The Oxford Handbook of Quantitative Asset Management

Author: Bernd Scherer

Publisher: Oxford University Press

ISBN: 0199553432

Category: Business & Economics

Page: 501

View: 304

This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

The Oxford Handbook of Business History

Author: Geoffrey Jones,Jonathan Zeitlin

Publisher: Oxford University Press

ISBN: 019926368X

Category: Business & Economics

Page: 717

View: 9834

This Handbook shows that Business History is a wide-ranging and dynamic area of study, producing compelling empirical data, which has sometimes confirmed and sometimes contested widely-held views in management and the social sciences. A key reference work for scholars of Business History, and a fascinating resource for social scientists in general.

The Oxford Handbook of Banking and Finance

Author: Catherine R. Schenk

Publisher: Oxford University Press

ISBN: 0199658625

Category:

Page: 552

View: 1071

The financial crisis of 2008 aroused widespread interest in banking and financial history among policy makers, academics, journalists, and even bankers, in addition to the wider public. References in the press to the term 'Great Depression' spiked after the failure of Lehman Brothers in November 2008, with similar surges in references to 'economic history' at various times during the financial turbulence. In an attempt to better understand the magnitude of the shock, there was a demand for historical parallels. How severe was the financial crash? Was it, in fact, the most severe financial crisis since the Great Depression? Were its causes unique or part of a well-known historical pattern? And have financial crises always led to severe depressions? Historical reflection on the recent financial crises and the long-term development of the financial system go hand in hand. This volume provides the material for such a reflection by presenting the state of the art in banking and financial history. Nineteen highly regarded experts present chapters on the economic and financial side of banking and financial activities, primarily though not solely in advanced economies, in a long-term comparative perspective. In addition to paying attention to general issues, not least those related to theoretical and methodological aspects of the discipline, the volume approaches the banking and financial world from four distinct but interrelated angles: financial institutions, financial markets, financial regulation, and financial crises.

The Oxford Handbook of Credit Derivatives

Author: Alexander Lipton,Andrew Rennie

Publisher: OUP Oxford

ISBN: 0191648256

Category: Business & Economics

Page: 704

View: 3368

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts

The Oxford Handbook of Pricing Management

Author: Özalp Özer,Robert Phillips

Publisher: OUP Oxford

ISBN: 0191634271

Category: Business & Economics

Page: 976

View: 7966

The Oxford Handbook of Pricing Management is a comprehensive guide to the theory and practice of pricing across industries, environments, and methodologies. The Handbook illustrates the wide variety of pricing approaches that are used in different industries. It also covers the diverse range of methodologies that are needed to support pricing decisions across these different industries. It includes more than 30 chapters written by pricing leaders from industry, consulting, and academia. It explains how pricing is actually performed in a range of industries, from airlines and internet advertising to electric power and health care. The volume covers the fundamental principles of pricing, such as price theory in economics, models of consumer demand, game theory, and behavioural issues in pricing, as well as specific pricing tactics such as customized pricing, nonlinear pricing, dynamic pricing, sales promotions, markdown management, revenue management, and auction pricing. In addition, there are articles on the key issues involved in structuring and managing a pricing organization, setting a global pricing strategy, and pricing in business-to-business settings.

The Oxford Handbook of Political Networks

Author: Jennifer Nicoll Victor,Alexander H. Montgomery,Mark Lubell

Publisher: Oxford University Press

ISBN: 0190695595

Category: Political Science

Page: 752

View: 7299

Networks are omnipresent in our natural and social world, and they are at the heart of politics. Relationships of many types drive political institutions, processes, and decision-making. Therefore, it is imperative for the study of politics to include network approaches. Already, these approaches have advanced our understanding of critical questions, such as: Why do people vote? How can people build problem-solving coalitions? How can governments and organizations foster innovations? How can countries build ties that promote peace? What are the most fruitful strategies for disrupting arms or terrorist networks? This volume is designed as a foundational statement and resource. The contributions offer instruction on network theory and methods at both beginner and advanced levels, as well as an assessment of the state-of-the-discipline on a variety of applied network topics in politics. Through this dynamic collection of essays, The Oxford Handbook of Political Networks elucidates how the field is transforming and what that means for the future of political science.

Advances in Heavy Tailed Risk Modeling

A Handbook of Operational Risk

Author: Gareth W. Peters,Pavel V. Shevchenko

Publisher: John Wiley & Sons

ISBN: 1118909550

Category: Mathematics

Page: 656

View: 4030

A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.

