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Título : Brazilian Derivatives and Securities : Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets Tipo de documento: documento electrónico Autores: Carreira, Marcos C. S ; Brostowicz, Richard J ; SpringerLink (Online service) Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Número de páginas: XXIV, 303 p Il.: online resource ISBN/ISSN/DL: 978-1-137-47727-9 Idioma : Inglés (eng) Palabras clave: Business enterprises Finance mathematics International business Investment banking Securities Econometrics and Management Finance, general Investments Mathematics Clasificación: 336.764.2 Opciones, futuros. Mercado de futuros. Venta al descubierto Resumen: The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets). This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available En línea: http://dx.doi.org/10.1057/9781137477279 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41313 Brazilian Derivatives and Securities : Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets [documento electrónico] / Carreira, Marcos C. S ; Brostowicz, Richard J ; SpringerLink (Online service) . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XXIV, 303 p : online resource.
ISBN : 978-1-137-47727-9
Idioma : Inglés (eng)
Palabras clave: Business enterprises Finance mathematics International business Investment banking Securities Econometrics and Management Finance, general Investments Mathematics Clasificación: 336.764.2 Opciones, futuros. Mercado de futuros. Venta al descubierto Resumen: The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets). This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available En línea: http://dx.doi.org/10.1057/9781137477279 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41313 Ejemplares
Signatura Medio Ubicación Sección Estado ningún ejemplar Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model / Fabbrini, Viola (2016)
Título : Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model Tipo de documento: documento electrónico Autores: Fabbrini, Viola ; Guidolin, Massimo ; SpringerLink (Online service) ; Pedio, Manuela Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Número de páginas: X, 131 p Il.: online resource ISBN/ISSN/DL: 978-1-137-56139-8 Idioma : Inglés (eng) Palabras clave: Business enterprises Finance Corporations Investment banking Securities Macroeconomics and Management Finance, general Investments Corporate Macroeconomics/Monetary Economics//Financial Economics Clasificación: 658 Empresas. Organización de empresas Resumen: Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil. This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core Eurozone countries. The authors analyse and compare the results from linear and non-linear models to identify and assess four distinct contagion channels characterizing both US and European financial markets. These include the correlated information, risk premium, flight-to-liquidity, and flight-to quality channels. The results of this study support the theory that both investors and policy-makers ought to pay special attention to liquidity and commonalities in the perceptions of the probabilities of default, as channels through which financial shocks propagate En línea: http://dx.doi.org/10.1007/978-1-137-56139-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41389 Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model [documento electrónico] / Fabbrini, Viola ; Guidolin, Massimo ; SpringerLink (Online service) ; Pedio, Manuela . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - X, 131 p : online resource.
ISBN : 978-1-137-56139-8
Idioma : Inglés (eng)
Palabras clave: Business enterprises Finance Corporations Investment banking Securities Macroeconomics and Management Finance, general Investments Corporate Macroeconomics/Monetary Economics//Financial Economics Clasificación: 658 Empresas. Organización de empresas Resumen: Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil. This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core Eurozone countries. The authors analyse and compare the results from linear and non-linear models to identify and assess four distinct contagion channels characterizing both US and European financial markets. These include the correlated information, risk premium, flight-to-liquidity, and flight-to quality channels. The results of this study support the theory that both investors and policy-makers ought to pay special attention to liquidity and commonalities in the perceptions of the probabilities of default, as channels through which financial shocks propagate En línea: http://dx.doi.org/10.1007/978-1-137-56139-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41389 Ejemplares
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Título : Africa-to-Africa Internationalization : Key Issues and Outcomes Tipo de documento: documento electrónico Autores: Ifedapo Adeleye ; SpringerLink (Online service) ; White, Lyal ; Boso, Nathaniel Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Colección: AIB Sub-Saharan Africa (SSA) Series Número de páginas: XVIII, 275 p. 16 illus., 9 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-30692-6 Idioma : Inglés (eng) Palabras clave: Business Globalization Markets Trade Commerce Investment banking Securities and Management Emerging Markets/Globalization Investments Clasificación: 334.726 Empresas multinacionales Resumen: Highlighting an important emerging trend in FDI to Africa, this book consists of important contributions focusing on an increase in trade and investment between African countries. An area that until now has received little attention, this volume aims to define the key issues and explores the challenges and outcomes that have characterized Africa-to-Africa internationalization, providing guidance on directions for future research. Africa-to-Africa Internationalization includes both conceptual and empirical contributions, illustrating the practical issues in intra-African trade and investment. Providing readers with a deep sense of the realities and challenges of cross-border investments within the region, the cases included in the book are useful pedagogical materials for faculty members interested in teaching international business in the African context Nota de contenido: Part I: Exploring the Africa-to-Africa Internationalization