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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

  • 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

    $49.99 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

  • 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

    $28.99 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

    $113.99 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

    $49.99 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

    $35.99 USD

  • Enterprise Risk Management in Finance

    by David L. Olson ...
    Series series Economics and Finance (R0)
    Enterprise Risk Management in Finance is a guide to measuring and managing Enterprise-wide risks in financial institutions. Financial institutions operate in a unique manner when compared to other businesses. They are, by the nature of their business, highly exposed to risk at every level, and indeed employ their own risk management functions to manage many of these risks. However, financial firms ... Read more

    $80.09 USD

  • Equity Derivatives and Hybrids

    Markets, Models and Methods

    by Oliver Brockhaus ...
    Series series Business and Management (R0)
    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. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) ... Read more

    $80.99 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

  • Islamic Finance in Western Higher Education

    Developments and Prospects

    Edited by A. Belouafi, A. Belabes, C. Trullols ...
    Series series Economics and Finance (R0)
    This is the first of its kind in its topical coverage of the developments and prospects of Islamic finance education at Western higher education. Intended to establish itself as a unique reference for academics and researchers this book gives an insight into ethics and values in curricula development at business schools and in finance departments. ... Read more

    $98.99 USD