Financial modeling using C++

This book provides a detailed look at developing real-world financial models using C++. This book, designed for self-study, reference, and classroom use, outlines a comprehensive approach to creating both simple and advanced financial models using C++. Author and modeling expert Chandan Sengupta covers programming, the ...

Commodities for every portfolio

how you can profit from the long-term commodity boom

This title provide step by step guidelines for making commodities a valuable component in any portfolio. As stock market investing becomes increasingly hard to squeeze profits from, savvy investors are finding commodities to be the perfect vehicle for maintaining portfolio performance. "Commodities for Every Portfolio ...

Financial surveillance

This is the first book length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds, enhancing future collaborations between the two areas, and enabling ...

Dirección financiera de la empresa

teoría y práctica

Esta obra combina la teoría y la práctica de la dirección financiera de la empresa, prestando especial atención al mercado español, aunque sin olvidar el marco europeo en el que España está inmersa. Analiza todos los aspectos necesarios para la gestión financiera de la empresa ...

Inversiones

instrumentos de renta fija, valoración de bonos y análisis de cartera

Este libro es una introducción práctica a los instrumentos de renta fija, en la que los activos de inversión son analizados en profundidad desde una óptica descriptiva y técnica.

Risk management in electronic banking

concepts and best practices

""Risk Management in Electronic Banking" is a comprehensive study of the concepts and best practices in electronic banking. It fills a badly needed global requirement for not only bankers but all users of electronic banking. This book gives an excellent review of the wide scope ...

The analytics of risk model validation

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal ...

Scenarios for risk management and global investment strategies

This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management, financial ...

Introduction to Private Equity

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 experience to provide a critical perspective of the industry from a professional who has worked at ...

Valoración de empresas

teoría y casos prácticos. Aplicaciones al sector agroalimentario

Para la elaboración de este informe, MERCASA viene contando desde el principio con la colaboración del Ministerio de Agricultura, Pesca y Alimentación, cuyas estadísticas constituyen el soporte fundamental para el análisis, así como con las Consejerías de Agricultura de las Comunidades Aunque la bibliografía sobre ...

Real options and investment incentives

Many large corporations delegate investment decision-making authority to their divisions. Because they are better informed, divisional managers should be able to make better decisions than corporate headquarters. However, they can use this informational advantage to pursue their own interests. The objective of this work is ...

Binomial models in finance

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who ...

Economic capital and financial risk mangement for financial services firms and conglomerates

The authors present a comprehensive discussion of economic capital for financial services firms including: definition and theory of Economic Capital, discussion of the types of risks that firms collect, regulatory change, stress testing and stochastic approaches, banking theory and applications, insurance theory and applications, asset ...

Quantitative methods for electricity trading and risk management

advanced mathematical and statistical methods for energy finance

This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.

Valoración financiera

teoría y práctica con Excel

En este libro se presentan las matemáticas financieras como una disciplina que ha nacido de la práctica y que vive por y para ella. Siguiendo esta filosofía, se pretende dotar al estudioso de la valoración financiera de un texto, que huyendo de la excesiva formulación ...

The liquidity theory of asset prices

In this new book, the authors bridge the gap between academic and practical experience by advancing the liquidity theory of asset prices. For many investment managers, liquidity is a crucial subject to which academics have paid too little attention. The book demonstrates that knowledge of ...

Hedge funds

mitos y límites: fondos de inversión especulativos de alto riesgo

Los hedge funds son uno de los sectores de crecimiento más rápido en la gestión del activo. El sector ha pasado de estar formado por un pequeño número de empresas con grandes nombres como George Soros y Julian Robertson a ser un gran mercado en ...

Interest rate models-theory and practice

with smile, inflation and credit

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs ...

Finite difference methods in financial engineering

a partial differential equation approach

Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today's ...

Economics and finance of risk and of the future

Table of Contents: 1 Risks in a public project : the Millau Viaduct 2 Individual valuations and economic rationality 3 Aggregation of individual choices 4 Individual and collective risk management instruments 5 Insurable and uninsurable risks 6 Risk economics 7 Marketed risks 8 Management instruments for ...