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Handbook Of High Frequency Trading

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Handbook of High Frequency Trading

Handbook of High Frequency Trading Book
Author : Greg N. Gregoriou
Publisher : Academic Press
Release : 2015-02-10
ISBN : 0128023627
Language : En, Es, Fr & De

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Book Description :

This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. Answers all questions about high frequency trading without being limited to mathematical modelling Illuminates market dynamics, processes, and regulations Explains how high frequency trading evolved and predicts its future developments

Handbook of High Frequency Trading and Modeling in Finance

Handbook of High Frequency Trading and Modeling in Finance Book
Author : Maria C. Mariani,H. Eugene Stanley
Publisher : John Wiley & Sons
Release : 2016-04-25
ISBN : 1118443985
Language : En, Es, Fr & De

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Book Description :

Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.

The Handbook of High Frequency Trading

The Handbook of High Frequency Trading Book
Author : Greg N. Gregoriou
Publisher : Unknown
Release : 2015
ISBN : 9781786841063
Language : En, Es, Fr & De

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Book Description :

Reveals the mechanics of high frequency trading markets while including the econometrics of the modeling process.

Handbook of High Frequency Trading and Modeling in Finance

Handbook of High Frequency Trading and Modeling in Finance Book
Author : Ionut Florescu,Maria C. Mariani,H. Eugene Stanley,Frederi G. Viens
Publisher : John Wiley & Sons
Release : 2016-04-05
ISBN : 1118593324
Language : En, Es, Fr & De

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Book Description :

Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.

Handbook of Modeling High Frequency Data in Finance

Handbook of Modeling High Frequency Data in Finance Book
Author : Frederi G. Viens,Maria C. Mariani,Ionut Florescu
Publisher : John Wiley & Sons
Release : 2011-11-16
ISBN : 1118204565
Language : En, Es, Fr & De

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Book Description :

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial engineering, statistics, and the modern financial business arena. Every chapter uses real-world examples to present new, original, and relevant topics that relate to newly evolving discoveries in high-frequency finance, such as: Designing new methodology to discover elasticity and plasticity of price evolution Constructing microstructure simulation models Calculation of option prices in the presence of jumps and transaction costs Using boosting for financial analysis and trading The handbook motivates practitioners to apply high-frequency finance to real-world situations by including exclusive topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, mortgage data models, hybrid Monte Carlo, retirement, trading systems and forecasting, pricing, and boosting. The diverse topics and viewpoints presented in each chapter ensure that readers are supplied with a wide treatment of practical methods. Handbook of Modeling High-Frequency Data in Finance is an essential reference for academics and practitioners in finance, business, and econometrics who work with high-frequency data in their everyday work. It also serves as a supplement for risk management and high-frequency finance courses at the upper-undergraduate and graduate levels.

Handbook of Asian Finance

Handbook of Asian Finance Book
Author : David LEE Kuo Chuen,Greg N. Gregoriou
Publisher : Academic Press
Release : 2014-05-15
ISBN : 0128010630
Language : En, Es, Fr & De

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Book Description :

Participants in Asian financial markets have witnessed the unprecedented growth and sophistication of their investments since the 1997 crisis. Handbook of Asian Finance: REITs, Trading, and Fund Performance analyzes the forces behind these growth rates. Insights into banking, fund performance, and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues are all here, presented by expert scholars. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance: REITs, Trading, and Fund Performance explains what is going on in Asia today. Presents the only micro- and market-related analysis of pan-Asian finance available today Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes

Handbook in Monte Carlo Simulation

Handbook in Monte Carlo Simulation Book
Author : Paolo Brandimarte
Publisher : John Wiley & Sons
Release : 2014-06-17
ISBN : 1118593642
Language : En, Es, Fr & De

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Book Description :

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

Handbook of Exchange Rates

Handbook of Exchange Rates Book
Author : Jessica James,Ian Marsh,Lucio Sarno
Publisher : John Wiley & Sons
Release : 2012-05-29
ISBN : 1118445775
Language : En, Es, Fr & De

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Book Description :

Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become theanchor reference for people working in the foreign exchangefield.” —Richard K. Lyons, Dean and Professor of Finance,Haas School of Business, University of CaliforniaBerkeley “It is quite easily the most wide ranging treaty ofexpertise on the forex market I have ever come across. I will bekeeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs AssetManagement How should we evaluate the forecasting power of models? What areappropriate loss functions for major market participants? Is theexchange rate the only means of adjustment? Handbook of ExchangeRates answers these questions and many more, equipping readerswith the relevant concepts and policies for working intoday’s international economic climate. Featuring contributions written by leading specialists from theglobal financial arena, this handbook provides a collection oforiginal ideas on foreign exchange (FX) rates in four succinctsections: • Overview introduces the history of the FX marketand exchange rate regimes, discussing key instruments in thetrading environment as well as macro and micro approaches to FXdetermination. • Exchange Rate Models and Methods focuses onforecasting exchange rates, featuring methodological contributionson the statistical methods for evaluating forecast performance,parity relationships, fair value models, and flow–basedmodels. • FX Markets and Products outlines active currencymanagement, currency hedging, hedge accounting; high frequency andalgorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the currentpolicies in place in global markets and presents a framework foranalyzing financial crises. Throughout the book, topics are explored in-depth alongsidetheir founding principles. Each chapter uses real-world examplesfrom the financial industry and concludes with a summary thatoutlines key points and concepts. Handbook of Exchange Rates is an essential reference forfund managers and investors as well as practitioners andresearchers working in finance, banking, business, andeconometrics. The book also serves as a valuable supplement forcourses on economics, business, and international finance at theupper-undergraduate and graduate levels.