Concept -- Chapter 1 Africa-to-Africa Internationalization: Emerging Trends and Key Issues (Nathaniel Boso, Ifedapo Adeleye and Lyal White) -- Chapter 2 Africa-to-Africa Internationalization: Future Trends and Research Avenues (Ifedapo Adeleye and Nathaniel Boso) -- Part II: Research Articles on Africa-to-Africa Internationalization -- Chapter 3 Examining the Factors Influencing the International Expansion of Nigerian Banks (Ebimo Olumide Amungo) -- Chapter 4 Corporate Political Activity and Intra-African Foreign Direct Investment: Evidence from Uganda's Electricity Industry (Charles Mbalyohere) -- Chapter 5 Inward Internationalization of Hotel Services: Evidence from Ghana (Emmanuel Kofi Adjei) -- Part III: Cases on Africa-to-Africa Internationalization -- Chapter 6 The Nigerian Beer Wars: SABMiller's Entry into the Nigerian Brewing Space En línea: http://dx.doi.org/10.1007/978-3-319-30692-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41608 Africa-to-Africa Internationalization : Key Issues and Outcomes [documento electrónico] / Ifedapo Adeleye ; SpringerLink (Online service) ; White, Lyal ; Boso, Nathaniel . - Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2016 . - XVIII, 275 p. 16 illus., 9 illus. in color : online resource. - (AIB Sub-Saharan Africa (SSA) Series) .
ISBN : 978-3-319-30692-6
Idioma : Inglés (eng)
Palabras clave: Business Globalization Markets Trade Commerce Investment banking Securities and Management Emerging Markets/Globalization Investments Clasificación: 334.726 Empresas multinacionales Resumen: Highlighting an important emerging trend in FDI to Africa, this book consists of important contributions focusing on an increase in trade and investment between African countries. An area that until now has received little attention, this volume aims to define the key issues and explores the challenges and outcomes that have characterized Africa-to-Africa internationalization, providing guidance on directions for future research. Africa-to-Africa Internationalization includes both conceptual and empirical contributions, illustrating the practical issues in intra-African trade and investment. Providing readers with a deep sense of the realities and challenges of cross-border investments within the region, the cases included in the book are useful pedagogical materials for faculty members interested in teaching international business in the African context Nota de contenido: Part I: Exploring the Africa-to-Africa Internationalization Concept -- Chapter 1 Africa-to-Africa Internationalization: Emerging Trends and Key Issues (Nathaniel Boso, Ifedapo Adeleye and Lyal White) -- Chapter 2 Africa-to-Africa Internationalization: Future Trends and Research Avenues (Ifedapo Adeleye and Nathaniel Boso) -- Part II: Research Articles on Africa-to-Africa Internationalization -- Chapter 3 Examining the Factors Influencing the International Expansion of Nigerian Banks (Ebimo Olumide Amungo) -- Chapter 4 Corporate Political Activity and Intra-African Foreign Direct Investment: Evidence from Uganda's Electricity Industry (Charles Mbalyohere) -- Chapter 5 Inward Internationalization of Hotel Services: Evidence from Ghana (Emmanuel Kofi Adjei) -- Part III: Cases on Africa-to-Africa Internationalization -- Chapter 6 The Nigerian Beer Wars: SABMiller's Entry into the Nigerian Brewing Space En línea: http://dx.doi.org/10.1007/978-3-319-30692-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41608 Ejemplares
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Título : Applied Investment Theory : How Markets and Investors Behave, and Why Tipo de documento: documento electrónico Autores: Coleman, Les ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Número de páginas: XXV, 246 p. 20 illus., 13 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-43976-1 Idioma : Inglés (eng) Palabras clave: Finance Investment banking Securities Capital market investments Macroeconomics Investments and Macroeconomics/Monetary Economics//Financial Economics Markets Appraisal Clasificación: 330 Economía en General Resumen: Institutions now dominate trading in equities around the world. Mutual funds are the most prominent, and doubly important as custodians of retirement savings. Despite this, there is no comprehensive description of fund manager behaviour, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and Why brings together academic research, empirical evidence and real market experience to provide new insights into equity markets and their behaviours. The book draws upon the author's rich industry experience and academic research, plus over 40 interviews with fund managers on three continents and across different markets. The result is an innovative model that explains the puzzle of poor performance by mutual funds in terms of structural features of markets, the managed investment industry, and the conduct of fund managers. This book provides a fully integrated depiction of what markets and investors do, and why - insights that will resonate with the needs of investors, wealth managers and industry regulators. It is fully documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the opacity of mutual fund operations. Applied Investment Theory sets out a new paradigm in investment that is at the forefront of what should be an industrial-scale development of new finance theory following two decades of almost back-to-back financial crises Nota de contenido: 1) Introduction -- Part 1: Investment Theory and Practice -- 2) Current Paradigm: Neoclassical Investment Theory -- 3) Behavioural Biases in Investor Decisions -- Part 2: Empirical Evidence Relating to Markets and Investors -- 4) Uncertainty in Investor Wealth -- 5) Market Practice: What We Reliably Know About Structure -- 6) Investor Behaviour: What We Reliably Know About Conduct -- Part 3: Towards an Enhanced Theory of Investment -- 7) Extracting Investment Theory From Empirical Evidence -- 8) The Story of How Fund Managers Value Equities -- 9) Piecing Together the jigsaw: Applied Investment Theory En línea: http://dx.doi.org/10.1007/978-3-319-43976-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41701 Applied Investment Theory : How Markets and Investors Behave, and Why [documento electrónico] / Coleman, Les ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2016 . - XXV, 246 p. 20 illus., 13 illus. in color : online resource.