Fundamental Aspects of Operational Risk and Insurance Analytics

A Handbook of Operational Risk

Author: Marcelo G. Cruz,Gareth W. Peters,Pavel V. Shevchenko

Publisher: John Wiley & Sons

ISBN: 1118573021

Category: Mathematics

Page: 928

View: 1476

A one-stop guide for the theories, applications, andstatistical methodologies essential to operational risk Providing a complete overview of operational risk modeling andrelevant insurance analytics, Fundamental Aspects of OperationalRisk and Insurance Analytics: A Handbook of Operational Riskoffers a systematic approach that covers the wide range of topicsin this area. Written by a team of leading experts in the field,the handbook presents detailed coverage of the theories,applications, and models inherent in any discussion of thefundamentals of operational risk, with a primary focus on BaselII/III regulation, modeling dependence, estimation of risk models,and modeling the data elements. Fundamental Aspects of Operational Risk and Insurance Analytics:A Handbook of Operational Risk begins with coverage on the fourdata elements used in operational risk framework as well asprocessing risk taxonomy. The book then goes further in-depth intothe key topics in operational risk measurement and insurance, forexample diverse methods to estimate frequency and severity models.Finally, the book ends with sections on specific topics, such asscenario analysis; multifactor modeling; and dependence modeling. Aunique companion with Advances in Heavy Tailed Risk Modeling: AHandbook of Operational Risk, the handbook also features: Discussions on internal loss data and key risk indicators,which are both fundamental for developing a risk-sensitiveframework Guidelines for how operational risk can be inserted into afirm’s strategic decisions A model for stress tests of operational risk under the UnitedStates Comprehensive Capital Analysis and Review (CCAR)program A valuable reference for financial engineers, quantitativeanalysts, risk managers, and large-scale consultancy groupsadvising banks on their internal systems, the handbook is alsouseful for academics teaching postgraduate courses on themethodology of operational risk.

Zeitreihenmodelle

Author: Andrew C. Harvey

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 3486786741

Category: Business & Economics

Page: 396

View: 5095

Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.

Der Liebe Tun

etliche christliche Erwägungen in Form von Reden

Author: Søren Kierkegaard

Publisher: N.A

ISBN: 9783936762242

Category: Love

Page: 459

View: 1906

Die intelligente Asset Allocation

Wie man profitable und abgesicherte Portfolios erstellt

Author: William J. Bernstein

Publisher: FinanzBuch Verlag

ISBN: 3862488365

Category: Business & Economics

Page: 217

View: 4710

William J. Bernstein ist in Fachkreisen längst als Guru der Investmentwelt bekannt. Er betreibt eine der weltweit erfolgreichsten Investment-Websites. In diesem Buch erklärt er wie man sicher, einfach und ohne großen Zeitaufwand sein Portfolio zusammenstellen kann. Dabei beruft er sich auf Techniken, mit denen seit Jahrzehnten erfolgreich Investiert wird. Mit nur 30 Minuten Zeitaufwand im Jahr kann damit jeder ein Portfolio zusammenstellen, das 75 Prozent aller professionell gemanagten Aktienkörbe hinter sich lässt.

Risikomanagement

Banken, Versicherungen und andere Finanzinstitutionen

Author: John Hull

Publisher: Pearson Deutschland GmbH

ISBN: 9783868940435

Category: Financial institutional

Page: 616

View: 3811

Politik und Religion

Author: Michael Minkenberg,Ulrich Willems

Publisher: Springer-Verlag

ISBN: 3322804062

Category: Political Science

Page: 616

View: 5677

Ohne Zweifel ist die Religion auf die politische Agenda zurückgekehrt. Eine Vielzahl von Entwicklungen innerhalb und außerhalb Europas belegt die Beharrlichkeit der Religion auch in der Politik und eine veränderte Rolle ihr gegenüber. Religion und darauf gegründete kulturelle Unterschiede scheinen eine neue Bedeutung für die Politik und das Funktionieren der jeweiligen Herrschaftsordnungen zu gewinnen. Dies stellt die immer noch weit verbreitete säkularisierungstheoretische Annahme vom Niedergang der Religion in Frage. Ebenso problematisch ist jedoch eine Verengung des Blickwinkels auf den religiösen Fundamentalismus. Die Beiträge dieses Sonderheftes greifen diese sowie weitere Fragen vornehmlich in vergleichender Perspektive auf und diskutieren Perspektiven für die Ausgestaltung des Verhältnisses von Politik und Religion in unterschiedlichen gesellschaftlichen und politischen Kontexten.

Makroökonomik

Mit vielen Fallstudien

Author: N. Gregory Mankiw

Publisher: Haufe-Lexware

ISBN: 3791037846

Category: Law

Page: 800

View: 392

!-- Generated by XStandard version 2.0.1.0 on 2016-02-17T17:17:57 -- Der „Mankiw" ist nicht nur ein maßgebliches Standardwerk an deutschen Hochschulen. Übersetzt in zahlreiche Sprachen wird der Klassiker weltweit erfolgreich in Lehrveranstaltungen eingesetzt. Diskussionen um Themen wie Inflation, Arbeitslosigkeit und Wachstum Möglichkeiten und Grenzen der Geld-, Fiskal- und Außenwirtschaftspolitik Die 6. deutsche Auflage wurde umfassend überarbeitet und berücksichtigt auch die Aktualisierungen der 7. US-Auflage. Eine zentrale Neuerung ist das Kapitel „Ein dynamisches Modell der Gesamtnachfrage und des Gesamtangebots". Es präsentiert die wesentlichen makroökonomischen Forschungsergebnisse der letzten Jahre. Aktuelle Texte und neue Fallbeispiele zur jüngsten Wirtschafts- und Finanzkrise Modernisiertes, zweifarbiges Layout

