Contemporary Issues In Quantitative Finance

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Contemporary Issues In Quantitative Finance

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Author : Ahmet Can Inci
language : en
Publisher: Taylor & Francis
Release Date : 2023-04-10

Contemporary Issues In Quantitative Finance written by Ahmet Can Inci and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-10 with Business & Economics categories.

Contemporary quantitative finance connects the abstract theory and the practical use of financial innovations, such as ultra-high-frequency trading and cryptocurrencies. It teaches students how to use cutting-edge computational techniques, mathematical tools, and statistical methodologies, with a focus on real-life applications. The textbook opens with chapters on financial markets, global finance, and financial crises, setting the subject in its historical and international context. It then examines key topics in modern quantitative finance, including asset pricing, exchange-traded funds, Monte Carlo simulations, options, alternative investments, artificial intelligence, and big data analytics in finance. Complex theory is condensed to intuition, with appendices presenting advanced mathematical or statistical techniques. Each chapter offers Excel-based implementations, conceptual questions, quantitative problems, and a research project, giving students ample opportunity to develop their skills. Clear chapter objectives, summaries, and key terms also support student learning. Digital supplements, including code and PowerPoint slides, are available for instructors. Assuming some prior financial education, this textbook is suited to upper-level undergraduate and postgraduate courses in quantitative finance, financial engineering, and derivatives.

Contemporary Quantitative Finance

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Author : Carl Chiarella
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-01

Contemporary Quantitative Finance written by Carl Chiarella and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-01 with Mathematics categories.

This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference “Quantitative Methods in Finance” (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.

Applied Quantitative Finance

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Author : Wolfgang Karl Härdle
language : en
Publisher: Springer
Release Date : 2017-08-02

Applied Quantitative Finance written by Wolfgang Karl Härdle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-02 with Business & Economics categories.

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Contemporary Issues In Behavioral Finance

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Author : Simon Grima
language : en
Publisher: Emerald Group Publishing
Release Date : 2019-07-04

Contemporary Issues In Behavioral Finance written by Simon Grima and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-04 with Business & Economics categories.

This special edition of Contemporary Studies in Economic and Financial Analysis offers seventeen chapters from invited participants in the International Applied Social Science Congress, held in Turkey between the 19th and 21st April 2018.

Modelling And Forecasting High Frequency Financial Data

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Author : Stavros Degiannakis
language : en
Publisher: Springer
Release Date : 2016-04-29

Modelling And Forecasting High Frequency Financial Data written by Stavros Degiannakis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-29 with Business & Economics categories.

The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways in which to critically apply this knowledge within a financial context. Modelling and Forecasting High Frequency Financial Data combines traditional and updated theories and applies them to real-world financial market situations. It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets.

Contemporary Issues In Business And Economics

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Author : Chia-Lin Chang
language : en
Publisher: MDPI
Release Date : 2020-07-01

Contemporary Issues In Business And Economics written by Chia-Lin Chang and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-01 with Business & Economics categories.

