Экономическая теория

Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp sh…

In the aftermath of the financial crisis, investors are searching for new opportunities and products to safeguard their investments for the future. Riding high on the wave of new financial opport…

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynom…

Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European mar…

As real estate investment trusts continue to grow exponentially in Asia and Europe – being already well established in the USA and Australasia – a comprehensive guide to the issues involved in RE…

Accountants and financial managers are often the first professionals to realize that a financial problem exists within a corporation but must be familiar with the various alternatives available t…

October 19th 1987 was a day of huge change for the global finance industry. On this day the stock market crashed, the Nobel Prize winning Black-Scholes formula failed and volatility smiles were b…

As a result of the global convergence of financial reporting standards, U.S. GAAP is changing profoundly. U.S. GAAP is also being abandoned by many public and private companies, and will eventual…

Trading Triads explains the ‘Triads’ method, a system that enables simple market analysis, flagging accurate turning points as well as precise entry and exit points for trades. The book begins by…

Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models became crucial for Wall Street. The reliance investors put on such qua…

Capitalism is the only complex system known to us that can provide an efficient and innovative economy, but the financial crisis has brought out the pernicious side of capitalism and shown that i…

Leading authority Shannon Pratt demystifies discounts and premiums in business valuation «A must-read! Shannon Pratt continues to add to the business valuation body of knowledge.» -Jay Fishman, F…

Introduction to Private Equity is a critical yet grounded guide to the private equity industry. Far more than just another introductory guide, the book blends academic rigour with practical exper…

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the busines…

Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated s…

Never before has risk management been so important. Now in its third edition, this seminal work by Joël Bessis has been comprehensively revised and updated to take into account the changing face …

This book will provide a thorough introduction to the foreign exchange markets, looking at the main products through to the techniques used, coverage of the main participants, details of the vari…

The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiter…

The ultimate guide for bank management: how to survive and thrive throughout the business cycle An essential guide for bankers and students of finance everywhere, The Principles of Banking reiter…

This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk the…