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Top Series in United States

Showing 1 - 12 of 12 results for “r pascalau”
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  • Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures

    Edited by G. Gregoriou, R. Pascalau ...
    Series series Economics and Finance (R0)
    This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets. ... Read more

    $89.09 USD

  • Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

    Edited by G. Gregoriou, R. Pascalau ...
    Series series Economics and Finance (R0)
    This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically. ... Read more

    $49.49 USD

  • Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

    Edited by G. Gregoriou, R. Pascalau ...
    Series series Economics and Finance (R0)
    This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes. ... Read more

    $49.49 USD

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  • Brazilian Derivatives and Securities

    Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets

    by Marcos C. S. Carreira, Richard J. Brostowicz Jr. ...
    Series series Business and Management (R0)
    The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets).This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to ... Read more

    $107.09 USD

  • Credit Scoring, Response Modelling and Insurance Rating

    A Practical Guide to Forecasting Consumer Behaviour

    by S. Finlay ...
    Series series Economics and Finance (R0)
    Every year, financial services organizations make billions of dollars worth of decisions using automated systems. For example, who to give a credit card to and the premium someone should pay for their home insurance. This book explains how the forecasting models, that lie at the heart of these systems, are developed and deployed. ... Read more

    $89.09 USD

  • Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

    by Greg N. Gregoriou, Razvan Pascalau ...
    Series series Economics and Finance (R0)
    This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets. ... Read more

    $49.49 USD

  • Financial Modeling

    An Introductory Guide to Excel and VBA Applications in Finance

    by Joachim Häcker, Dietmar Ernst ...
    Series series Economics and Finance (R0)
    This book provides a comprehensive introduction to modern financial modeling using Excel, VBA, standards of financial modeling and model review. It offers guidance on essential modeling concepts around the four core financial activities in the modern financial industry today: financial management; corporate finance; portfolio management and financial derivatives. Written in a highly practical, ... Read more

    $89.09 USD

  • Venture Capital and Private Equity Contracting

    An International Perspective

    by Douglas J. Cumming, Sofia A. Johan ...
    Other books present corporate finance approaches to the venture capital and private equity industry, but many key decisions require an understanding of the ways that law and economics work together. This revised and updated 2e offers broad perspectives and principles not found in other course books, enabling readers to deduce the economic implications of specific contract terms. This approach ... Read more

    $80.99 USD

  • The Blockchain Alternative

    Rethinking Macroeconomic Policy and Economic Theory

    by Kariappa Bheemaiah ...
    Series series Professional and Applied Computing (R0)
    Examine what would happen if we were to deploy blockchain technology at the sovereign level and use it to create a decentralized cashless economy. This book explains how finance and economics work today, and how the convergence of various technologies related to the financial sector can help us find solutions to problems, such as excessive debt creation, banks getting too big to fail, and shadow ... Read more

    $28.49 USD

  • An Introduction to High-Frequency Finance

    by Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen, Ramazan Gençay ...
    Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet ... Read more

    $113.39 USD

  • Principles of Financial Engineering

    by Robert Kosowski, Salih N. Neftci ...
    Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the ... Read more

    $71.09 USD

  • Applied Time Series Econometrics

    Edited by Helmut Lütkepohl, Markus Krätzig ...
    Series series Themes in Modern Econometrics
    Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas ... Read more

    $51.69 USD