Info-GAP economics

an operational introduction

After every crisis economists and policy analysts ask: can better models help prevent or ameliorate such situations? This book provides an answer. Yes, quantitative models can help if we remember that they are rough approximations to a vastly more complex reality. Models can help if ...

Textbook of computable general equilibrium modelling

programming and simulations

Computable General Equilibrium (CGE) models have been widely used for various economic simulations, such as, trade liberalization, environmental problems, and regulatory and tax reforms. CGE models are powerful but tend to be large-scale and, therefore, often difficult to learn. This book provides a comprehensive A-to-Z ...

Real options valuation

the importance of interest rate modelling in theory and practice

This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods that simulate interest rates stochastically. Real options ...

Financial economics

a concise introduction to classical and behavioral finance

CONTENTS: Foundations: Introduction.- Decision Theory.- Financial Markets: Two-Period Model: Mean-Variance Approach.- Two-Period Model: State-Preference Approach.- Multiple-Periods Model.- Advanced Topics: Information Asymmetries on Financial Markets.- Time-Continous Model.- Appendices: Mathematics.- Solutions to Tests and Excercises.

Modelos financieros a través de EXCEL

Este libro tiene como objetivo principal ser referencia y material de apoyo útil tanto para estudiantes como para particulares y profesionales de empresa que trabajan en el área financiera. El texto se inicia con el estudio del entorno de Microsoft Excel para trabajar con modelos ...

Simulation and optimization in finance

modeling with MATLAB, @RISK, or VBA

An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty ...

Increasing Alpha with options

trading strategies using tecnical analysis and market indicators

While there are many books on options and many books on technical analysis, there are few books that bring these two important areas of the financial markets together. In Increasing Alpha with Options, Scott Fullman expertly describes how options can be used in conjunction with ...

Mathematical economics

This textbook, designed for a single semester course, begins with basic set theory, and moves briskly through fundamental, exponential, and logarithmic functions. Limits and derivatives finish the preparation for economic applications, which are introduced in chapters on univariate functions, matrix algebra, and the constrained and ...

Analysis of financial time series

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The ...

Matemáticas financieras en el nuevo PGC

Acompaña CD-ROM. La finalidad de este libro no es ser un manual de matemáticas financieras, sino facilitar la base matemática necesaria para comprender el registro contable de las operaciones financieras en el Plan General de Contabilidad. Además, esta obra incluye la explicación del cálculo del ...

Matemática de las operaciones financieras II

préstamos. Emprésitos. Otras operaciones financieras

Esta obra, integrada por tomos, pretende proporcionar, a los alumnos de la carrera de Administración y Dirección de Empresas y a los estudiantes de estas materias, los conocimientos necesarios para analizar y resolver cualquier problema relacionado con la valoración financiera y las operaciones financieras en ...

Handbook of financial time series

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. Experts present among others various aspects of the important GARCH and Stochastic Volatility classes, like for example ...

Mathematical control theory and finance

Eds. Andrey Sarychev...[et al]. This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical ...

Modern actuarial risk theory

using R

Aut. Rob Kaas...[et al]. "Modern Actuarial Risk Theory" contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles ...

RATS handbook to accompany introductory econometrics for finance

Written to complement the second edition of best-selling textbook Introductory Econometrics for Finance, this book provides a comprehensive introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond. It provides numerous worked examples with carefully annotated ...

Synthetic CDOs

modelling, valuation and risk management

Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced tothe basic modelling concepts ...

Complex and chaotic nonlinear dynamics

advances in economics and finance, mathematics, and statistics

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic ...

Mathematical techniques in finance

tools for incomplete markets

Originally published in 2003, "Mathematical Techniques in Finance" has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical ...

Matemáticas financieras en el nuevo PGC

Acompaña CD-ROM. La finalidad de este libro no es ser un manual de matemáticas financieras, sino facilitar la base matemática necesaria para comprender el registro contable de las operaciones financieras en el nuevo Plan General de Contabilidad. Además, esta obra incluye la explicación del cálculo ...

Finanzas para empresas competitivas

conceptos esenciales para decisiones eficientes

Era necesario un libro que atendiera al conjunto de herramientas que conforman el Análisis Financiero. Y ése es, precisamente, este libro. Esta obra no se propone, por lo tanto, mover las fronteras de la Teoría Financiera, sino simplemente facilitar la comprensión de algunos temas contenidos ...