This book is a collection of high-impact papers accepted and presented at the 2019 Vietnam’s Business and Economics Research Conference (VBER2019) organised by Ho Chi Minh City Open University held on 18th–20th July 2019. The Special Issue is associated with a broad coverage of the contemporary issues in Business and Economics in Vietnam and other emerging markets reflecting a key theme of VBER2019: Vietnam’s Place in the Asia Pacific Region. A total of 14 papers were published from more than the 120 submissions to the VBER2019 Conference. Published papers had been undergone a rigorous reviewing process conducted by the Journal of Risk and Financial Management. The papers incorporated in this book address contemporary issues in business and economics from Vietnam and other emerging markets in the Asian region from various angles such as economics, finance, and statistics to management science. At the time of writing this note, some of the papers have attracted more than 1000 downloads in 3 months. In particular, a paper on “Foreign Direct Investment and Economic Growth from Developing Countries in the Short Run and Long Run” by Trang Thi-Huyen Dinh and her team has attracted almost 6000 downloads in 3 months. These statistics indicate that the papers published in this Special Issue have attracted the wide interest of readers. Among these 14 published papers, three main areas of important contemporary issues in Business and Economics in the Asian region can be identified. First, a block of papers deals with various important and fundamental issues in the emerging markets the Asian region, from exchange rate regime, financial inclusion, and financial development to energy consumption and environmental degradation. On the issue of CO2 emissions, energy consumption and economic growth in the ASEAN, Vo, Vo, and Le utilized various time series econometrics approaches. Key findings from this paper indicate that there are no long-run relationships among carbon dioxide (CO2) emissions, energy consumption, renewable energy, population growth, and economic growth in the Philippines and Thailand, but a relationship does exist in Indonesia, Myanmar, and Malaysia. Loo, in his paper on financial inclusion for the ASEAN, concluded that advancing internet capability and availability present investors an opportunity to offer financial technology or Fintech to meet the need for financial services in this digital era. Second, a challenge in quantitative studies for a single country, such as Vietnam, with limited data is generally noted. However, various empirical studies on Vietnam’s business and economics issues have been conducted. Nguyen, Quan, and Pham examined the cultural distance and entry mode of foreign direct investment in Vietnam. A key finding from their paper is that when there is a great cultural difference between Vietnam and their home country, foreign-invested firms prefer wholly owned subsidiaries over equity joint ventures. Within the Vietnamese market, Pham, Vo, Ho, and McAleer conducted a study on the issue of corporate financial distress. The authors conclude that the corporate financial distress prediction model, which includes accounting factors with macroeconomic indicators, performs much better than alternative models. In addition, the evidence confirms that the global financial crisis (GFC) had a damaging impact on each sector, with the Health & Education sector demonstrating the most impressive recovery post-GFC, and the utilities sector recording a dramatic increase in bankruptcies post-GFC. At another extreme of the spectrum, Van and Nguyen considered that competitive context, social influences, the understanding of managers about corporate social responsibility (CSR), and the internal environment of companies are the four drivers of CSR. The authors also argued that in the four drivers, competitive context has the strongest impact on adopting CSR. Third, last but not least, various papers focus on an important aspect of public finance. For an example, Pham, Pham, and Ly documented the effect of double taxation treaties on the bilateral trade of Vietnam with ASEAN member states, thereby making an extensive comparison with its EU partner countries. Their findings indicate the significant contributions of the tax treaties to Vietnam’s trade performance, not exclusively with ASEAN but also with EU partner countries. In addition, regarding public finance for Vietnam, Nguyen, Vo, Ho, and Vo investigated the contribution of fiscal decentralisation to economic growth across provinces in Vietnam. For the first time in Vietnam, the fiscal decentralisation index together its two subcomponents, including fiscal importance and fiscal autonomy, are developed. Findings from this paper indicate that while fiscal importance and an overall level of fiscal decentralisation have provided negative impact on provincial economic growth, fiscal autonomy has a positive impact on economic growth across provinces in Vietnam.

Contemporary Issues In Business And Economics

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Author : Chia-Lin Chang
language : en
Publisher:
Release Date : 2020

Contemporary Issues In Business And Economics written by Chia-Lin Chang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.

This book is a collection ...

Contemporary Issues In Financial Institutions And Markets

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Author : Claudia Girardone
language : en
Publisher: Routledge
Release Date : 2016-04-14

Contemporary Issues In Financial Institutions And Markets written by Claudia Girardone and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-14 with Business & Economics categories.

This book showcases recent academic work on contemporary issues in financial institutions and markets. It covers a broad range of topics, highlighting the diverse nature of academic research in banking and finance. As a consequence the contributions cover a wide range of issues across a broad spectrum, including: capital structure arbitrage, credit rating agencies, credit default swap spreads, market power in the banking industry and stock returns. This timely collection offers fresh insights and understandings into the ongoing debates within and between the academic and professional finance communities. This book was originally published as a special issue of the European Journal of Finance.

Contemporary Issues In Financial Economics

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Author : Rita Biswas
language : en
Publisher: Emerald Group Publishing
Release Date : 2023-08-23

Contemporary Issues In Financial Economics written by Rita Biswas and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-23 with Business & Economics categories.

Volume 37 of Research in Finance, Contemporary Issues in Financial Economics, presents an extensive collection of chapters that combine real world studies and theories of finance to investigate a variety of topics.

Contemporary Topics In Finance

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Author : Iris Claus
language : en
Publisher: John Wiley & Sons
Release Date : 2019-04-29

Contemporary Topics In Finance written by Iris Claus and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-29 with Business & Economics categories.

The literature surveys presented in this edited volume provide readers with up-to-date reviews on eleven contemporary topics in finance. Topics include unconventional monetary policy, implicit bank guarantees, and financial fraud - all linked to the exceptional event of the Global Financial Crisis Explores how recent studies on inflation risk premia and finance and productivity have benefitted from new empirical methods and the availability of relevant data Demonstrates how angel investing, venture capital, relationship lending and microfinance have benefitted from increased research as they have become more seasoned Investigates crowdfunding and crypto-currencies which have both arisen from recent technological developments