The phenomenal worldwide development over the past decade of Islamic banking and finance is drawing much attention to Southeast Asia, which, on the platform of its own economic growth success, is also proving to be the gateway for Middle Eastern petrodollar investments into the two great emerging markets of India and China.
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.
The current financial crisis provides a valuable occasion for the world to re-examine the grand statements of wisdom which dominate the financial world for a long time.
The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors.
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.
Islamic Banking and Finance in South-East Asia by Angelo M Venardos has been a "e;must read"e; since its first edition in 2005 and has already been translated to Arabic.
This book contains the proceedings of the KIER-TMU International Workshop on Financial Engineering 2010, which was held in Tokyo, in order to exchange new ideas in financial engineering among industry professionals and researchers from various countries.
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.
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).
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 outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of the year 2010.
This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry.
Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance.
This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner.
This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) and AIG (2008).
This book covers several new areas in the growing field of analytics with some innovative applications in different business contexts, and consists of selected presentations at the 6th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence.
The book contributes to the growing literature pertaining to empirical and policy issues in international trade, foreign capital flows and issues in finance, implications for India and emerging economies related to trade and development interface, and analysis of sector level growth and development in India.
This book continues the discussion on recent developments relating to ethical and sustainable issues in accounting and finance from Volumes I and II, looking into topics such as the importance of good governance in accounting, tax, auditing and fraud examination, ethics, sustainability, environmental issues and new technologies and their effects on accounting and finance, focusing in particular on environmental and sustainability reporting in the oil and gas and banking sectors.
This book explores research that contributes to the current literature on the Oil and Gas Sector by analysing the multiple discourses that experts use to examine social investment.