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Top Series in United States

Showing 1 - 12 of 12 results for “razvan pascalau”
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  • 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

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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

  • 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

  • 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

  • The Essential Financial Toolkit

    Everything You Always Wanted to Know About Finance But Were Afraid to Ask

    by J. Estrada ...
    Series series Economics and Finance (R0)
    Math and jargon make essential financial concepts seem intimidating, but that is simply because most books do not have the goal of being accessible to interested readers – this book does. In ten easy-to-read chapters, it explains all the essential financial tools and concepts, fully illustrated with real-world examples and Excel implementations. ... Read more

    $49.49 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

  • Joseph Stiglitz

    Nobel Prize-winning economist and information economics pioneer

    by 50minutes ...
    Series Book 4 - Economic Culture
    Economist and Nobel Prize winnerThis book is a practical and accessible guide to understanding the life and works of Joseph Stiglitz.In 50 minutes you will be able to:• Recognize and understand the main ideas behind the contributions of Joseph Stiglitz and his New Keynesian approach• Identify the impact his work had on both economics and politics, and the new concepts and tools that he ... Read more

    $9.99 USD or Free with Kobo Plus

  • 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

  • Households as Corporate Firms

    An Analysis of Household Finance Using Integrated Household Surveys and Corporate Financial Accounting

    by Krislert Samphantharak, Robert M. Townsend ...
    Series Book 46 - Econometric Society Monographs
    This investigation proposes a conceptual framework for measurement necessary for an analysis of household finance and economic development. The authors build on and, where appropriate, modify corporate financial accounts to create balance sheets, income statements, and statements of cash flows for households in developing countries, using an integrated household survey. The authors also illustrate ... Read more

    $35.29 USD