Finance and accounting

Risk management for financial institutions is one of the key topics the financial industry has to deal with.

Fraud has become a challenging phenomena affecting economies worldwide.

This book addresses the applications of Fourier transform to smile modeling.

Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of  financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory.

This book takes a detailed look at four major financial crises—the twin crises of the South Sea Bubble in Britain and the Mississippi Bubble in France in 1720; the Great Crash of 1929 and the subsequent Great Depression; and the Global Financial Crisis of 2007-9.

From the reviews: "e;The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time.

Yet that weakness is also its greatest strength.

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.

This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?

This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics.

Does the stock market overreact?

Continuous-time finance was developed in the late sixties and early seventies by R.

This new edition is a greatly extended and updated version of my earlier monograph "e;Pricing Credit Linked Financial Instruments"e; (Schmid 2002).

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.

Modern option pricing theory was developed in the late sixties and early seventies by F.

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets.

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.

Central bank digital currency (CBDC) is on the horizon, with more than 130 central banks globally considering such projects.

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.

In today's era of digital transformation, the logistics sector is one of the most technology-intensive industries.

This book investigates the relationship between universities, real estate markets, and local economic systems in light of contemporary urban regeneration processes and sustainability challenges.

Derivative trading?

This book provides an overview of the latest developments in real estate blockchain technology and its applications.

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.