An Option Greeks Primer

An Option Greeks Primer


by Jawwad Farid

  • Release: 2015-03-23
  • Genre: Business & Economics

This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition....

Fiscal Policy in the European Union

Fiscal Policy in the European Union


by J. Ferreiro

  • Release: 2008-11-27
  • Genre: Business & Economics

This book provides a comprehensive analysis of national fiscal policies in the European Union and in the European Monetary Union. Adopting a critical perspective, the book offers a deep insight into the consequences of the current strategy of national fiscal policies on economic activity....

Subterranean Politics in Europe

Subterranean Politics in Europe


by Mary Kaldor

  • Release: 2015-07-06
  • Genre: Political Science

The demonstrations and occupations that emerged across Europe in 2011-12 struck a chord in public opinion in a way that has not been true for many years. Based on research carried out across the continent, this volume investigates why this is occurring now and what they tell us about the future of the European project....

The Political Economy of Microfinance

The Political Economy of Microfinance


by Philip Mader

  • Release: 2016-01-12
  • Genre: Political Science

According to the author, rather than alleviating poverty, microfinance financialises poverty. By indebting poor people in the Global South, it drives financial expansion and opens new lands of opportunity for the crisis-ridden global capital markets. This book raises fundamental concerns about this widely-celebrated tool for social development....

A Diary of the Euro Crisis in Cyprus

A Diary of the Euro Crisis in Cyprus


by Panicos Demetriades

  • Release: 2017-10-14
  • Genre: Business & Economics

This book tells the story of the euro crisis in Cyprus from the inside. Written by the former Governor of the Central Bank of Cyprus, Panicos Demetriades, who was in office during this turbulent period, this book shows how the crisis unravelled through a series of key events that occurred during his tenure. Written in chronological order, and broadly based on the author’s personal diary, starting from his first day in office, this volume brings together economics, banking, regulation, governance, history, politics and international relations....

Forecasting Models for the German Office Market

Forecasting Models for the German Office Market


by Alexander Bönner

  • Release: 2009-04-22
  • Genre: Business & Economics

The applicability and performance of ARIMA, GARCH and multivariate regression models are analyzed and city as well as forecasting horizon-specific patterns are determined and interpreted by Alexander Bönner. Univariate rent forecasting models generally outperform multivariate rent forecasting regression models in the short run. In the long run, multivariate regression models dominate....

The Taxation of Multinational Corporations

The Taxation of Multinational Corporations


by Joel Slemrod

  • Release: 2012-12-06
  • Genre: Business & Economics

The six papers in this vohune represent state-of-the-art empirical and conceptual research on various aspects of the taxation of multinational corporations. They were commissioned for and presented at a conference organized by Price Waterhouse LLP on behalf of the International Tax Policy Forum, held in Washington, DC in March, 1994. The ftrst four papers were originally published in the May, 1995 issue of International Tax and Public Finance. The Slemrod paper appeared in the Policy Watch Section of the November, 1995 issue of that journal. Th...

Handbook of Insurance

Handbook of Insurance


by Georges Dionne

  • Release: 2013-12-02
  • Genre: Business & Economics

This new edition of the Handbook of Insurance reviews the last forty years of research developments in insurance and its related fields. A single reference source for professors, researchers, graduate students, regulators, consultants and practitioners, the book starts with the history and foundations of risk and insurance theory, followed by a review of prevention and precaution, asymmetric information, risk management, insurance pricing, new financial innovations, reinsurance, corporate governance, capital allocation, securitization, systemic...

Sovereign Risk and Financial Crises

Sovereign Risk and Financial Crises


by Michael Frenkel

  • Release: 2013-03-14
  • Genre: Business & Economics

Sovereign risk and financial crises play a key role in current international economic developments, particularly in the case of economic downturns. As the Asian economic crisis in the late 1990s revealed once again, financial crises are the rule rather than the exception in capitalist economies. The event also revealed that international public debt agreements are contingent claims. In a world of increasing economic interdependencies, the issues of financial crises and country defaults are of critical importance. This volume goes to the heart o...

Derivative Securities and Difference Methods

Derivative Securities and Difference Methods


by You-lan Zhu

  • Release: 2013-07-04
  • Genre: Mathematics

This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE boundary value problems for different sets of derivative products (vanilla and exotic options, and interest rate derivatives). For many option problems, the an...

Retail Credit Risk Management

Retail Credit Risk Management


by M. Anolli

  • Release: 2013-01-29
  • Genre: Business & Economics

Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management....

The Role of Deposit Guarantee Schemes as a Financial Safety Net in the European Union

The Role of Deposit Guarantee Schemes as a Financial Safety Net in the European Union


by Jakub Kerlin

  • Release: 2017-08-03
  • Genre: Business & Economics

This book examines the changing role of Deposit Guarantee Schemes (DGSs) as a financial safety net of the European Union, with specific emphasis on post-crisis reforms. The author identifies the institutional weaknesses of DGSs and analyses their functioning in post-crisis conditions. Readers discover the extent to which the participation of DGSs in bank resolution increases effectiveness, and whether such enhancement of the financial safety net allows for the liquidation of large financial institutions. Finally, the book identifies, categorise...