Economic nfoundation of asset price processes

The 18 immutable laws of corporate reputation

creating, protecting and reparing your most valuable asset

Statistics of financial markets

an introduction

Building financial models with Mocrosoft Excel

a guide for business professionals

Análisis multicriterio aplicado a la selección de carteras

Stochastic finance

an introduction in discrete time

Portfolio construction and risk budgeting

Riesgo, rentabilidad y eficiencia de carteras de valores

Financial risk taking

an introduction to the psychology of trading and behavioural finance

Financial Risk Taking explores the complex relationship between human behaviour and the markets, offering the reader a context in which to assess their own strengths and weaknesses. It is essential reading for anyone wishing to invest in stocks and trade futures as part of a ...

Portfolio management in practice

As individuals are becoming more and more responsible for ensuring their own financial future, portfolio or fund management has taken on an increasingly important role in banks' ranges of offerings to their clients. In addition, as interest rates have come down and the stock market ...

Credit risk

from transaction to portfolio management

'Credit Risk: from transaction to portfolio management' provides high level, focused analysis of the nature of credit risk in investment bank portfolio management. Written by experienced international practitioners, it offers in-depth information and advice that will help all those charged with managing credit risk at ...

Computational intelligence in economics and finance

Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge- based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this ...

Financial markets and martingales

observations on science and speculation

Starting with games of chance, from which probability theory was born, Nicolas Bouleau explains how the financial markets operate, and demonstrates how the application of mathematics has turned finance into a high-tech business, as well as a formidable and efficient tool. The human side of ...

Mathemathics for finance

an introduction to financial engineering

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely ...

Computational finance

numerical methods for pricing financial instruments

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the ...

Risk management systems

process, technology and trends

Gorrod examines the many challenges for the next generation risk management system. Dramatic changes in market conditions, budgetary constraints, the evolving nature of risk within the financial organization, as well as the requirements of increasing regulation in the global market place have resulted in a ...

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 ...

The bond king

investment secrets from PIMCO's Bill Gross

INDICE PART ONE: GROSS THE MAN. Introduction. Chapter 1. From $200 to Half a Billion. Chapter 2. Total Return Investing. Chapter 3. The Three Wise Men. PART TWO: TOTAL RETURN INVESTING. Chapter 4. A Waterlogged World. Chapter 5. All Bonds are Divided Into Three Parts ...

Economic capital allocation with Basel II

Cost, benefit and implementation procedures

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: -Comprehensive coverage of ...

Managing global financial and foreign exchange rate risk

INDICE Chapter 1. Global Markets: Transactions and Risks. Chapter 2. Balance of Payments Exposure Management. Chapter 3. Foreign Exchange Rate Dynamics: Managing Exposure. Chapter 4. Application of Options and Futures for Managing Exposure. Chapter 5. Principles of Futures: Pricing and Applications. Chapter 6. Interest Rate ...