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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.

  • Forecasting Volatility in the Financial Markets

    • 3rd Edition
    • February 19, 2007
    • Stephen Satchell + 1 more
    • English
    Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition:* What good is a volatility model? Engle and Patton* Applications for portfolio variety Dan diBartolomeo* A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish* Volatility modeling and forecasting in finance Xiao and Aydemir* An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey

  • Value at Risk and Bank Capital Management

    Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
    • 1st Edition
    • February 9, 2007
    • Francesco Saita
    • English
    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, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management.

  • Power Plants and Power Systems Control 2006

    A Proceedings Volume from the IFAC Symposium on Power Plants and Power Systems Control, Kananaskis, Canada, 2006
    • 1st Edition
    • February 6, 2007
    • David Westwick
    • English
    Control plays a very important role in all aspects of power plants and power systems. The papers included in the 2006 Proceedings are by authors from a large number of countries around the world. They encompass a wide spectrum of topics in the control of practically every aspect of power plants and power systems.

  • The Globalisation of Executives and Economies

    Lessons from Thailand
    • 1st Edition
    • December 31, 2006
    • John Walsh
    • English
    How has globalisation affected the executives and economy of Thailand, one of the most dynamically growing countries in East Asia? This book provides coverage of crucial industrial sectors in the Thai economy, comparisons between the past and the present Thai economy and a variety of studies aiming to explain the behaviour of Thai executives and consumers.

  • Fundamentals of Fund Administration

    A Guide
    • 1st Edition
    • December 15, 2006
    • David Loader
    • English
    Fundamentals of Fund Administration fills a gap in the lack of books that cover the administration and operations functions related to funds. With the growth of hedge funds globally there is more and more requirement for fund administration services, and the success of the fund administration is crucial to the success of the funds themselves in a highly competitive market. As the focus on operational risk, cost effective support and administration of trading and investment and the ability to design, develop and deliver added-value services for clients grows there is a need for a comprehensive analysis of what happens from trade to settlement and beyond and the exact role that the fund administrator may be required to provide. The book helps those responsible for managing and supervising fund administration services by examining the decisions, actions and problems at the various stages as well as explaining the products and infrastructure that services support.

  • Handbook of Management Accounting Research

    • 1st Edition
    • Volume 2
    • December 8, 2006
    • Christopher S. Chapman + 2 more
    • English
    Volume two of the Handbooks of Management Accounting Research consists of two groups of chapters. The first draw together research that has focussed on particular management accounting practices. The second set synthesise contributions to the literature that have been focussed within particular organisational contexts. Volume two concludes with a review of research on how management accounting practice and research varies around the world. Special pricing available if purchased as a set with Volume 1.

  • Biology of the Nitrogen Cycle

    • 1st Edition
    • December 8, 2006
    • Hermann Bothe + 2 more
    • English
    All organisms require nitrogen to live and grow. The movement of nitrogen between the atmosphere, biosphere, and geosphere in different forms is described by the nitrogen cycle. This book is an activity of the COST 856 Action on Denitrification. It covers all aspects of the N-cycle: chemistry, biology (enzymology, molecular biology), physics, applied aspects (greenhouse effect, N-pollution problems, practices in farming, in waste-water treatment, and more). In this book, leading editors offer the latest research available on dentrification (reduction of nitrates or nitrites commonly by bacteria- as in soil).

  • China's Financial Markets

    An Insider's Guide to How the Markets Work
    • 1st Edition
    • November 21, 2006
    • Salih N. Neftci + 1 more
    • English
    China’s financial markets represent about $2 trillion and are expected to grow to about $10 trillion by 2008. As these markets continue to open to outside investment, a thorough understanding of how they operate will be essential for success. In this book, Salih Neftci, an expert in finance whose teaching and research span North America, Europe and Asia, and Michelle Menager-Xu, a Chinese finance professional currently working in Geneva, bring together an unprecedented collection of Chinese insiders who are experts in their respective industries. These experts provide a detailed description of the banking system, the money, equity, futures, FX, and bond markets, the insurance sector, the mortgage market and mortgage instruments, and the regulators. Readers will learn how each of these financial sectors operates, how the government, regulators, and the central bank are involved, each sector’s history, size and projected growth, an analysis of its current situation and discussion of future trends, the major players, and how the game is played. This is a must-read book for financial success in this emerging market.

  • Stress Testing for Risk Control Under Basel II

    • 1st Edition
    • November 17, 2006
    • Dimitris N. Chorafas
    • English
    The Consultative paper issued by the Basel Committee on Banking Supervision (Basel II) cites the failure of bankers to adequately stress test exposures as a major reason for bad loans. Sample quotes from this crucial document: * "Banks should take into consideration potential future changes in economic conditions when assessing individual credits and their credit portfolios, and should assess their credit risk exposures under stressful conditions." * "The recent disturbances in Asia and Russia illustrate how close linkages among emerging markets under stress conditions and previously undetected correlations between market and credit risks, as well as between those risks and liquidity risk, can produce widespread losses."* "Effective stress testing which takes account of business or product cycle effects is one approach to incorporating into credit decisions a fuller understanding of a borrower's credit risk."Written for professionals in financial services with responsibility for IT and risk measurement, management, and modeling, Dimitris Chorafas explains in clear language the testing methodology necessary for risk control to meet Basel II requirements. Stress testing is the core focus of the book, covering stress analysis and the use of scenarios, models, drills, benchmarking, backtesting, and post-mortems, creditworthiness, wrong way risk and statistical inference, probability of default, loss given default and exposure at default, stress testing expected losses, correlation coefficients, and unexpected losses, stress testing related to market discipline and control action, and pillars 2 and 3 of Basel II.

  • Devolution, Port Governance and Port Performance

    • 1st Edition
    • Volume 17
    • November 13, 2006
    • Mary R Brooks + 1 more
    • English
    The relationship between ports and governments has changed profoundly over the past quarter of a century. Many governments have sought to extract themselves from the business of port operations and, in many cases, the provision of port services has devolved to local governments, communities or private management and administration. As such devolution implies a change in governance model, this trend raises questions about consequent performance. This issue examines the changed port management environment, focusing particularly on government policies such as devolution, regulatory reform and newly imposed governance models, all of which have exerted a significant influence over the nature of that changed environment. The issue is structured so as to first explore the devolution and port reform approaches for 14 countries or regions, before examining how ports are governed and what the choice of governance might mean for their performance. Part I introduces the issue, and provides a framework for defining the basic concepts involved in devolution; it paints a picture of the current port environment, its likely future evolution and the expected impact this will have on the functioning of ports. Part II examines the port industry in 14 countries or administrations, and presents the thinking behind any devolution programs that have been implemented. Part III focuses on port governance and devolution generally, and examines governance from both strategic management and economics perspectives, including topics such as governance models, supranational governance and stakeholder conflict. Part IV examines the measurement of port performance and closes by providing conclusions and a future research agenda. This issue will be of interest to port managers, government officials and academics alike.

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