Practical quantitative investment management with derivatives

The book is divided into three sections plus detailed appendices and glossary and accompanying CD-ROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter ...

Derivatives and internal models

The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this new edition, Deutsch continues with this philosophy covering new ...

El principio universal del módulo de Elliott

la teoría para triunfar en los mercados organizados del mundo

CAPÍTULO PRIMERO: ACERCA DE LOS MERCADOS; CAPÍTULO SEGUNDO: PRIMERO... LA GUINDA ; CAPÍTULO TERCERO: EL CONCEPTO DEL PRINCIPIO UNIVERSAL DE ELLIOTT ; CAPÍTULO CUARTO: DOS REFUTACIONES: # EL CONCEPTO DE ONDA, # LOS CONEJOS DE FIBONACCI: REALIDAD BIOLÓGICA; CAPÍTULO QUINTO: BREVE BOSQUEJO HISTÓRICO; CAPÍTULO SEXTO: LAS ANTIGUAS CIVILIZACIONES; CAPÍTULO ...

Bollinger on Bollinger Bands

John Bollinger is a giant in today’s trading community. His Bollinger Bands sharpen the sensitivity of fixed indicators, allowing them to more precisely reflect a market’s volatility. By more accurately indicating the existing market environment, they are seen by many as today’s ...

The volatility machine

emerging economies and the threat of financial collapse

This volume presents a radically different argument for what has caused, and likely will continue to cause, the collapse of emerging market economies. The book asserts that while Wall Street is keenly aware of the implications of capital structure for stability and predictability, it has ...

The microstructure approach to exchange rates

This book explains the puzzling behaviour of exchange rates using models from microstructure finance and data from electronic trading. Historically, the fields of exchange-rate economics and microstructure finance have progressed independently of each other. Recent interaction, however, has given rise to a microstructure approach to ...

Practical quantitative investment management with derivatives

The book is divided into three sections plus detailed appendices and glossary and accompanying CD-ROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter ...

Models of future markets

Mercados de opciones de tipos de interés

El proceso de globalización de la economía que estamos viviendo de forma acelerada en los últimos años afecta, como no podría ser de otra forma, a todas las variables económicas de referencia, introduciendo en ellas un componente de riesgo cada vez más importante y novedoso ...

One up on Wall Street

how to use what you already know to make money in the market

Peter Lynch is America's number-one money manager. His mantra: Average investors can become experts in their own field and can pick winning stocks as effectively as Wall Street professionals by doing just a little research. Now, in a new introduction written specifically for this ...

World of risk

next generation strategy for a volatile era

World of Risk Next Generation Strategy for a Volatile Era We are all now living in a world of accelerating but unmanaged global risk. This book provides a fresh and creative look at risk and its impact on some of the most critical challenges of ...

Métodos cuantitativos para la selección de inversiones

Guía Barron's para tomar decisiones de inversión

Puzzles of finance

six practical problems and their remarkable solutions

There are certain essential theories that the finance professional needs in order to understand the foundations of financial analysis. Yet in many cases these theories are inadequately understood. Mark Kritzman takes on and simplifies six of the most perplexing and persistently challenging financial riddles. He ...

Valuing a business

the analysis snd appraisal of closely held companies

First published in 1981, Valuing a Business is today the world's most widely followed valuation reference. As more professional associations than ever offer valuation education and credentials, this Fourth Eidtion - with 10 new chapters that significantly expand the book's scope - promises to appeal ...

Non-linear time series models in empirical finance.

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting ...

Valuation of intellectual property and intangible assets

This book is designed to simplify the process of attaching a dollar amount to intangible assets be it for licensing, mergers and acquisitions, loan collateral, or investment purposes. In plain English, the authors answer key questions, such as "What is intellectual property? How do I ...

Información asimétrica en mercados financieros

Información asimétrica en mercados financieros es un libro de finanzas moderno y actual. El libro del profesor Bebczuk es un libro de finanzas moderno porque el enfoque teórico del que parte, el análisis de la información asimétrica, es el enfoque por el que se ha ...

Exchange rates and international finance

Exchange Rates and International FinanceLaurence S CopelandExchange rates and exchange rate fluctuations play an increasingly important role in all of our lives. Exchange Rates and International Finance provides a clear and concise guide to the causes and consequences of exchange rate fluctuations and will enable ...

Don't die broke

how to turn your retirement savings into lasting income