High Frequency Trading

High Frequency Trading Book
Author : Irene Aldridge
Publisher : John Wiley & Sons
Release : 2013-04-22
ISBN : 1118343506
Language : En, Es, Fr & De

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Book Description :

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.

Research Handbook on Securities Regulation in the United States

Research Handbook on Securities Regulation in the United States Book
Author : Jerry W. Markham,Rigers Gjyshi
Publisher : Edward Elgar Publishing
Release : 2014-07-31
ISBN : 1782540075
Language : En, Es, Fr & De

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Book Description :

This fascinating Handbook provides a clear explanation of the securities market regulation regime in the United States. A diverse set of contributors offer a comprehensive overview of the regulatory process, Dodd-Frank, the principal securities statute

Handbook of Big Data Technologies

Handbook of Big Data Technologies Book
Author : Albert Y. Zomaya,Sherif Sakr
Publisher : Springer
Release : 2017-02-25
ISBN : 331949340X
Language : En, Es, Fr & De

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Book Description :

This handbook offers comprehensive coverage of recent advancements in Big Data technologies and related paradigms. Chapters are authored by international leading experts in the field, and have been reviewed and revised for maximum reader value. The volume consists of twenty-five chapters organized into four main parts. Part one covers the fundamental concepts of Big Data technologies including data curation mechanisms, data models, storage models, programming models and programming platforms. It also dives into the details of implementing Big SQL query engines and big stream processing systems. Part Two focuses on the semantic aspects of Big Data management including data integration and exploratory ad hoc analysis in addition to structured querying and pattern matching techniques. Part Three presents a comprehensive overview of large scale graph processing. It covers the most recent research in large scale graph processing platforms, introducing several scalable graph querying and mining mechanisms in domains such as social networks. Part Four details novel applications that have been made possible by the rapid emergence of Big Data technologies such as Internet-of-Things (IOT), Cognitive Computing and SCADA Systems. All parts of the book discuss open research problems, including potential opportunities, that have arisen from the rapid progress of Big Data technologies and the associated increasing requirements of application domains. Designed for researchers, IT professionals and graduate students, this book is a timely contribution to the growing Big Data field. Big Data has been recognized as one of leading emerging technologies that will have a major contribution and impact on the various fields of science and varies aspect of the human society over the coming decades. Therefore, the content in this book will be an essential tool to help readers understand the development and future of the field.

Handbook Of Global Financial Markets Transformations Dependence And Risk Spillovers

Handbook Of Global Financial Markets  Transformations  Dependence  And Risk Spillovers Book
Author : Boubaker Sabri,Nguyen Duc Khuong
Publisher : World Scientific
Release : 2019-06-27
ISBN : 9813236663
Language : En, Es, Fr & De

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Book Description :

The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets.

The Handbook of Science and Technology Studies

The Handbook of Science and Technology Studies Book
Author : Ulrike Felt,Rayvon Fouché,Clark A. Miller,Laurel Smith-Doerr
Publisher : MIT Press
Release : 2016-12-23
ISBN : 0262035685
Language : En, Es, Fr & De

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Book Description :

The fourth edition of an authoritative overview, with all new chapters that capture the state of the art in a rapidly growing field.

The Oxford Handbook of Computational Economics and Finance

The Oxford Handbook of Computational Economics and Finance Book
Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Release : 2018-01-12
ISBN : 0190877502
Language : En, Es, Fr & De

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Book Description :

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

The Oxford Handbook of Management

The Oxford Handbook of Management Book
Author : Adrian Wilkinson,Steven J. Armstrong,Michael Lounsbury
Publisher : Oxford University Press
Release : 2017-03-09
ISBN : 0198708610
Language : En, Es, Fr & De

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Book Description :

Management - the pursuit of objectives through the organization and co-ordination of people - has been and is a core feature, and function, of modern society. Some 'classic' forms of corporate and bureaucratic management may come to be seen as a prevalent form of organization and organizing in the 20th century, and in the post-Fordist, global, knowledge driven contemporary world we are seeing different patterns, principles, and styles of management as old models are questioned. The functions, ideologies, practices, and theories of management have changed over time, as recorded by many scholars; and may vary according to different models of organization; and between different cultures and societies. 0The purpose of this Handbook is to analyse and explore the evolution of management; the core functions and how they may have changed; its position in the culture/zeitgeist of modern society; the institutions and ideologies that support it; and likely challenges and changes in the future. This book looks at what management is, and how this may change over time. It provides an overview of management - its history, development, context, changing function in organization and society, key elements and functions, and contemporary and future challenges.

