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Rethinking Valuation And Pricing Models

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Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models Book
Author : Carsten Wehn,Christian Hoppe,Greg N. Gregoriou
Publisher : Academic Press
Release : 2012-11-08
ISBN : 0124158757
Language : En, Es, Fr & De

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Book Description :

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issues Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment Presents material in a homogenous, practical, clear, and not overly technical manner

The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility Book
Author : Antonio Mele,Yoshiki Obayashi
Publisher : Springer
Release : 2016-01-11
ISBN : 3319265237
Language : En, Es, Fr & De

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Book Description :

Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities. This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits and credit. It develops model-free, forward looking indexes of fixed-income volatility that match different quoting conventions across various markets, and uncovers subtle yet important pitfalls arising from naïve superimpositions of the standard equity volatility methodology when pricing various fixed income volatilities.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Mathematical and Statistical Methods for Actuarial Sciences and Finance Book
Author : Marco Corazza,Claudio Pizzi
Publisher : Springer
Release : 2014-08-06
ISBN : 331902499X
Language : En, Es, Fr & De

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Book Description :

The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions, some of the considered areas of investigation are: actuarial models; alternative testing approaches; behavioral finance; clustering techniques; coherent and non-coherent risk measures; credit scoring approaches; data envelopment analysis; dynamic stochastic programming; financial contagion models; financial ratios; intelligent financial trading systems; mixture normality approaches; Monte Carlo-based methods; multicriteria methods; nonlinear parameter estimation techniques; nonlinear threshold models; particle swarm optimization; performance measures; portfolio optimization; pricing methods for structured and non-structured derivatives; risk management; skewed distribution analysis; solvency analysis; stochastic actuarial valuation methods; variable selection models; time series analysis tools. As regards the applications, they are related to real problems associated, among the others, to: banks; collateralized fund obligations; credit portfolios; defined benefit pension plans; double-indexed pension annuities; efficient-market hypothesis; exchange markets; financial time series; firms; hedge funds; non-life insurance companies; returns distributions; socially responsible mutual funds; unit-linked contracts. This book is aimed at academics, Ph.D. students, practitioners, professionals and researchers. But it will also be of interest to readers with some quantitative background knowledge.

Market Research in Practice

Market Research in Practice Book
Author : Paul Hague
Publisher : Kogan Page Publishers
Release : 2021-11-03
ISBN : 1398602833
Language : En, Es, Fr & De

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Book Description :

Learn the fundamentals of market research with this bestselling guide that delivers an overview of the whole process, from planning a project and executing it, what tools to use, through to analysis and presenting the findings. Market Research in Practice provides a practical and robust introduction to the subject, providing a clear step-by-step guide to managing market research and how to effectively to obtain the most reliable results. Written by an industry expert with over 35 years' practical experience in running a successful market research agency, tips and advice are included throughout to ground the concepts in business reality. This text also benefits from real-world examples from companies including Adidas, Marks & Spencer, Grohe and General Motors. Now in its fourth edition, Market Research in Practice is now fully updated to capture the latest changes and developments in the field and explores new tools of qualitative research using online methods as well as expanding further on online surveys such as SurveyMonkey. Accompanied by a range of templates, surveys and resources for lecturers, this is an invaluable guide for students of research methods, researchers, marketers and users of market research.

Bayesian Model Comparison

Bayesian Model Comparison Book
Author : Ivan Jeliazkov,Dale J. Poirier
Publisher : Emerald Group Publishing
Release : 2014-11-21
ISBN : 1784411841
Language : En, Es, Fr & De

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Book Description :

This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

Introduction to Econophysics

Introduction to Econophysics Book
Author : Carlo Requião da Cunha
Publisher : CRC Press
Release : 2021-10-29
ISBN : 1000464237
Language : En, Es, Fr & De

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Book Description :

Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this outlook, and is accompanied by rigorous mathematics which ensures that this will also be a good guide for established researchers in the field as well as researchers from other fields, such as mathematics and statistics, who are interested in the topic. Key features: Presents a multidisciplinary approach that will be of interest to students and researchers from physics, engineering, mathematics, statistics, and other physical sciences Accompanied by Python code with further learning opportunities, available for readers to download from the CRC Press website. Accessible to both students and researchers Carlo R. da Cunha is an associate professor of physics and engineering physics at the Universidade Federal do Rio Grande do Sul (Brazil) and has been since 2011. Dr. da Cunha received his M.Sc. Degree from the West Virginia University in 2001 and his Ph.D. degree from Arizona State University in 2005. He was a postdoctoral researcher at McGill University in Canada in 2006 and an assistant professor of engineering at the University Federal de Santa Catarina between 2007 and 2011. He has been a guest professor at the Technische Universität Wien (Austria), Chiba University (Japan) and Arizona State University (US). His research revolves around the physics of complex systems where he has been drawing parallels between physical and economic systems from quantum to social levels. To access additional resources please take a lookhere.

