Preface To Global Derivatives

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Global Derivatives

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Author : Eric Benhamou
language : en
Publisher: World Scientific
Release Date : 2007

Global Derivatives written by Eric Benhamou and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.

This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.

Global Derivative Debacles From Theory To Malpractice Second Edition

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Author : Laurent L Jacque
language : en
Publisher: World Scientific
Release Date : 2015-05-28

Global Derivative Debacles From Theory To Malpractice Second Edition written by Laurent L Jacque and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-28 with Business & Economics categories.

This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Société Générale (2008) , AIG (2008) and JP Morgan-Chase (2012). It unlocks the secrets of derivatives by telling the stories of institutions which played in the derivative market and lost big. For some of these unfortunate organizations it was daring but flawed financial engineering which brought them havoc. For others it was unbridled speculation perpetrated by rogue traders whose unchecked fraud brought their house down.Should derivatives be feared 'as financial weapons of mass destruction' or hailed as financial innovations which through efficient risk transfer are truly adding to the Wealth of Nations? By presenting a factual analysis of how the malpractice of derivatives played havoc with derivative end-user and dealer institutions, a case is made for vigilance not only to market and counter-party risk but also operational risk in their use for risk management and proprietary trading. Clear and recurring lessons across the different stories in this volume call not only for a tighter but also 'smarter' control system of derivatives trading and should be of immediate interest to financial managers, bankers, traders, auditors and regulators who are directly or indirectly exposed to financial derivatives.The book groups cases by derivative category, starting with the simplest and building up to the most complex — namely, Forwards, Futures, Options and Swaps in that order, with applications in commodities, foreign exchange, stock indices and interest rates. Each chapter deals with one derivative debacle, providing a rigorous and comprehensive but non-technical elucidation of what happened.What is new in the second edition? A new chapter on JP Morgan-Chase's London Whale, an in-depth discussion of credit-default swaps, and an update of the revamped regulatory framework with Basel 2.5 and Basel III against the backdrop of the Euro crisis, along with a revised and expanded discussion of the AIG debacle.

Governing Global Derivatives

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Author : Chiara Oldani
language : en
Publisher: Routledge
Release Date : 2016-12-05

Governing Global Derivatives written by Chiara Oldani and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-05 with Political Science categories.

Governing Global Derivatives analyzes the role of the most important financial innovation of the last two decades - financial derivatives - in a global dimension. The evolution of derivatives, especially Over the Counter (OTC), and the possibility of managing risks tailored to customers' needs, are the basic recipe for the success of derivatives. This book focuses on the role of derivatives from a macroeconomic point of view, considering how monetary theory and policy, fiscal policy and the growth process are affected. It fills a gap by rethinking the way financial markets are considered in the macroeconomy and the transmission mechanism of impulses.

An Introduction To Global Financial Markets

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Author : Stephen Valdez
language : en
Publisher: Bloomsbury Publishing
Release Date : 2017-09-16

An Introduction To Global Financial Markets written by Stephen Valdez and has been published by Bloomsbury Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-16 with Business & Economics categories.

This textbook provides an accessible introduction to finance and financial markets around the world. Requiring no previous knowledge of the subject, the authors comprehensively cover a broad range of different types of banking, markets, foreign exchange and derivative products. Incorporating recent events and current developments in finance, contemporary, international examples are used throughout to illustrate this fast-moving subject area. With Stephen Valdez's decades of experience as a financial trainer and Philip Molyneux's academic experience, they are the perfect team for this accessible and applied textbook. This textbook is core reading for second and third year undergraduate students studying modules in financial markets and institutions as part of business and management degree courses. In addition it is suitable for use on MBA finance courses. New to this Edition: - Provides updated and expanded coverage of the global financial crisis of 2007-08 and its aftermath - Explains and contextualises the major structural and regulatory reforms of global banking and financial markets - A new design to make it more student-friendly, such as illustrative boxes that explain key financial issues

Introduction To Global Variational Geometry

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Author : Demeter Krupka
language : en
Publisher: Springer
Release Date : 2015-01-13

Introduction To Global Variational Geometry written by Demeter Krupka and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-13 with Mathematics categories.