The Handbook of the Political Economy of Financial Crises

The Handbook of the Political Economy of Financial Crises Book
Author : Martin H. Wolfson,Gerald A. Epstein
Publisher : Oxford University Press
Release : 2013-01-07
ISBN : 0199324077
Language : En, Es, Fr & De

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Book Description :

The Great Financial Crisis that began in 2007 reminds us with devastating force that financial instability and crises are endemic to capitalist economies, and that it is only strong and dynamically-changing financial regulations that can keep the damage caused by these crises within bounds. The international financial system and individual national economies, including that of the United States, are suffering from the aftermath of the worst financial crisis since the Great Depression. Economists are struggling to understand the origins and implications of the crisis. The Handbook of the Political Economy of Financial Crises uses a political economy theoretical framework to analyze the crisis. After an opening chapter that describes the dimensions of the current crisis, the next section provides relevant theoretical frameworks. Subsequent sections apply these theoretical frameworks to analyze the background, dimensions, and implications of the crisis for the world economy. Leading scholars push forward our understanding of how and why our international and domestic economies are susceptible to financial breakdown and what can be done to mitigate this problem in the future. The methodology throughout applies theoretical concepts in the context of an historical and institutional understanding of the real world. By emphasizing the historical and institutional aspects of financial crises, the authors advance economic knowledge and provide insights into how we can manage our financial system to improve the lives of ordinary people.

Handbook of Collective Intelligence

Handbook of Collective Intelligence Book
Author : Thomas W. Malone,Michael S. Bernstein
Publisher : MIT Press
Release : 2015-11-13
ISBN : 0262331470
Language : En, Es, Fr & De

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Book Description :

Experts describe the latest research in a rapidly growing multidisciplinary field, the study of groups of individuals acting collectively in ways that seem intelligent. Intelligence does not arise only in individual brains; it also arises in groups of individuals. This is collective intelligence: groups of individuals acting collectively in ways that seem intelligent. In recent years, a new kind of collective intelligence has emerged: interconnected groups of people and computers, collectively doing intelligent things. Today these groups are engaged in tasks that range from writing software to predicting the results of presidential elections. This volume reports on the latest research in the study of collective intelligence, laying out a shared set of research challenges from a variety of disciplinary and methodological perspectives. Taken together, these essays—by leading researchers from such fields as computer science, biology, economics, and psychology—lay the foundation for a new multidisciplinary field. Each essay describes the work on collective intelligence in a particular discipline—for example, economics and the study of markets; biology and research on emergent behavior in ant colonies; human-computer interaction and artificial intelligence; and cognitive psychology and the “wisdom of crowds” effect. Other areas in social science covered include social psychology, organizational theory, law, and communications. Contributors Eytan Adar, Ishani Aggarwal, Yochai Benkler, Michael S. Bernstein, Jeffrey P. Bigham, Jonathan Bragg, Deborah M. Gordon, Benjamin Mako Hill, Christopher H. Lin, Andrew W. Lo, Thomas W. Malone, Mausam, Brent Miller, Aaron Shaw, Mark Steyvers, Daniel S. Weld, Anita Williams Woolley

Handbook of Fixed Income Securities

Handbook of Fixed Income Securities Book
Author : Pietro Veronesi
Publisher : John Wiley & Sons
Release : 2016-03-23
ISBN : 1118709268
Language : En, Es, Fr & De

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Book Description :

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.

The SAGE Handbook of Service Dominant Logic

The SAGE Handbook of Service Dominant Logic Book
Author : Stephen L. Vargo,Robert F. Lusch
Publisher : SAGE
Release : 2018-10-08
ISBN : 1526455501
Language : En, Es, Fr & De

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Book Description :

Service-Dominant Logic presents a major paradigm shift in thinking about value creation and markets, moving from a ‘goods/product’ logic to a logic that treats the process of service provision as the basis of all exchange, both commercial and social. This timely Handbook brings together chapters written by a stellar cast of expert authors from around the globe, arranged around eleven core themes, to provide a comprehensive overview of key issues, developments, debates and potential future directions for this dynamic field of study: Part 1: Introduction and Background Part 2: Value Cocreation Part 3: Service Exchange Part 4: Service Ecosystems Part 5: Institutions and Institutional Arrangements Part 6: Resources and Resource Integration Part 7: Actors and Practices Part 8: Innovation Part 9: Midrange Theory Part 10: Selected Applications Part 11: Reflections and Prospects This Handbook is an essential reference text for scholars, students, consultants and advanced practitioners across a wide range of business & management practices and academic disciplines.

The Handbook of World Stock Derivative Commodity Exchanges

The Handbook of World Stock  Derivative   Commodity Exchanges Book
Author : Anonim
Publisher : Unknown
Release : 2009
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download The Handbook of World Stock Derivative Commodity Exchanges book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.