Artificial Neural Networks for Renewable Energy Systems and Real World Applications

Artificial Neural Networks for Renewable Energy Systems and Real World Applications Book
Author : Ammar Hamed Elsheikh,Mohamed Elasyed Abd Elaziz
Publisher : Academic Press
Release : 2022-09-08
ISBN : 0128231866
Language : En, Es, Fr & De

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Book Description :

Artificial Neural Networks for Renewable Energy Systems and Real-World Applications presents current trends for the solution of complex engineering problems in the application, modeling, analysis, and optimization of different energy systems and manufacturing processes. With growing research catering to the applications of neural networks in specific industrial applications, this reference provides a single resource catering to a broader perspective of ANN in renewable energy systems and manufacturing processes. ANN-based methods have attracted the attention of scientists and researchers in different engineering and industrial disciplines, making this book a useful reference for all researchers and engineers interested in artificial networks, renewable energy systems, and manufacturing process analysis. Includes illustrative examples on the design and development of ANNS for renewable and manufacturing applications Features computer-aided simulations presented as algorithms, pseudocodes and flowcharts Covers ANN theory for easy reference in subsequent technology specific sections

Systemic Risk Tomography

Systemic Risk Tomography Book
Author : Monica Billio,Loriana Pelizzon,Roberto Savona
Publisher : Elsevier
Release : 2016-11-25
ISBN : 0081011768
Language : En, Es, Fr & De

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Book Description :

In April 2010 Europe was shocked by the Greek financial turmoil. At that time, the global financial crisis, which started in the summer of 2007 and reached systemic dimensions in September 2008 with the Lehman Brothers’ crash, took a new course. An adverse feedback loop between sovereign and bank risks reflected into bubble-like spreads, as if financial markets had received a wake-up call concerning the disregarded structural vulnerability of economies at risk. These events inspired the SYRTO project to “think and rethink the economic and financial system and to conceive it as an “ensemble of Sovereigns and Banks with other Financial Intermediaries and Corporations. Systemic Risk Tomography: Signals, Measurement and Transmission Channels proposes a novel way to explore the financial system by sectioning each part of it and analyzing all relevant inter-relationships. The financial system is inspected as a biological entity to identify the main risk signals and to provide the correct measures of prevention and intervention. Explores the economic and financial system of Sovereigns, Banks, other Financial Intermediaries, and Corporations Presents the financial system as a biological entity to be explored in order to identify the main risk signals and provide the right measures of prevention and interventions Offers a new, systemic-based approach to construct a hierarchical, internally coherent framework to be used in developing an effective early warning system

Topics in Statistical Simulation

Topics in Statistical Simulation Book
Author : V.B. Melas,Stefania Mignani,Paola Monari,Luigi Salmaso
Publisher : Springer
Release : 2014-12-05
ISBN : 1493921045
Language : En, Es, Fr & De

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Book Description :

The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.

Rethinking Real Estate

Rethinking Real Estate Book
Author : Dror Poleg
Publisher : Springer Nature
Release : 2019-10-31
ISBN : 3030134466
Language : En, Es, Fr & De

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Book Description :

Technology is revolutionizing the way real estate is designed, operated, and valued. It is democratizing access to capital and information, changing the way tenants use space, and eroding the power of regulation. Billions of dollars are funding these new real estate technologies and operating models. Value is shifting away from the assets themselves toward those who understand the needs of specific end-users and can use technology to deliver comprehensive, on-demand solutions. With all of these developments, there is an urgent need for a resource that helps industry practitioners think differently about their investment, customers, and competition. Rethinking Real Estate answers that call. It explores the impact of technology on all asset types — from retail projects, through lodging and residential properties, to office buildings and industrial facilities. Based on the author’s two decades of experience working across four continents alongside the world’s leading real estate investors, as well as hundreds of conversations with start-up founders and venture capitalists, this book provides practitioners with key insights, methodologies, and practical strategies to identify risks, take advantage of emerging opportunities, evaluate new competitors, and transform their organization, project, venture, or career. Whether you are an investor, developer, operator, broker, lender, facility manager, designer, planner, or technology entrepreneur, this book will help you navigate the exciting period ahead.