The book is devoted to recent research in the global variational theory on smooth manifolds. Its main objective is an extension of the classical variational calculus on Euclidean spaces to (topologically nontrivial) finite-dimensional smooth manifolds; to this purpose the methods of global analysis of differential forms are used. Emphasis is placed on the foundations of the theory of variational functionals on fibered manifolds - relevant geometric structures for variational principles in geometry, physical field theory and higher-order fibered mechanics. The book chapters include: - foundations of jet bundles and analysis of differential forms and vector fields on jet bundles, - the theory of higher-order integral variational functionals for sections of a fibred space, the (global) first variational formula in infinitesimal and integral forms- extremal conditions and the discussion of Noether symmetries and generalizations,- the inverse problems of the calculus of variations of Helmholtz type- variational sequence theory and its consequences for the global inverse problem (cohomology conditions)- examples of variational functionals of mathematical physics. Complete formulations and proofs of all basic assertions are given, based on theorems of global analysis explained in the Appendix.

Introduction To Global Optimization Exploiting Space Filling Curves

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Author : Yaroslav D. Sergeyev
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-13

Introduction To Global Optimization Exploiting Space Filling Curves written by Yaroslav D. Sergeyev 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 2013-08-13 with Mathematics categories.

Introduction to Global Optimization Exploiting Space-Filling Curves provides an overview of classical and new results pertaining to the usage of space-filling curves in global optimization. The authors look at a family of derivative-free numerical algorithms applying space-filling curves to reduce the dimensionality of the global optimization problem; along with a number of unconventional ideas, such as adaptive strategies for estimating Lipschitz constant, balancing global and local information to accelerate the search. Convergence conditions of the described algorithms are studied in depth and theoretical considerations are illustrated through numerical examples. This work also contains a code for implementing space-filling curves that can be used for constructing new global optimization algorithms. Basic ideas from this text can be applied to a number of problems including problems with multiextremal and partially defined constraints and non-redundant parallel computations can be organized. Professors, students, researchers, engineers, and other professionals in the fields of pure mathematics, nonlinear sciences studying fractals, operations research, management science, industrial and applied mathematics, computer science, engineering, economics, and the environmental sciences will find this title useful . ​

Derivative Free Direct Type Global Optimization

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Author : Linas Stripinis
language : en
Publisher: Springer Nature
Release Date : 2023-11-27

Derivative Free Direct Type Global Optimization written by Linas Stripinis and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-27 with Mathematics categories.

After providing an in-depth introduction to derivative-free global optimization with various constraints, this book presents new original results from well-known experts on the subject. A primary focus of this book is the well-known class of deterministic DIRECT (DIviding RECTangle)-type algorithms. This book describes a new set of algorithms derived from newly developed partitioning, sampling, and selection approaches in the box- and generally-constrained global optimization, including extensions to multi-objective optimization. DIRECT-type optimization algorithms are discussed in terms of fundamental principles, potential, and boundaries of their applicability. The algorithms are analyzed from various perspectives to offer insight into their main features. This explains how and why they are effective at solving optimization problems. As part of this book, the authors also present several techniques for accelerating the DIRECT-type algorithms through parallelization and implementing efficient data structures by revealing the pros and cons of the design challenges involved. A collection of DIRECT-type algorithms described and analyzed in this book is available in DIRECTGO, a MATLAB toolbox on GitHub. Lastly, the authors demonstrate the performance of the algorithms for solving a wide range of global optimization problems with various constraints ranging from a few to hundreds of variables. Additionally, well-known practical problems from the literature are used to demonstrate the effectiveness of the developed algorithms. It is evident from these numerical results that the newly developed approaches are capable of solving problems with a wide variety of structures and complexity levels. Since implementations of the algorithms are publicly available, this monograph is full of examples showing how to use them and how to choose the most efficient ones, depending on the nature of the problem being solved. Therefore, many specialists, students, researchers, engineers, economists, computer scientists, operations researchers, and others will find this book interesting and helpful.

