain trading, regulation and management. It also evaluates the likely future developments in futures and options.

    • Handbook of Computational Economics

      • 1st Edition
      • June 13, 1996
      • H.M. Amman + 2 more
      • English
      • Hardback
        9 7 8 0 4 4 4 8 9 8 5 7 9
      • eBook
        9 7 8 0 0 8 0 9 3 4 5 1 8
      The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do state-of-the-art research in virtually all areas of economics. Articles in the volume range from very applied, policy oriented applications of computational methods, to highly theoretical and mathematically complex analyses of algorithms and numerical methods. The book emphasizes the unique contributions of computational methods in economics, and focuses on problems for which well developed solutions are not already available from the literature in operations research, numerical methods, and computer science. As well as covering relatively mature areas in the field, a number of chapters are included which cover more speculative "frontier topics", in particular recently discovered computational innovations and research results.For more information on the Handbooks in Economics series, please see our homepage on http://www.elsevier....

    • Modelling Stock Market Volatility

      • 1st Edition
      • November 4, 1996
      • Peter H. Rossi
      • English
      • Hardback
        9 7 8 0 1 2 5 9 8 2 7 5 7
      • Paperback
        9 7 8 0 1 2 3 9 9 6 0 4 6
      • eBook
        9 7 8 0 0 8 0 5 1 1 8 7 0
      This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes. This work will lead to a rapid growth in their empirical application as they are increasingly subjected to routine specification testing.

    • Investment Performance Measurement

      • 1st Edition
      • February 28, 1996
      • William Bain
      • English
      • Hardback
        9 7 8 1 8 5 5 7 3 1 9 5 0
      • Paperback
        9 7 8 1 8 5 5 7 3 3 3 9 8
      • eBook
        9 7 8 0 8 5 7 0 9 9 9 7 6
      This book is split into four distinct sections to provide a complete account of investment performance measurement. The first section examines the development of the concept of performance measurement with the evolution of benchmarks and the increasing sophistication of performance analysis. The practical implications of performance measurement are tackled in the second section, with particular emphasis on the calculations that can be used to derive a rate of return for a fund and risk is also examined in detail. The third section covers the performance measurement of pension funds over the last 25 years and the lessons that can be learned about the investment performance and measurement process. The final section considers the future prospects for performance measurement and proposes potential future directions for the measurement of investment performance.

    • Insolvency

      • 1st Edition
      • May 31, 1996
      • Peter Eales
      • English
      • Hardback
        9 7 8 1 8 5 5 7 3 2 4 6 9
      • eBook
        9 7 8 1 8 4 5 6 9 9 0 3 1
      This book is intended to provide a middle road between the basic student text and the heavy practitioner’s manual. It covers all aspects of insolvency, including both corporate and private bankruptcy together with the alternative routes to the insolvency process. The book aims to give not only a view of the complex legal issues met with in the field of business, but also addresses the practical alternatives open to insolvent debtors and creditors. Includes a new addendum to take into account the effects of the recent Insolvency and Enterprise Acts.

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