Assetization

Assetization Book
Author : Kean Birch,Fabian Muniesa
Publisher : MIT Press
Release : 2020-07-14
ISBN : 0262539179
Language : En, Es, Fr & De

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Book Description :

How the asset—anything that can be controlled, traded, and capitalized as a revenue stream—has become the primary basis of technoscientific capitalism. In this book, scholars from a range of disciplines argue that the asset—meaning anything that can be controlled, traded, and capitalized as a revenue stream—has become the primary basis of technoscientific capitalism. An asset can be an object or an experience, a sum of money or a life form, a patent or a bodily function. A process of assetization prevails, imposing investment and return as the key rationale, and overtaking commodification and its speculative logic. Although assets can be bought and sold, the point is to get a durable economic rent from them rather than make a killing on the market. Assetization examines how assets are constructed and how a variety of things can be turned into assets, analyzing the interests, activities, skills, organizations, and relations entangled in this process. The contributors consider the assetization of knowledge, including patents, personal data, and biomedical innovation; of infrastructure, including railways and energy; of nature, including mineral deposits, agricultural seeds, and “natural capital”; and of publics, including such public goods as higher education and “monetizable social ills.” Taken together, the chapters show the usefulness of assetization as an analytical tool and as an element in the critique of capitalism. Contributors Thomas Beauvisage, Kean Birch, Veit Braun, Natalia Buier, Béatrice Cointe, Paul Robert Gilbert, Hyo Yoon Kang, Les Levidow, Kevin Mellet, Sveta Milyaeva, Fabian Muniesa, Alain Nadaï, Daniel Neyland, Victor Roy, James W. Williams

Rethinking the Equity Risk Premium

Rethinking the Equity Risk Premium Book
Author : P. Brett Hammond
Publisher : Unknown
Release : 2016
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

In 2001, a small group of academics and practitioners met to discuss the equity risk premium (ERP). Ten years later, in 2011, a similar discussion took place, with participants writing up their thoughts for this volume. The result is a rich set of papers that practitioners may find useful in developing their own approach to the subject.

The Risk Modeling Evaluation Handbook Rethinking Financial Risk Management Methodologies in the Global Capital Markets

The Risk Modeling Evaluation Handbook  Rethinking Financial Risk Management Methodologies in the Global Capital Markets Book
Author : Greg N. Gregoriou,Christian Hoppe,Carsten S. Wehn
Publisher : McGraw Hill Professional
Release : 2010-02-12
ISBN : 0071663711
Language : En, Es, Fr & De

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Book Description :

Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial risk

The Value of Everything

The Value of Everything Book
Author : Mariana Mazzucato
Publisher : Penguin UK
Release : 2018-04-26
ISBN : 0241188822
Language : En, Es, Fr & De

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Book Description :

Who really creates wealth in our world? And how do we decide the value of what they do? At the heart of today's financial and economic crisis is a problem hiding in plain sight. In modern capitalism, value-extraction - the siphoning off of profits, from shareholders' dividends to bankers' bonuses - is rewarded more highly than value-creation: the productive process that drives a healthy economy and society. We misidentify takers as makers, and have lost sight of what value really means. Once a central plank of economic thought, this concept of value - what it is, why it matters to us - is simply no longer discussed. Yet, argues Mariana Mazzucato in this penetrating and passionate new book, if we are to reform capitalism - to radically transform an increasingly sick system rather than continue feeding it - we urgently need to rethink where wealth comes from. Who is creating it, who is extracting it, and who is destroying it? Answers to these questions are key if we want to replace the current parasitic system with a type of capitalism that is more sustainable, more symbiotic: that works for us all. The Value of Everything will reignite a long-needed debate about the kind of world we really want to live in.

Rethinking Finance in the Face of New Challenges

Rethinking Finance in the Face of New Challenges Book
Author : David Bourghelle,Roland Pérez,Philippe Rozin
Publisher : Emerald Group Publishing
Release : 2021-10-25
ISBN : 1801177880
Language : En, Es, Fr & De

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Book Description :

Rethinking Finance in the Face of New Challenges provides an overview of the new research perspectives devoted to financial activity, reconsidering the opposition between orthodox and heterodox schools of finance.