Introduction To Global Politics

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Author : Steve Lamy
language : en
Publisher: Oxford University Press
Release Date : 2016-01-21

Introduction To Global Politics written by Steve Lamy and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-21 with Political Science categories.

Introduction to Global Politics, Fourth Edition, provides students with a current, engaging, and non-U.S. perspective on global politics. It shows students how to analyze global political events using theoretical approaches-both mainstream and alternative-and emphasizes non-state actors more than any other global politics text. Chapter-by-Chapter Revisions Chapter 1: Introduction to Global Politics -Expanded theoretical coverage introduces students to the three theoretical traditions in international relations theory: Machiavellian, Grotian, and Kantian -New Case Study: "Global Production and the iPhone" Chapter 2: The Evolution of Global Politics -Revised chapter-opening vignette addresses the goals of nation-states for survival and influence in the global system and how critical trends, such as the diffusion of power and increasing demands for vital resources, influence such goals -Expanded coverage of US-Cuba relations addresses the restoration of diplomatic ties -Further examination of the war on terrorism, including the completion of NATO's International Security Assistance Force mission in Afghanistan and its subsequent transition to the ongoing Resolute Support Mission -Updated Global Perspective "Perception, Continuity, and Change After January 20, 2009" addresses the continuing course of the Arab Spring -Updated statistics and graphics include "Estimated Global Nuclear Warheads, as of 2015," and "Number of Wars in Progress Since 1950" Chapter 3: Realism, Liberalism, and Critical Theories -Elimination of overlapping content between Chapter 3 and the first two introductory chapters, effectively streamlining the chapter and bringing its objectives of defining and describing the origins of IR theories, as well as explaining the relation among the levels of analysis and the different variations of the five schools of thought, into clearer focus -The latest on the most pertinent international relations matters including how world leaders should deal with extremist networks like the Islamic State Chapter 4: Making Foreign Policy -Further coverage and analysis of the UN Framework Convention on Climate Change, including the goals of the 2015 Paris Climate Change Conference -Expanded discussion of fragile states, including updates to the Fragile State Index -Discussion of foreign policy evaluation has been expanded to include criticism of the CIA's detention and treatment of prisoners taken in the wars in Iraq and Afghanistan -Additional examples of NGO influence on human rights (i.e. Human Rights Watch pressuring the Chinese government to abolish its re-education through labor detention system) -Updated statistics and graphics include "Top Ten Foreign Aid Donors" and the addition of a new figure "Share of World Military Expenditures of the 15 States with the Highest Expenditure" Chapter 5: Global and Regional Governance -Revised chapter-opening vignette addresses the impact of the Tunisian National Dialogue as a civil society organization and winner of the Nobel Peace Prize -Updated examples of venture philanthropy include Facebook co-founder and CEO Mark Zuckerberg's pledge to donate 99 percent of his wealth -Updated Case Study "A Global Campaign: The Baby Milk Advocacy Network" includes recent statistics from the World Health Organization. -Updated statistics and graphics include "INGO Growth Continues" and "Distribution of Think Tanks in the World" Chapter 6: Global Security, Military Power, and Terrorism -Updated information on conflicts including the Syrian civil war, the rise of the Islamic State and their goal to establish an Islamic Caliphate, and the UN peacekeeping mission in the Central African Republic to prevent civil wars and sectarian conflicts -Condensed coverage of mainstream and critical approaches to security in order to eliminate overlapping content found in Chapter 3: Realism, Liberalism, and Critical Theories -Added examples of the importance of collective action and reliance on international/regional organization (i.e. in the case of the 2015 Iran nuclear deal) -Expanded discussion of the effects of nuclear weapons and the idea that the international community is experiencing a new nuclear age in which weapons of mass destruction are used to secure strategic advantage -Updated Case Study "US Drone Warfare: A Robotic Revolution in Modern Combat" includes recent statistics on drone strikes -Updated information on the spread of jihadists, Al Qaeda, and ISIS and the geographical extent to which the Obama Administration (and future administrations) will have to go to find them -Updated statistics and graphics include "Arms Deliveries Worldwide," "Arms Transfer Agreements Worldwide"; the addition of two new figures: "Top Locations of Islamic State Twitter Users" and "Thirteen Years of Terror in Western Europe;" the addition of a new map: "Where ISIS Has Directed and Inspired Attacks;" and the addition of a table detailing the inter-actor relationship of those involved in the Syrian civil war Chapter 7: Human Rights and Human Security -Added information on the latest human rights crises (i.e. the refugee crisis, the Syrian civil war, and South Sudan) -New Case Study "A Failed Intervention" on the genocide occurring in Darfur -Updated statistics on current UN peacekeeping operations Chapter 8: Global Trade and Finance -Updated analysis on the current status of global economic interconnection (i.e. the role that governmental intervention has on the economy of their nation-states--including free markets, the impact of the slowdown of China's economy, and the effects of increasing global foreign direct investment) -New discussion of the Trans-Pacific Partnership and its subsequent implications as the largest regional trade agreement in history -Updated Theory in Practice "Contending Views of Capitalism" reflects recent changes in the Chinese economy and cyberwarfare tactics it uses against the US -Updated statistics and graphics include "Main Trading Nations," "Real GDP Growth," and the addition of a new graph "Holdings of US Treasury Securities" Chapter 9: Poverty, Development, and Hunger -Added discussion on the results of the Millennium Development Goals process (including an updated Progress Chart for UN Millennium Development Goals) and the UN's subsequent adoption of the new 2030 Agenda for Sustainable Development (illustrated by Sustainable Development Goals). -Updated discussions of world population statistics and estimated population growth projections, including new graphics "Projected World Population" and "Fastest Growing Populations" Chapter 10: Environmental Issues -Discussion of the latest environmental issues including the rising number of carbon emissions emitted on the planet, the effect climate change and environmental degradation are having as causes of major violence in regards to specific ethnic communities that compete for scarce resources, and how 2015 was the hottest year in recorded history -Added discussion of how climate change is the greatest challenge to economic and political stability across the world -Revised discussion of the latest Intergovernmental Panel on Climate Change report addresses the rise of global surface temperatures, the continued shrinking of sea ice, and how human influence correlates to climate change and increasing levels of greenhouse gas emissions in the atmosphere -Added information and analysis of the 2015 Paris Climate Change Conference, its outcomes, and the importance of adhering to pledges to curb emissions and keeping global temperature rises under 2 degrees Celsius; new concluding thoughts and analysis added as well -A revised table detailing "Recent Global Environmental Actions" focuses on events and actions of the past thirty years -Updated statistics and graphics include "Global Greenhouse Gas Emissions by Type of Gas," and two new graphics: "Number of Oils Spills between 1970-2015" and "Largest Producers of CO2 Emissions Worldwide."

Introduction To Derivative Free Optimization

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Author : Andrew R. Conn
language : en
Publisher: SIAM
Release Date : 2009-04-16

Introduction To Derivative Free Optimization written by Andrew R. Conn and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-16 with Mathematics categories.

The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.

Algorithms For Minimization Without Derivatives

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Author : Richard P. Brent
language : en
Publisher: Courier Corporation
Release Date : 2013-06-10

Algorithms For Minimization Without Derivatives written by Richard P. Brent and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-10 with Mathematics categories.

DIVOutstanding text for graduate students and research workers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating local and global minima. /div