Financial Markets and Corporate Strategy: European Edition, 3e

Financial Markets and Corporate Strategy: European Edition, 3e

Author: HILLIER, GRINBL

Publisher: McGraw Hill

ISBN: 9781526849502

Category: Business & Economics

Page: 807

View: 461

The global pandemic restrictions, climate change, geopolitical tensions, and new artificial technologies have fundamentally impacted international financial markets and corporate strategy. Traditional finance theories have been questioned and their application to corporate decision-making has come under scrutiny like never before. The third edition of Financial Markets and Corporate Strategy provides students with comprehensive and engaging discussions on the strategic challenges facing companies and their financial decisions. Brought to life by real-world examples, international cases and insights from recent research, it guides students through the challenges of studying and practising finance from both an academic and practical viewpoint. Key Features: · Fully updated research of the most important topics, data and examples in every chapter. · Coverage of the impact of climate change, Brexit, the economic growth of China, and new financial technologies · A stronger emphasis on sustainability, ethics, and corporate governance. · Updates on accounting standards, bankruptcy laws, tax rules and tax systems. David Hillier is Professor of Finance, Executive Dean of Strathclyde Business School, and Associate Principal of the University of Strathclyde. Mark Grinblatt is the J. Clayburn LaForce Professor of Finance at the UCLA Anderson School of Management Sheridan Titman is Professor of Finance at the McCombs School of Business.

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Author: Fahed Mostafa

Publisher: Springer

ISBN: 9783319516684

Category: Technology & Engineering

Page: 171

View: 144

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.

The Options Edge

The Options Edge

Author: Michael C. Khouw

Publisher: John Wiley & Sons

ISBN: 9781119212447

Category: Business & Economics

Page: 360

View: 426

Capture the fortune you're losing with every trade by learning to exploit options The Options Edge + Free Trial shows you how to capture the fortune you lose out on every day. Buying and selling traditional investments often entails instruments with optionality. Sometimes this optionality is explicit, while other times it is hidden. If you're not leveraging these embedded options to their fullest advantage, you're losing money. Most retail investors don't truly understand the nuances involved in successful options trading and instead rely on more comfortable instruments with fewer complex mechanics. If you're interested in optimizing your portfolio, it's time to step out of your comfort zone and learn what you've been missing. This book gives you the background you need to take full advantage of options in this booming market. The companion website features easy to use analytical tools that help investors find the best opportunities so you can start applying these methods right away. Whether or not you ultimately decide to start actively trading options, the concepts discussed will make you a better all-around trader with greater security in your financial affairs. Most investors buy and sell options every day without ever knowing it. This book relates stories of those who have leveraged options to make fortunes and those who have lost by not understanding the optionality of their financial endeavors. You must know the fundamentals of options, and then learn to recognize hidden options, in order to improve success in all of your investment activities. After taking these steps, you can go on to: Create hidden options at little or no cost Structure your finances to reduce risk and increase wealth Utilize a practical pricing model for smarter investing The listed options are currently the only growing exchange traded financial product in the developed markets, with a current average volume of 20 million contracts—equivalent to 2 billion shares—per day. Now is the perfect opportunity to fortify your finances, and The Options Edge + Free Trial gives you the understanding and practical tools you need to optimize your portfolio today.

Neural Networks: Best Practice In Europe - Proceedings Of The Stichting Neurale Netwerken Conference 1997, Progre

Neural Networks: Best Practice In Europe - Proceedings Of The Stichting Neurale Netwerken Conference 1997, Progre

Author: Kappen Bert

Publisher: World Scientific

ISBN: 9789814545372

Category:

Page: 224

View: 658

The area of automorphic representations is a natural continuation of studies in number theory and modular forms. A guiding principle is a reciprocity law relating the infinite dimensional automorphic representations with finite dimensional Galois representations. Simple relations on the Galois side reflect deep relations on the automorphic side, called “liftings”. This book concentrates on two initial examples: the symmetric square lifting from SL(2) to PGL(3), reflecting the 3-dimensional representation of PGL(2) in SL(3); and basechange from the unitary group U(3, E/F) to GL(3, E), [E : F] = 2.The book develops the technique of comparison of twisted and stabilized trace formulae and considers the “Fundamental Lemma” on orbital integrals of spherical functions. Comparison of trace formulae is simplified using “regular” functions and the “lifting” is stated and proved by means of character relations.This permits an intrinsic definition of partition of the automorphic representations of SL(2) into packets, and a definition of packets for U(3), a proof of multiplicity one theorem and rigidity theorem for SL(2) and for U(3), a determination of the self-contragredient representations of PGL(3) and those on GL(3, E) fixed by transpose-inverse-bar. In particular, the multiplicity one theorem is new and recent.There are applications to construction of Galois representations by explicit decomposition of the cohomology of Shimura varieties of U(3) using Deligne's (proven) conjecture on the fixed point formula.

The City Of London Volume 4

The City Of London Volume 4

Author: David Kynaston

Publisher: Random House

ISBN: 9781448112326

Category: Business & Economics

Page: 896

View: 457

The City of London. Vol IV: A Club No More is the fourth and final volume of David Kynaston's epic history of the square mile in the modern era. This lively and informative book takes the story from the post-war era, when the City was hemmed in by bombsites and austere Chancellors, through to very recent developments, such as the "Big-Bang" deregulation of 1986. This is as much a social history as a financial study, with interesting discussions of the changing class and complexion of the City, and with fascinating details on the early computerisation of the big companies. As with earlier volumes Kynaston's style is that of an anecdotal storyteller. Colourful characters, dramatic boardroom struggles and heated exchanges between politicians and bankers dominate the pages.

Wiley 11th Hour Guide for 2015 Level I CFA

Wiley 11th Hour Guide for 2015 Level I CFA

Author: Basit Shajani

Publisher: John Wiley & Sons

ISBN: 9781119032465

Category: Business & Economics

Page: 448

View: 727

Wiley Elan Guides Level I CFA 2015 Eleventh Hour Guide is a highly effective and efficient CFA Level I exam preparation course that will meet your complete study needs. A condensed review book covering all important concepts and formulas to reinforce the learnings and instruction, the Eleventh Hour Guide is an essential component of your final review. As it becomes very difficult to go over so many books in the last few weeks before the exam, we have condensed the material for you and added comments and tips from our instructors that will help you optimize your performance.