Zoopolis

Eine politische Theorie der Tierrechte

Author: Sue Donaldson,Will Kymlicka

Publisher: Suhrkamp Verlag

ISBN: 3518734326

Category: Nature

Page: 608

View: 813

Massentierhaltung, Fleischskandale, Tierversuche – unser Umgang mit Tieren ist längst kein Nischenthema mehr, für das sich lediglich Aktivisten oder Ethiker interessieren, sondern steht im Fokus breiter öffentlicher Debatten. Allerdings konzentrieren sich die Diskussionen zumeist auf Fragen der Moral, darauf, welche moralischen Rechte und Interessen wir Tieren aufgrund ihrer Eigenschaften und Fähigkeiten – zum Beispiel Schmerzen zu empfinden – zuschreiben müssen und welche moralischen Pflichten sich daraus für uns ergeben. Sue Donaldson und Will Kymlicka gehen weit darüber hinaus und behaupten, dass Tiere auch politische Rechte haben. Im Rückgriff auf avancierte Theorien der Staatsbürgerschaft argumentieren sie dafür, ihnen neben unverletzlichen Grundrechten einen je gruppenspezifischen politischen Status zuzusprechen. Das heißt konkret: Bürgerrechte für domestizierte Tiere, Souveränität für Gemeinschaften von Wildtieren sowie ein »Stammgastrecht« für jene, die zwar nicht domestiziert sind, aber in unmittelbarer Nachbarschaft zu uns leben. »Zoopolis« macht auf so kluge wie eindringliche Weise ernst mit der Tatsache, dass wir mit den Tieren untrennbar verbunden sind. Elegant und keineswegs nur für Spezialisten geschrieben, entwirft es eine neue, folgenreiche Agenda für das künftige Zusammenleben mit diesen Geschöpfen, denen wir mehr schulden als unser Mitleid. Das Tier, so sagt dieses Buch, ist ein genuin politisches Wesen. Wir schulden ihm auch Gerechtigkeit.

English Linguistics

An Introduction

Author: Christian Mair

Publisher: Narr Francke Attempto Verlag

ISBN: 3823379569

Category: Literary Criticism

Page: 262

View: 4850

"English Linguistics" is a compact and easy-to-use introduction to English linguistics which - is tailored to the needs of students of English at German, Austrian and Swiss universities, - contains graded exercises to motivate students to carry out independent research, and - bridges the gap between linguistics and the literary and cultural-studies components of the typical BA in English Studies. Bachelor-wissen "English Linguistics" goes beyond the usual introduction in offering accompanying web resources which provide additional material and multi-media illustration.

Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set

Author: Marcelo G. Cruz,Gareth W. Peters,Pavel V. Shevchenko

Publisher: Wiley

ISBN: 9781118909577

Category: Mathematics

Page: 1568

View: 3262

Two cutting-edge guides for the theories, applications, and statistical methodologies essential to operational risk and heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management. Fundamental Aspects of Operational Risk and Insurance Analytics covers the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements.

Der Preis der Ungleichheit

Wie die Spaltung der Gesellschaft unsere Zukunft bedroht

Author: Joseph Stiglitz

Publisher: Siedler Verlag

ISBN: 364109819X

Category: Social Science

Page: 544

View: 9494

Viele Arme, wenige Reiche - Warum die wachsende Ungleichheit uns alle angeht Die Ungleichheit in der Welt nimmt zu: Immer weniger Menschen häufen immer größeren Reichtum an, während die Zahl der Armen wächst und die Mittelschicht vom Abstieg bedroht ist. Doch diese Entwicklung, so zeigt Nobelpreisträger Joseph Stiglitz in seinem neuen Bestseller, ist keine zwangsläufige Folge einer freien Marktwirtschaft, sondern Ergebnis einer globalisierten Ökonomie, die zunehmend vom reichsten einen Prozent der Bevölkerung beherrscht wird.

Winning the loser's game

zeitlose Strategien für Ihre erfolgreiche Geldanlage

Author: Charles D. Ellis

Publisher: N.A

ISBN: 9783593392325

Category:

Page: 249

View: 2296

Wie kann ich mein Geld sicher und gewinnbringend investieren? Diese Frage stellen sich Anleger weltweit - und das nicht erst seit der Finanzkrise. Die treffende Antwort von Charles D. Ellis lautet: Das Erfolgsgeheimnis der privaten Geldanlage liegt darin, weniger Fehler zu machen als die anderen. Verständlich und zeitlos erklärt der Börsenexperte in diesem vollständig überarbeiteten Klassiker, warum man mit ausgewogenen, langfristigen und kostengünstigen Investments deutlich höhere Renditen erzielen kann als mit risikoreichem Stock Picking oder spekulativem Market Timing. Ein qualitativ anspruchsvoller und trotzdem verständlicher Ratgeber für alle Privatanleger!