This book studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena.
Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships.
Based on four decades of experience and research, Navigating Strategic Decisions: The Power of Sound Analysis and Forecasting explains how to improve the decision-making process in your organization through the use of better long-term forecasts and decision support.
This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017.
This book provides students and line managers in organizations with the means to create better scenarios and to use them to create winning business strategies.
This book addresses essential questions about housing by building theoretical models based on various real world problems in Japan and testing these models using econometric methods.
A leading economist contends that the recent financial crisis was caused not by the failure of mainstream economics but by corrupted monetary data constructed without reference to economics.
Circadian Rhythms in Health and Disease, Volume 393 in the International Review of Cell and Molecular Biology series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors.
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena.
This proceedings volume examines the state-of-the art of productivity and efficiency analysis and adds to the existing research by bringing together a selection of the best papers from the 8th North American Productivity Workshop (NAPW).
In response to the damage caused by a growth-led global economy, researchers across the world started investigating the association between environmental pollution and its possible determinants using different models and techniques.
Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system.
This collection, written by highly-placed practitioners and academic economists, provides a picture of how economic modellers and policy makers interact.
This book is about an intellectual fraud, one that has become part of legal doctrine that has greatly influenced decisions all the way up to the United States Supreme Court.
Soviet Central Asia (1989) explores the economic development of the four republics of Central Asia that suffered under Moscow's economic policies - Uzbekistan, Tajikistan, Turkmenistan and Kirghizia.
A fully updated second edition of this popular introduction to applied choice analysis, written for graduate students, researchers, professionals and consultants.
Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.
Teach Your Students How to Become Successful Working QuantsQuantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration.
This volume of Advances in Econometrics contains a selection of papers presented at the "e;Econometrics of Complex Survey Data: Theory and Applications"e; conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.