Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.
Utility and Welfare Optimization in Electricity Market s lays out clear optimization strategies for understanding the economic foundations of regulatory supply measures, further cementing electricity's role as an asset class with fixed and variable costs.
Drawing on extensive and detailed fieldwork within airlines-an industry that pioneered near-miss analysis- this book develops a clear set of practical implications and theoretical propositions regarding how all organizations can learn from 'near-miss' events and better manage risk and resilience.
Corporate scandals at the beginning of the 2000s and the recent global financial crisis have renewed the attention of academics, regulators and practitioners to agency problems and possible solutions in the financial sector.
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Risk and Return in Asian Emerging Markets offers readers a firm insight into the risk and return characteristics of leading Asian emerging market participants by comparing and contrasting behavioral model variables with predictive forecasting methods.
This book takes you on a journey through post-crisis regulatory reform, highlighting the unintended consequences of some of the measures on transaction banking, a business that provides the backbone of financial markets.
Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material.
Criminal Capital is an engaging but authoritative account of how financial structures and products can and are being used to evade proper scrutiny and enable criminal activity and what can be done about it.
Graycar and Prenzler present a readily accessible guide to the issues of public and private sector corruption, outlining the nature and dimensions of corruption problems in a variety of settings across the world, and providing a set of practical strategies to prevent corruption that also facilitate economic growth and development.
An advanced strategic approach using options to reduce market risks while augmenting dividend income, this title moves beyond the basics of stocks and options.
Managing Uncertainty, Mitigating Risk proposes that financial risk management broaden its approach, maintaining quantification where possible, but incorporating uncertainty.
This book provides new interdisciplinary and comparative answers as to why banking sectors in 'liberal' and 'coordinated' market economies operated under a shared set of rules during the Global Financial Crisis.
This book is a one-stop reference for practitioners and academics in finance, business and economics, providing a holistic reference to the international agriculture business.
The Nordic welfare states have found themselves in the firing line of post-industrial developments, resulting in fundamental changes and new social needs to attend to.
Risk Culture is a practical volume devoted to the qualitative aspects of risk management, including those that should be firmly embedded in the corporate culture.
The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, answering the question 'how do we measure risk?
