Monetary and exchange rate systems

a global view of financial crises

Valoración de empresas

teoría y casos prácticos. Aplicaciones al sector agroalimentario

Para la elaboración de este informe, MERCASA viene contando desde el principio con la colaboración del Ministerio de Agricultura, Pesca y Alimentación, cuyas estadísticas constituyen el soporte fundamental para el análisis, así como con las Consejerías de Agricultura de las Comunidades Aunque la bibliografía sobre ...

Real options and investment incentives

Many large corporations delegate investment decision-making authority to their divisions. Because they are better informed, divisional managers should be able to make better decisions than corporate headquarters. However, they can use this informational advantage to pursue their own interests. The objective of this work is ...

Binomial models in finance

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who ...

Economic capital and financial risk mangement for financial services firms and conglomerates

The authors present a comprehensive discussion of economic capital for financial services firms including: definition and theory of Economic Capital, discussion of the types of risks that firms collect, regulatory change, stress testing and stochastic approaches, banking theory and applications, insurance theory and applications, asset ...

Quantitative methods for electricity trading and risk management

advanced mathematical and statistical methods for energy finance

This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.

Valoración financiera

teoría y práctica con Excel

En este libro se presentan las matemáticas financieras como una disciplina que ha nacido de la práctica y que vive por y para ella. Siguiendo esta filosofía, se pretende dotar al estudioso de la valoración financiera de un texto, que huyendo de la excesiva formulación ...

The liquidity theory of asset prices

In this new book, the authors bridge the gap between academic and practical experience by advancing the liquidity theory of asset prices. For many investment managers, liquidity is a crucial subject to which academics have paid too little attention. The book demonstrates that knowledge of ...

Interest rate models-theory and practice

with smile, inflation and credit

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs ...

Finite difference methods in financial engineering

a partial differential equation approach

Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today's ...

Economics and finance of risk and of the future

Table of Contents: 1 Risks in a public project : the Millau Viaduct 2 Individual valuations and economic rationality 3 Aggregation of individual choices 4 Individual and collective risk management instruments 5 Insurable and uninsurable risks 6 Risk economics 7 Marketed risks 8 Management instruments for ...

Global stock markets and portfolio management

This book presents the latest empirical findings on stock markets in a number of emerging markets, including Latin America, Asia, Eastern Europe and Middle East and North Africa. In each case the authors employ the latest techniques to assess the response of emerging markets stocks ...

Gestione y controle el valor integral de su empresa

análisis integral: modelos, informes financieros y capital intelectual para rediseñar la estrategia: (desarrollo de un caso real)

Los métodos de medición de capital intelectual son clave para la gestión empresarial en la economía del conocimiento. No obstante, han sido generalmente tratados desde una perspectiva teórica. En esta obra, desde la experiencia acumulada por los autores, se desarrolla una guía exhaustiva, eminentemente práctica ...

The essentials of risk management

Vital information from the bestselling "Risk Management" is made accessible to a wider professional audience. For ease of readability, complicated mathematical equations are located in appendixes instead of chapter text. The authors are prize-winning researchers and practitioners; each is a prominent and influential figure in ...

Empirical dynamic asset pricing

model specification and econometric assessment

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial ...

Fractales y finanzas

una aproximación matemática a los mercados: arriesgar, perder y ganar

El matemático de origen polaco Benoît Mandelbrot es considerado como el «padre de la geometría fractal». Los fractales #estructuras geométricas de diversos niveles de tamaño, cada una de los cuales repite a pequeña escala la estructura total# son idóneos para mensurar la rugosidad de la ...

Asset securitisation and synthetic structures

innovations in the european credit markets

Understand the key product innovations, complex structures and advanced applications in the asset-backed securities (ABS), credit derivatives and CDO markets. Leading practitioners who have driven European market developments provide you with unique, practical direction on the rapidly changing markets, products, structures, investment vehicles and risk ...

Maverick real estate financing

the art of raising capital and owning properties like Ross, Sanders and Carey

This book includes Real estate financing lessons, by some of the best minds in the business. The real estate market is booming, and over the last few years, people have turned to this reliable investment because of its incredible potential. However, real estate investing is ...

Dictionary of international investment and finance terms

Financial World Publishing has developed a series of dictionaries on international banking and finance. As the publishing imprint of an educational institute that delivers and administers professional finance qualifications at a variety of levels around the world, they appreciate the need for and are able ...

Getting started in fundamental analysis

Most moderate and conservative investors rely on fundamental analysis to identify potential investments. But since accounting is essential to understanding this approach, some investors tend to shy away from it. Getting Started in Fundamental Analysis offers a fresh look at the basics and provides readers ...