The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu- rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model.
Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.
Die Komplexität, Undurchschaubarkeit und Lebendigkeit der wirt schaftlichen Erscheinungen lassen jeden Versuch, sie zu beschreiben und zu anaysieren,zu einer Suche nach den "wesentlichen" Zusam menhängen werden.
This book presents a high-quality contribution to the applications of modern financial algorithms for liquidity risk management and its practical uses and applications to investable portfolios and mutual funds.
Policymakers and scholars have shown growing interest in startups, particularly in recent years of economic crisis, as nations seek to rebuild their economies and foster employment through entrepreneurship and innovation.
This book investigates the relationship between universities, real estate markets, and local economic systems in light of contemporary urban regeneration processes and sustainability challenges.
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes' arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure.
Definitions, Concepts and Scope of Engineering Asset Management, the first volume in this new review series, seeks to minimise ambiguities in the subject matter.
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance.
In order to build a successful, Java-based application it is important to have a clear understanding of the principles underlying the various financial models.
This book analyses several aspects of Hybrid Annuity Model (HAM), a form of hybrid public-private partnership (PPP) for development of roads sector in India.
Critical Issues in CGL, a part of the Commercial Lines Series, is the comprehensive, go-to source for information regarding several issues that commonly arise in the use of the Commercial General Liability form.
Investigative journalist and former tax-inspector Richard Brooks charts how the UK has become a global tax haven that serves the super wealthy, all with the Government's help.