Contemporary Issues in Quantitative Finance

Contemporary Issues in Quantitative Finance
Author: Ahmet Can Inci
Publisher: Taylor & Francis
Total Pages: 302
Release: 2023-04-10
Genre: Business & Economics
ISBN: 1000859363

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

Contemporary Quantitative Finance
Author: Carl Chiarella
Publisher: Springer Science & Business Media
Total Pages: 421
Release: 2010-07-01
Genre: Mathematics
ISBN: 3642034799

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.

Contemporary Quantitative Finance

Contemporary Quantitative Finance
Author: Carl Chiarella
Publisher: Springer Science & Business Media
Total Pages: 421
Release: 2010-07-23
Genre: Mathematics
ISBN: 3642034780

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.

Contemporary Trends in Accounting, Finance and Financial Institutions

Contemporary Trends in Accounting, Finance and Financial Institutions
Author: Taufiq Choudhry
Publisher: Springer
Total Pages: 156
Release: 2018-03-28
Genre: Business & Economics
ISBN: 3319728628

This book gathers the proceedings of the ICAFFI International Conference on Accounting, Finance and Financial Institutions. The main topics addressed include: corporate finance, financial markets and asset pricing, empirical finance, taxation, financial risk management, international finance, financial econometrics, financial reporting and accounting standards, managerial accounting, measuring financial performance, accounting information systems, and current issues in accounting and finance in emerging and other markets. Presenting both cutting-edge research and a broad set of methods, and combining practical and theoretical perspectives, the book offers a valuable resource for researchers, practitioners and regulators alike.

Contemporary Issues in Finance

Contemporary Issues in Finance
Author: Simon Grima
Publisher: Emerald Group Publishing
Total Pages: 214
Release: 2016-11-09
Genre: Business & Economics
ISBN: 1786359065

Including studies on different topical issues in finance by the participants of the 8th international scientific conference “New Challenges of Economic and Business Development – 2016” this new work contains research from various European countries, specifically Germany, Italy, Latvia, Malta, and Poland.

Contemporary Issues in Business and Economics

Contemporary Issues in Business and Economics
Author: Chia-Lin Chang
Publisher: MDPI
Total Pages: 246
Release: 2020-07-01
Genre: Business & Economics
ISBN: 3039360949

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 Financial Management in Eastern Europe

Contemporary Issues in Business and Financial Management in Eastern Europe
Author: Simon Grima
Publisher: Emerald Group Publishing
Total Pages: 179
Release: 2018-10-02
Genre: Business & Economics
ISBN: 1787564495

This special 100th edition of Contemporary Issues in Economic and Financial Analysis dedicates 14 chapters to contemporary issues in business and financial management in Eastern Europe by authors invited mainly from the Rostov State University of Economics.

Contemporary Financial Intermediation

Contemporary Financial Intermediation
Author: Stuart I. Greenbaum
Publisher: Academic Press
Total Pages: 492
Release: 2019-05-14
Genre: Business & Economics
ISBN: 0124059341

Contemporary Financial Intermediation, 4th Edition by Greenbaum, Thakor, and Boot continues to offer a distinctive approach to the study of financial markets and institutions by presenting an integrated portrait that puts information and economic reasoning at the core. Instead of primarily naming and describing markets, regulations, and institutions as is common, Contemporary Financial Intermediation explores the subtlety, plasticity and fragility of financial institutions and credit markets. In this new edition every chapter has been updated and pedagogical supplements have been enhanced. For the financial sector, the best preprofessional training explains the reasons why markets, institutions, and regulators evolve they do, why we suffer recurring financial crises occur and how we typically react to them. Our textbook demands more in terms of quantitative skills and analysis, but its ability to teach about the forces shaping the financial world is unmatched. - Updates and expands a legacy title in a valuable field - Holds a prominent position in a growing portfolio of finance textbooks - Teaches tactics on how to recognize and forecast fluctuations in financial markets

Contemporary Topics in Finance

Contemporary Topics in Finance
Author: Iris Claus
Publisher: John Wiley & Sons
Total Pages: 400
Release: 2019-04-29
Genre: Business & Economics
ISBN: 1119565162

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

Contemporary Issues in Exploratory Data Mining in the Behavioral Sciences

Contemporary Issues in Exploratory Data Mining in the Behavioral Sciences
Author: John J. McArdle
Publisher: Routledge
Total Pages: 496
Release: 2013-08-15
Genre: Psychology
ISBN: 1135044090

This book reviews the latest techniques in exploratory data mining (EDM) for the analysis of data in the social and behavioral sciences to help researchers assess the predictive value of different combinations of variables in large data sets. Methodological findings and conceptual models that explain reliable EDM techniques for predicting and understanding various risk mechanisms are integrated throughout. Numerous examples illustrate the use of these techniques in practice. Contributors provide insight through hands-on experiences with their own use of EDM techniques in various settings. Readers are also introduced to the most popular EDM software programs. A related website at http://mephisto.unige.ch/pub/edm-book-supplement/offers color versions of the book’s figures, a supplemental paper to chapter 3, and R commands for some chapters. The results of EDM analyses can be perilous – they are often taken as predictions with little regard for cross-validating the results. This carelessness can be catastrophic in terms of money lost or patients misdiagnosed. This book addresses these concerns and advocates for the development of checks and balances for EDM analyses. Both the promises and the perils of EDM are addressed. Editors McArdle and Ritschard taught the "Exploratory Data Mining" Advanced Training Institute of the American Psychological Association (APA). All contributors are top researchers from the US and Europe. Organized into two parts--methodology and applications, the techniques covered include decision, regression, and SEM tree models, growth mixture modeling, and time based categorical sequential analysis. Some of the applications of EDM (and the corresponding data) explored include: selection to college based on risky prior academic profiles the decline of cognitive abilities in older persons global perceptions of stress in adulthood predicting mortality from demographics and cognitive abilities risk factors during pregnancy and the impact on neonatal development Intended as a reference for researchers, methodologists, and advanced students in the social and behavioral sciences including psychology, sociology, business, econometrics, and medicine, interested in learning to apply the latest exploratory data mining techniques. Prerequisites include a basic class in statistics.