Wiley Finance Series Option Theory

... Axiomatic Option Theory 28325.1 Classical vs. axiomatic option theory 28325.2 American options 28425.3 The stop–go option paradox 28725.4 Barrier options 29025.5 Foreign currencies 29325.6 Passport options ... Passport Options 21718.1 Option on an investment strategy (trading option) 21718.2 Option on an optimal investment strategy (passport option) 22018.3 Pricing a passp...

Ngày tải lên: 05/10/2012, 10:00

... more on computer pro- grams to perform complex analytical functions, we tend to forget some of the theory and investment mathematics behind the analytical reports. However, having access to various ... based on a comprehensive eval- uation of the capital markets in the context of modern portfolio theory and have been measured against the plan’s current and projected finan- cial needs. Base...

Ngày tải lên: 08/05/2014, 10:12

... attempting to lay theground for a circuit theory of finance incorporating a microeconomic dimension. By framingfinance in an integrated structure, circuit theory helps to better identify causes ... thefunctional separation that the theory operates between banks and firms.The macroeconomic focus of the theory, however, leaves the essential microeconomicaspects of finance out of t...

Ngày tải lên: 24/10/2012, 09:33

... made easy.” The published books in this series are: John Wiley & Sons, Inc. The Fast Forward MBA in Finance J OHN A. T RACY The Fast Forward MBA in Finance S ECOND E DITION Copyright ... Forward MBA in Business (0-471-14660-9) by Virginia O’Brien THE FAST FORWARD MBA SERIES The Fast Forward MBA Series provides time-pressed business profes- sionals and students with concise...

Ngày tải lên: 07/02/2013, 09:32

... languages Department of business English REPORT: Theory and practical application of nominal clauses, adverbial clauses, direct & indirect speech in finance ... clauses in finance ...........................................................................................................19 3. Contrast the use of direct speech and indirect speech in finance. . ... speech II. Practic...

Ngày tải lên: 15/04/2013, 14:57

... 0.956 (2.083) (1.393) OTC options (written) -4.379 -1.227 (5.945) (5.213) OTC options (purchased) -12.76*** -10.30** (4.736) (5.016) ET options (written) 32.68*** 22.77** (9.747) (10.23) ET options (purchased) ... A 0.561*** 0.052 Swaps -0.752*** 0.090 OTC options (written) -0.295* 0.163 OTC options (purchased) 0.207 0.133 ET options (written) 0.217 0.178 ET options (purchased) -0.123 0.147 F...

Ngày tải lên: 17/02/2014, 03:20

... holds. The weaknesses of the expectations theory of the term structure are well known. We use it here only for illustrative purposes. 11 ECB Working Paper Series No 898 May 2008 “signals”). 4 ... Mishkin (2004) and Cukierman (2008). Working PaPer SerieS no 898 / May 2008 Central Bank CoMMuniCation and Monetary PoliCy a Survey of theory and evidenCe by Alan S. Blinder, Michael...

Ngày tải lên: 15/03/2014, 10:20

Ngày tải lên: 18/03/2014, 20:20

... from uncovered interest parity in more detail in chapter 6. International Macroeconomics and Finance: Theory and Empirical Methods Nelson C. Mark December 12, 2000 forthcoming, Blackwell Publishers 12 ... Expectations of market participants E(∆f t+j |I t ) are unobservable but you can still test the theory by substituting the true expectations with your estimate of these expectations, E(...

Ngày tải lên: 24/03/2014, 04:20

... certainly want to thank the people of Wiley from the Chichester office, especially David Hughes, Jenny Cossham and Lyn Roberts, in seeing the need for such a series of books on renewable resources, ... me the time to work on the series when other activities seemed to be more inviting. Christian V. Stevens Faculty of Bioscience Engineering Ghent University, Belgium Series Editor ‘Renewa...

Ngày tải lên: 02/04/2014, 15:08