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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. Meer
Practical budget management is at the core of this book. As well as giving an insight into the way budgets behave in certain circumstances and what can be done about it, the book also deals with practical steps the budget and resource manager can take to eliminate waste and reduce opportunities for fraud and collusion. Meer
In order to build a successful, Java-based application it is important to have a clear understanding of the principles underlying the various financial models. Meer
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. Meer
Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer. Meer
In order to build a successful, Java-based application it is important to have a clear understanding of the principles underlying the various financial models. Meer
Offers a concise, enthusiastic and highly focused approach to introducing finance to both undergraduates and MBAs. It closely integrates practical applications and the underlying financial concepts so that the reader gets a clear picture of theory and how it can be applied in practice. Meer
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. Meer
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black–Scholes–Samuelson assumptions leading to what is called non–Gaussian finance. Meer
Definitions, Concepts and Scope of Engineering Asset Management, the first volume in this new review series, seeks to minimise ambiguities in the subject matter. Meer
Examines the roles of organizational justice and trust in management control system. This title explores whether qualitative information contained in annual reports contains potential fraud risk indicators. Meer
Dark Pools is the pacy, revealing, and profoundly chilling tale of how global markets have been hijacked by trading robots – many so self-directed that humans can’t predict what they’ll do next. Meer
From the million-copy-bestselling author of Execution'Ingenious . In this lively, accessible guide, Ram Charan - million-copy-bestselling author and advisor to some of the world's top CEOs - reveals that the tech giants have radically rewritten the rules of business. Meer
Offers the reader practical methods to compute the option prices in the incomplete asset markets. This title shows that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. Meer
Presents an introduction to modern asset pricing theory. This book also tackles recent advancement on inversion problems raised in asset pricing theory, which include the information role of financial options and the information content of term structure of interest rates and interest rates contingent claims. Meer
Focuses on equity derivatives and charts and how key assumptions on the dynamics of stocks impact on the value of exotics. This title focuses on intuition and practical application. Meer
Engineering solutions and financial decisions are intimately tied together. The best engineers combine the technical and financial cases in determining new solutions to opportunities, challenges and problems. Meer
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