Contributions to financial econometrics

theoretical and practical issues

This volume presents five survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments ...

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 ...

La prescripción de las infracciones y sanciones tributarias

Se estudia, por una parte, la prescripción de las infracciones tributarias, fundamentando la aplicación de la L.R.J.A.P. y P.A.C. en cuanto a la interrupción de su cómputo. Se analiza también el juego derivado de la aplicación retroactiva del actual ...

The mathematics of financial derivatives

an student introduction

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel ...