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Risk Management
Risk management is one of the most critical areas in investment and finance-especially in today's volatile trading environment. With Risk Management: Framework, Methods, and Practice you'll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the problems that remain. Using vivid analogies, this book takes you through key risk measurement issues such as fat tails and extreme events, the pros and cons of VAR, and the different ways of modeling credit risk. This book is a rarity in that it does not presuppose any knowledge of sophisticated mathematical techniques, but rather interprets these in their intuitive sense.
Dark Markets
This book offers a concise introduction to OTC markets by explaining key conceptual issues and modeling techniques, and by providing readers with a foundation for more advanced subjects in this field.
Credit Risk
Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sectio
European Congress of Mathematics
This is the second volume of the proceedings of the third European Congress of Mathematics. Volume I presents the speeches delivered at the Congress, the list of lectures, and short summaries of the achievements of the prize winners as well as papers by plenary and parallel speakers. The second volume collects articles by prize winners and speakers of the mini-symposia. This two-volume set thus gives an overview of the state of the art in many fields of mathematics and is therefore of interest to every professional mathematician.
Numerical Methods for Finance
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area
Input-output Economics
Thijs ten Raa, author of the acclaimed text The Economics of InputOCoOutput Analysis, now takes the reader to the forefront of the field. This volume collects and unifies his and his co-authors'' research papers on national accounting, InputOCoOutput coefficients, economic theory, dynamic models, stochastic analysis, and performance analysis. The research is driven by the task to analyze national economies. The final part of the book scrutinizes the emerging Asian economies in the light of international competition. Sample Chapter(s). Introduction (45 KB). Chapter 1: National Accounts, Planning and Prices (108 KB). Contents: National Accounts: National Accounts, Planning and Prices; Commodit...
Taxation of Financial Intermediation
This book examines the options for, and obstacles to, successful financial sector tax reform, both in terms of theoretical and practical aspects. Issues discussed include: the design of optimal tax schemes, the role of imperfect information and the links between taxation and saving, inflation, the income tax treatment of intermediary loan-loss reserves, deposit insurance, VAT and financial transactions taxes; as well as current practice in the industrial world and case studies of distorted national systems. This is a co-publication of the World Bank and Oxford University Press.
Recent Developments in Mathematical Finance
The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance.
Homological Questions in Local Algebra
This book presents an account of several conjectures arising in commutative algebra from the pioneering work of Serre and Auslander-Buchsbaum. The approach is via Hochster's 'Big Cohen-Macaulay modules', though the complementary view point of Peskine-Szpiro and Roberts, who study the homology of certain complexes, is not neglected. Various refinements of Hochster's construction, obtained in collaboration with Bartijn, are included. A special feature is a long chapter written by Van den Dries which explains how a certain type of result can be 'lifted' from prime characteristic to characteristic zero. Though this is primarily a research monograph, it does provide introductions to most of the topics treated. Non-experts may therefore find it an appealing guide into an active area of algebra.
Mathematics of Derivative Securities
During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.
