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The Price of Fixed Income Market Volatility
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…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-26523-0
- Collation
- XI, 250, 7 b/w illustrations, 45 illustrations in colour
- Series Title
- Springer Finance
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- -
Funding women entrepreneurs How to empower growth
Intervention is needed to improve women-led companies’ access to finance. In a recent study, EIB’s InnovFin Advisory assessed the availability of finance for women-owned and managed companies in Europe as compared to the United States. While women-led companies account for only a small portion of financing deals and investment flows, their share is growing. Nevertheless, structural inequali…
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- ISBN/ISSN
- 9789286143373
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- -
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Trade Credit and Temporary Employment How Companies Respond to Capital and L…
This book presents an empirical investigation into the relationship between companies' short-term response to capital and labor market frictions and performance. Two different kinds of performance measures are considered, namely innovation performance and firm performance. The author focuses on two major topics: first, on the relation between innovation performance and the use of trade credit. …
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- ISBN/ISSN
- 978-3-319-29850-4
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Time Series Econometrics
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on…
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- ISBN/ISSN
- 978-3-319-32862-1
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Applied Asset and Risk Management: A Guide to Modern Portfolio Management and…
This book is a guide to asset and risk management from a practical point of view. It is centered around two questions triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory they should not? - How do investors deal with such crises in terms of their risk measurement and management and as a consequence, what are the …
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-642-55444-5
- Collation
- XVII, 476
- Series Title
- Management for Professionals
- Call Number
- 650.151 SCH a
Personal Finance
This text has an attitude: that in addition to providing sources of practical information, it should introduce you to a way of thinking about your personal financial decisions. This should lead you to thinking harder and farther about the larger and longer consequences of your decisions. Many of the more practical aspects of personal finance will change over time, as practices, technologies, …
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- 330
The Use of Risk Budgets in Portfolio Optimization
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk, Different Market Phases, Robustness, and Factor Exposures) to investigate the use of these models for ass…
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- ISBN/ISSN
- 978-3-658-07259-9
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The Shadow Banking System Creating Transparency in the Financial Markets
The book shows the fundaments of the shadow banking system and its entities, operations and risks. Focusing on the regulatory aspects, it provides an original view that is able to demonstrate that the lack of supervision is a market failure.
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- ISBN/ISSN
- 978-1-137-49613-3
- Collation
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Open Data in Southeast Asia
This book explores the power of greater openness, accountability, and transparency in digital information and government data for the nations of Southeast Asia. The author demonstrates that, although the term “open data” seems to be self-explanatory, it involves an evolving ecosystem of complex domains. Through empirical case studies, this book explains how governments in the ASEAN may harv…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-32169-1
- Collation
- XXV, 192
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- -
- Call Number
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China's Business Reforms Institutional Challenges in a Globalised Economy
China's recent economic reforms have led to impressive growth, and an unprecedented enthusiasm for establishing foreign enterprises in China. Since 1993, China has been the second largest recipient of foreign direct investment in the world and is now considered to be the world's third biggest economy. Its greater economic integration with the rest of the world, especially since its accession to…
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- ISBN/ISSN
- 9780203537039
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- -
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