Investment and securities

Exotic methods refer to specific functions within general soft computing methods such as genetic algorithms, neural networks and rough sets theory.

In this book, Dr Mak views the financial market from a scientific perspective.

This book is the first of its kind in providing, simultaneously and comprehensively, historical, institutional and theoretical foundations for developments in the stock market.

This book presents recent advances in the theory and implementation of intelligent and other computational techniques in the insurance industry.

This book presents the contributions to the first Wild@Ace conference.

With the CNY revaluation perspectives, hundreds of billions of US dollars have been invested in various types of CNY-related derivative products.

The World of Hedge Funds is a compendium of distinguished papers focusing on the cutting-edge analysis of hedge funds.

Risk management is a foundation discipline for the prudent conduct of investment management.

The present book contains much more materials than the author's previous book The Science of Financial Market Trading.

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon.

This unique volume provides a comprehensive overview of all the major aspects of modern drinking water systems in the western European context.

The globalization of financial markets has led to an integrated world market.

This book contains several innovative models for the prices of financial assets.

This pioneering book describes the applications of agent-based modeling to financial markets.

Modern asset pricing models play a central role in finance and economic theory and applications.

The Asian stock market is commonly regarded as confusing for many investors, yet it is arguably the most exciting market in the world today.

Harry M Markowitz received the Nobel Prize in Economics in 1990 for his pioneering work in portfolio theory.

Hedge funds are perhaps the hottest topic in finance today, but little material of substance to date has been written on the topic.

This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc.

This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way.

Derivatives Algorithms provides a unique expert overview of the abstractions and coding methods which support real-world derivatives trading.

This book contains the recent contributions of Edwin J Elton and Martin J Gruber to the field of investments.

Valuation and hedging of financial derivatives are intrinsically linked concepts.

This book provides a comprehensive analysis of the effects that foreign direct investment into China has had on the productivity, exporting activity, and innovation of Chinese domestic firms, as well as on the nation's labor markets.

In the aftermath of the financial crisis of 2008, many financial institutions have been exploring new methods to measure investment product risk.

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic.

Euro Bonds: Markets, Infrastructure and Trends presents the most recent developments in the Euro bond market.

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1).

This handbook in two parts covers key topics of the theory of financial decision making.

The aim of this book is to document, on a solid and convincing foundation, two public policy mistakes of the United States Government that have been extremely costly.

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage.

Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance.

Drawing on the studies by the Asia Competitiveness Institute (ACI) at the Lee Kuan Yew School of Public Policy (LKYSPP), National University of Singapore (NUS), this book titled Balanced, Sustainable and Competitiveness Enhancement Study for Vietnam: A Critical Evaluation with Development Potentials, which is a joint research collaboration between the National Research Project on Improving Vietnam's Competitiveness and ACI-LKYSPP-NUS, provides a detailed assessment of the Vietnamese economy.

This book titled 2017 Annual Competitiveness Analysis and Impact of Exchange Rates on Foreign Direct Investment Inflows to ASEAN Economies recount the development experience of ASEAN over the past 50 years, describe the long-term mega-trends which will shape ASEAN's development trajectory, and propose a development vision with actionable policy recommendations for ASEAN to become the fourth-largest economy in the world by 2030.

The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then.

Indonesia's diverse economic landscape and growing importance in the global and regional stages warrant deeper understanding of the economy at sub-national levels.

This book is the fifth annual project of the Asia Competitiveness Institute studying competitiveness at the sub-national level of Greater China.

The Korean stock market, ranked 11th in the world in terms of market capitalization of stocks in 2017, is a globalized market.

This book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securities markets, Trading, and Market microstructure and connects theoretic rigor with practical real world applications.

Trading floors in the 60s and 70s involved hundreds of people shouting bids and offers in multi-coloured jackets standing next to each other in different pits, gesticulating with their hands.

This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure.

This book by the Asia Competitiveness Institute introduces a new ease of doing business index that aims to allow for a better approximation of ease of doing business conditions in India's sub-national economies.

Written for undergraduates, this book is dedicated to fixed income fundamentals that do not require modeling the dynamics of interest rates.

The field of real options is concerned with the management and financial valuation of operational flexibility in business endeavors.

The Chinese economy is growing at an unprecedented speed, and one of the emerging trends is angel investment.

This book provides a basic grounding in the use of probability to model random financial phenomena of uncertainty, and is targeted at an advanced undergraduate and graduate level.

This book provides a comprehensive and rigorous treatment of academic and practitioner approaches to equity security valuation.

This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives.

The phenomenon of South-South FDI flows, particularly those arising from multinational companies from China and India, has generated considerable interest among policymakers, academics and the popular press in recent times.