This is a paper collection on the topic of financial risk. The articles in this collection analyze financial risk from a multitude of angles and disci ...
Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insuranceAims to bridge the gap be ...
The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial ma ...
A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimat ...
Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve suff ...
An update of one of the most trusted books on constructing and analyzing actuarial modelsWritten by three renowned authorities in the actuarial field, ...
This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching m ...
Este segundo volumen de "Matemáticas básicas para economistas " tiene como objetivo presentar las ideas centrales del cálculo (la derivada y la integr ...
The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real ...
This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other book ...
In this book, Professor Kreps presents a first course on the basic models of choice theory that underlie much of economic theory. This course, taught ...
Focuses on the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. Beginning with pr ...
This book presents the most important and practically relevant quantitative models for marketing research. Each model includes a demonstration of the ...
This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real op ...
Solutions to problems in the text. Available for sale to students.
A Solutions Manual, containing solutions to all end-of chapter questions for MICROECONOMIC THEORY by Mas-Colell, Whinston and Green. This textbook aim ...
Point and Figure charts are one of the great secrets of the Technical Analysis world. Highly sophisticated and with a thoroughbred pedigree, they can, ...
This text combines mathematical economics with microeconomic theory and can be required or recommended as part of a course in graduate microeconomic t ...
