krainaksiazek exchange rates movement and market returns volatility 20124066
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Japanese business terms Books LLC, Reference Series
Książki / Literatura obcojęzyczna
Source: Wikipedia. Pages: 105. Chapters: Andon (manufacturing), Career woman, Continual improvement process, Gemba, Genchi Genbutsu, Godo gaisha, Heijunka box, Intermediary corporation, Japanese yen, Kabushiki gaisha, Kaikaku, Kaizen, Kanban, Kanban board, Karoshi, Keiretsu, Machine orders, Mochibun kaisha, Mottainai, Muda (Japanese term), Mura (Japanese term), Muri (Japanese term), Nemawashi, Nenko System, Office lady, PechaKucha, Poka-yoke, Production leveling, Salaryman, Sarakin, Shihainin, Shotengai, Sodanyaku, Sokaiya, Statutory auditor in Japanese corporations, Tokumei kumiai, Yugen gaisha, Zaibatsu. Excerpt: 339 article summaries including: Decomposition of Japanese Yen Interest Rate Data Through Local Regression . Japanese Yen as an alternative vehicle currency in Asian . Determinants of Japanese Yen Interest Rate Swap Spreads . Decomposition of Japanese Yen Interest Rate Data through Local Regression . A time series analysis of the Japanese yen . Lean manufacturing in a semiconductor environment : production leveling . Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen . The Japanese yen futures returns, spot returns, and the risk premium . The Political Economy of Exchange Rates The Case of the Japanese Yen . Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen . A factor risk model with reference returns for the US dollar and Japanese yen bond markets . What can the data tell us about carry trades in Japanese yen . Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen . Analysis of Factors Affecting Exchange Rate of Rupiah against Japanese yen, Period 1997 - 2008 . The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen . Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps . SPA AS ARENA OF CAREER WOMAN RESISTANCE TO PATRIARCH DOMINATION1 . Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen . Currency spillovers and tri-polarity: A simultaneous model of the US dollar, German mark and Japanese yen . Post-EMS exchange risk trends: A comparative perspective between Euro, British Pound and Japanese Yen excess returns against US Dollar . On the multifractal properties and the local multifractality sensitivity index of euro to Japanese yen foreign currency exchange rates . On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials . On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks . Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen . On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks . Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market . Identifying shifts in spread using the Cauchy CUSUM: an application to the Japanese yen/US dollar exchange rate . Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen . A Comparison between the refusal strategies used by Bataknese housewives and career woman and those used by Javanese housewives and career woman . "You quite sure you know how to land this thing" - pilot representing Australian Dollar talking...
Equity Derivatives and Hybrids PALGRAVE MACMILLAN
Książki / Literatura obcojęzyczna
Since the development of the Black Scholes model, research on equity derivatives has evolved rapidly - to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by an experienced practitioner and acknowledged authority on quantitative equity research, this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state of the art models and guidance on how to efficiently implement them with regards to market data representation, calibration and sensitivity computation. Traders and structurers will learn about structured products, selection of most appropriate models as well as efficient hedging methods while risk managers will better understand market, credit and model risk and find valuable information on advanced correlation concepts. Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: Empirical properties of stock returns including autocorrelation and jumps Dividend discount models Non-Markovian and discrete time volatility processes Correlation skew modeling via copula as well as local and stochastic correlation factors Hybrid modeling covering local and stochastic processes for interest rate, hazard rate and volatility as well as closed form solutions Credit, debt and funding valuation adjustment (CVA, DVA, FVA) Monte Carlo techniques for sensitivities including algorithmic differentiation, path recycling as well as multilevel Written in a highly accessible manner with examples, applications, research and ideas throughout it, this book provides a valuable resource for quantitative-minded practitioners and researchers everywhere.
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