To financial engineering

Xem 1-20 trên 56 kết quả To financial engineering
  • A First Course in Discrete Mathematics I. Anderson Analytic Methods for Partial Differential Equations G. Evans, J. Blackledge, P. Yardley Applied Geometry for Computer Graphics and CAD D. Marsh Basic Linear Algebra, Second Edition T.S. Blyth and E.F. Robertson Basic Stochastic Processes Z. Brze´ niak and T. Zastawniak z Elementary Differential Geometry A. Pressley Elementary Number Theory G.A. Jones and J.M. Jones Elements of Abstract Analysis M. Ó Searcóid Elements of Logic via Numbers and Sets D.L. Johnson...

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  • The past three decades have been a remarkable period for innovation. This is no less true, and probably truer, for financial innovation. No prior period of equal length has ever witnessed anything that even comes close. This innovation has included amazing advances in financial theory, computational capability, new product design, new trading processes, new markets, and new applications. In fact, each of these innovations has supported and reinforced the others.

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  • Corporations must cope with fluctuations in interest rates, commodity prices, and exchange rates. This chapter discusses how they do it, with particular attention paid to financial instruments such as futures contracts, options, and swap agreements.

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  • The CBOE normally sets the strike prices for its options so that they are spaced $2.50, $5 or $10 apart. Stocks at lower prices have smaller spaces between strike prices. When options with a new expiration date are introduced, the CBOE usually introduces two or three options with strikes nearest to the current stock price. If the price moves outside this range, new strikes may be introduced. For example, if new October options are offered on a stock currently priced at $84, then options striking at $80, $85 and $90 might be created.

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  • Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodologies in helping professionals to manage financial risks. The newly developed credit derivatives industry has grown around the need to handle credit risk, which is one of the fundamental factors of financial risk. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better apprehending, modeling and hedging of this kind of risk ...

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  • One way to reduce wage earnings risk is to save more. This saving converts human capital to financial capital at a higher rate. It also enables the financial capital to have a longer time to grow until retirement. The value of compounding returns in financial capital over time can be very substantial. And one way to reduce human capital risk is to diversify it with appropriate types of financial capital. Portfolio allocation recommendations that are made without consideration of human capital are not appropriate for many individual investors.

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  • Upon completion of this chapter you should understand: Reasons for economic success and a brief history of the U.S. economic system, legal forms of the organization and their respective sources of capital, the money cycle, contemporary financial techniques including total financial management and the team triangle approach to financial decision making, financial responsibilities as they relate to the constituents of an organization.

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  • Upon completion of this chapter you should understand: Basic concepts associated with the Income Statement, basic concepts associated with the Balance Sheet, cash flow and cash flow statements, financial statement generation and the accounting equation, other types of financial statements.

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  • The goal of this book is to develop robust, accurate and efficient numerical methods to price a number of derivative products in quantitative finance.We focus on one-factor and multi-factor models for a wide range of derivative products such as options, fixed income products, interest rate products and ‘real’ options. Due to the complexity of these products it is very difficult to find exact or closed solutions for the pricing functions. Even if a closed solution can be found it may be very difficult to compute. For this and other reasons we need to resort to approximate methods.

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  • From 1992 to 2000, the pace of merger activity rose to unprecedented levels. An environment of sustained economic growth and rising stock prices facilitated transactions. Toward the end of 2000, the economic climate shifted and merger activity in the fourth quarter declined. The economy showed only small growth during the first quarter of 2001. Excess capacity in a number of industries had developed, and sales and profit disappointments began to widen. The business cycle had returned. Valuations in Internet companies and other high-tech industries have been sharply revised downward.

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  • Casting aside the traditional notion of financial products grouped within distinct, relatively isolated asset classes, Beaumont insightfully uncovers common characteristics that allow the practitioner to better understand interrelationships between bonds, equities, and currencies. Importantly, the author drafts a hands-on roadmap to help investors manage these asset management building blocks within an integrated portfolio context.

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  • MATLAB® and the Financial Toolbox provide a complete integrated computing environment for financial analysis and engineering. With 122 financial functions, including 42 functions for manipulating dates and time, the toolbox has everything you need to perform mathematical and statistical analysis of financial data and display the results with presentation-quality graphics. You can quickly ask, visualize, and answer complicated questions

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  • Performance measures other than earnings are also used in contracts, particularly in compensation contracts. For example, approximately 20% of bonus determination is based on individual and nonfinancial measures such as product quality (see Holthausen, Larcker and Sloan, 1995, p. 36). And stock-price-based compensation (e.g. stock option plans) is also used to incent managers. To that extent, one wouldn't expect earnings to necessarily have all the characteristics of an ideal performance measure for compensation purposes.

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  • Ba cơ quan chính của Hoa Kỳ tham gia với hỗ trợ thế chấp bao gồm Ginnie Mae, Fannie Mae và Freddie Mac.6 Mục đích chính của các tổ chức chính phủ để cung cấp sự đảm bảo và tin tưởng vào thị trường cho MBSs và các sản phẩm thế chấp khác. Bảng 4.3 tóm tắt sự khác biệt chính giữa một MBS và trái phiếu có thể được gọi.

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  • Tax compliance is relatively high when the agency can match data from third parties (such as information on W-2 forms supplied by employers and financial institutions) to income tax returns and notify taxpayers of discrepancies. The net misreporting rate for income that is subject to third-party reporting is less than 5 percent.

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  • Before an engineer can repair a refrigerant leak in the system it has to be located and for this reason leak detection is the first step. If the system has not lost all its refrigerant charge, leak detection may proceed as described in Chapter 3 provided that there is an adequate test pressure within the system. When the entire refrigerant charge has been lost, the system has to be pres- surized. If the leak is found to be minor and on the low side of the system, ‘pumping down’ will be necessary before any attempt is made to repair the leak. Leakage from the high side of the...

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  • Ba cơ quan chính của Hoa Kỳ tham gia với hỗ trợ thế chấp bao gồm Ginnie Mae, Fannie Mae và Freddie Mac.6 Mục đích chính của các tổ chức chính phủ để cung cấp sự đảm bảo và tin tưởng vào thị trường cho MBSs và các sản phẩm thế chấp khác.

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  • This book is intended to empower entrepreneurs. By using this book as a guide, entrepreneurs can expect to see greater numbers of targeted traffic to their site(s). Why do organic search rankings matter? 1. For many people, search engines are the starting point for information on buying decisions. 2. There are billions of searches down every month and that number is growing. (Over nine billion searches in August, 2007 – a 28% increase from August 2006.) 3. It’s tough to buy

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  • For this, credit is due to a set of economists and water quality engineers who were actively exploring the application of taxes to the problems of large, polluted watersheds. In the mid-1960s, large studies of the Delaware River Estuary were undertaken to assess, among other things, the desirability of using effluent charges to control pollutants. In 1967, Johnson reported that a “zoned” effluent charge program (where different tax levels were applied in different zones along the estuary) would cost half as much as a “uniform treatment” regulation.

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  • The Department recommends that institutions engaged in human subjects research and IRBs that review HHS conducted or supported human subjects research or FDA regulated human subjects research consider whether establishing policies and procedures addressing IRB member potential and actual conflicts of interest as part of overall IRB policies and procedures would help ensure that financial interests do not compromise the rights and welfare of human research subjects. As noted, 45 CFR 46.107(e) and 21 CFR 56.

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