الصفحة 1
الصفحة 1
High Frequency Financial Econometrics : Recent Developments
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order aggressiveness in pure limit order book markets. The chapters on tick-by-tick data present statistical techniques for the analysis of the discrete nature of price movements, the intraday seasonal patterns of financial durations, and the joint probability law of prices, volume and durations. Bond markets are brought into focus through the analysis of macroeconomic announcements in the future bond market as a function of the business cycle.
Financial markets and institutions
A practical introduction to the workings of today's financial markets and institutions. Moving beyond the descriptions and definitions provided by other textbooks in the field, Financial Markets and Institutions encourages students to understand the connection between the theoretical concepts and their real-world applications. By enhancing students' analytical abilities and concrete problem-solving skills, this textbook prepares students for successful careers in the financial services industry or successful interactions with financial institutions, whatever their jobs
Essentials of investment and risk analysis : Theory and applications
Provides an overview of the evolution of investment and risk, together with a synthesis of research on these developments. It explores how exposures can be modified by measuring and managing them and introduces readers to the latest strategies and trends in investment. Broad in scope, the book covers the most important aspects of investment risk management, including the time value of money, financial markets, equity markets, bond markets, and portfolio theory.
Capital Markets, Globalization, and Economic Development
The progression of globalization is having profound effects on the capital markets and economic development. The major issues addressed in the book are: The Basel II capital accord / Bank safety nets / Corruption / Credit ratings and credit spread / International stock exchanges and bond markets / Microfinance / Project finance
Asias debt capital markets : Prospects and strategies for development
The book has three parts. Part I describes the characteristics and historical origins of these markets. Part II examines the contemporary bond markets and shows how they contribute to general welfare, describes the relationship between the banking sector and capital markets, and assesses prospects for reform in Asia's governmental and corporate debt markets. Part III explains the micro-level impediments and obstacles that must be the first targets of any reform efforts, provides an appraisal of attempts at regional cooperation to stimulate structural reform, and lastly contributes proposals to accelerate the growth and reach of bond markets throughout Asia.