ISBN : 978-3-319-43976-1
Idioma : Inglés (eng)
Palabras clave: Finance Investment banking Securities Capital market investments Macroeconomics Investments and Macroeconomics/Monetary Economics//Financial Economics Markets Appraisal Clasificación: 330 Economía en General Resumen: Institutions now dominate trading in equities around the world. Mutual funds are the most prominent, and doubly important as custodians of retirement savings. Despite this, there is no comprehensive description of fund manager behaviour, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and Why brings together academic research, empirical evidence and real market experience to provide new insights into equity markets and their behaviours. The book draws upon the author's rich industry experience and academic research, plus over 40 interviews with fund managers on three continents and across different markets. The result is an innovative model that explains the puzzle of poor performance by mutual funds in terms of structural features of markets, the managed investment industry, and the conduct of fund managers. This book provides a fully integrated depiction of what markets and investors do, and why - insights that will resonate with the needs of investors, wealth managers and industry regulators. It is fully documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the opacity of mutual fund operations. Applied Investment Theory sets out a new paradigm in investment that is at the forefront of what should be an industrial-scale development of new finance theory following two decades of almost back-to-back financial crises Nota de contenido: 1) Introduction -- Part 1: Investment Theory and Practice -- 2) Current Paradigm: Neoclassical Investment Theory -- 3) Behavioural Biases in Investor Decisions -- Part 2: Empirical Evidence Relating to Markets and Investors -- 4) Uncertainty in Investor Wealth -- 5) Market Practice: What We Reliably Know About Structure -- 6) Investor Behaviour: What We Reliably Know About Conduct -- Part 3: Towards an Enhanced Theory of Investment -- 7) Extracting Investment Theory From Empirical Evidence -- 8) The Story of How Fund Managers Value Equities -- 9) Piecing Together the jigsaw: Applied Investment Theory En línea: http://dx.doi.org/10.1007/978-3-319-43976-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41701 Ejemplares
Signatura Medio Ubicación Sección Estado ningún ejemplar
Título : Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics Tipo de documento: documento electrónico Autores: Dunis, Christian L ; SpringerLink (Online service) ; Middleton, Peter W ; Karathanasopolous, Andreas ; Theofilatos, Konstantinos Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Colección: New Developments in Quantitative Trading and Investment Número de páginas: XV, 344 p. 49 illus., 17 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-137-48880-0 Idioma : Inglés (eng) Palabras clave: Finance Corporations Banks and banking Investment Securities Risk management Artificial intelligence Economics, Mathematical Corporate Investments Banking Management Quantitative Intelligence (incl. Robotics) Clasificación: 330 Economía en General Resumen: As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field. Nota de contenido: 1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers? En línea: http://dx.doi.org/10.1057/978-1-137-48880-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41978 Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics [documento electrónico] / Dunis, Christian L ; SpringerLink (Online service) ; Middleton, Peter W ; Karathanasopolous, Andreas ; Theofilatos, Konstantinos . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XV, 344 p. 49 illus., 17 illus. in color : online resource. - (New Developments in Quantitative Trading and Investment) .
ISBN : 978-1-137-48880-0
Idioma : Inglés (eng)
Palabras clave: Finance Corporations Banks and banking Investment Securities Risk management Artificial intelligence Economics, Mathematical Corporate Investments Banking Management Quantitative Intelligence (incl. Robotics) Clasificación: 330 Economía en General Resumen: As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field. Nota de contenido: 1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers? En línea: http://dx.doi.org/10.1057/978-1-137-48880-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41978 Ejemplares
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