The Space Value of Money

The Space Value of Money Book
Author : Armen V. Papazian
Publisher : Palgrave Macmillan
Release : 2022-09-08
ISBN : 9781137594877
Language : En, Es, Fr & De

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Book Description :

The Space Value of Money introduces a fresh and innovative perspective on sustainability and finance. It expands our financial value framework, heretofore built around risk and time, by factoring in space, as an analytical dimension and our physical context. The proposed principle and metrics entrench our responsibility for space impact into our value equations, making finance inherently sustainable and acting as a theoretical bridge between core finance theory and the growing field of sustainable finance or ESG integration. The book offers a novel approach to value design, measurement, and creation, discussing the theoretical, mathematical, institutional, technological and data elements of the transformation. The Space Value of Money principle and metrics offer us the opportunity to adjust our financial value framework and transform human productivity in line with our sustainability targets. They also enable the design and engineering of the financial instruments that can help us address our evolutionary challenges/investment, like the transition to Net Zero. “Every once in a while, a book comes along that makes a fundamental contribution that is both profound and practical. A book that every member of the National Space Council, including the NASA Administrator and the Space Force chief of space operations should read. The Space Value of Money will be of interest to ESG and impact investors, government regulators, financial theorists, and outer space enthusiasts.” —Lt Col Peter Garretson, Senior Fellow in Defense Studies at the American Foreign Policy Council “No doubt, the pressing environmental challenges we face make the concept of the space impact of investments even more compelling.” —Dr. Pascal Blanqué, Chairman of Amundi Institute, Former Group CIO of Amundi Asset Management “The Space Value of Money brings much needed conceptual rigour, whilst further advocating the case for a new paradigm shift in financial valuation. This work gives us the lasting frameworks that aggregate impact across all spatial dimensions. Dr. Papazian culminates over ten years of research in this rich book, providing the springboard for further innovation and system implementation in this area.” —Domenico Del Re, Director, Sustainability and Climate Change, PwC “Enthralling and captivating. Papazian offers a clear, thorough, and comprehensive discussion. The Space Value of Money gives us an opportunity to reframe our thinking and to explore what is possible. A great read!” —Daud Vicary, Founding Trustee of the Responsible Finance and Investment Foundation “Armen has developed a novel way to create financial models that are better suited to dealing with the many parameters required if we are to properly consider environmental factors and sustainability in economics and finance. I have found this engaging and look forward to seeing its future use.” —Dr. Keith Carne, First Bursar, King’s College, Cambridge University

Rethinking Transportation 2020 2030

Rethinking Transportation 2020 2030 Book
Author : James Arbib,Tony Seba
Publisher : Unknown
Release : 2017-05-04
ISBN : 9780999401606
Language : En, Es, Fr & De

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Book Description :

Download Rethinking Transportation 2020 2030 book written by James Arbib,Tony Seba, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Statistical Rethinking

Statistical Rethinking Book
Author : Richard McElreath
Publisher : CRC Press
Release : 2018-01-03
ISBN : 1315362619
Language : En, Es, Fr & De

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Book Description :

Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work. The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation. By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web Resource The book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

The Complete MBA Companion

The Complete MBA Companion Book
Author : IMD International (Institute),Wharton School
Publisher : Financial Times Management
Release : 1997
ISBN : 9780273627296
Language : En, Es, Fr & De

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Book Description :

Provides a general introduction to management theories, with chapters on accounting, finance, economics, and organizational behavior

Competing in the Age of AI

Competing in the Age of AI Book
Author : Marco Iansiti,Karim R. Lakhani
Publisher : Harvard Business Press
Release : 2020-01-07
ISBN : 1633697630
Language : En, Es, Fr & De

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Book Description :

"a provocative new book" — The New York Times AI-centric organizations exhibit a new operating architecture, redefining how they create, capture, share, and deliver value. Now with a new preface that explores how the coronavirus crisis compelled organizations such as Massachusetts General Hospital, Verizon, and IKEA to transform themselves with remarkable speed, Marco Iansiti and Karim R. Lakhani show how reinventing the firm around data, analytics, and AI removes traditional constraints on scale, scope, and learning that have restricted business growth for hundreds of years. From Airbnb to Ant Financial, Microsoft to Amazon, research shows how AI-driven processes are vastly more scalable than traditional processes, allow massive scope increase, enabling companies to straddle industry boundaries, and create powerful opportunities for learning—to drive ever more accurate, complex, and sophisticated predictions. When traditional operating constraints are removed, strategy becomes a whole new game, one whose rules and likely outcomes this book will make clear. Iansiti and Lakhani: Present a framework for rethinking business and operating models Explain how "collisions" between AI-driven/digital and traditional/analog firms are reshaping competition, altering the structure of our economy, and forcing traditional companies to rearchitect their operating models Explain the opportunities and risks created by digital firms Describe the new challenges and responsibilities for the leaders of both digital and traditional firms Packed with examples—including many from the most powerful and innovative global, AI-driven competitors—and based on research in hundreds of firms across many sectors, this is your essential guide for rethinking how your firm competes and operates in the era of AI.