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Financial Modeling Under Non-Gaussian Distributions
Springer 2007; US$ 84.99This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models... more...
RATS Handbook to Accompany Introductory Econometrics for Finance
Cambridge University Press 2008; US$ 33.00An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond. more...
Internationale Innovationsdynamik, Spezialisierung und Wirtschaftswachstum in der EU (Wirtschaftswissenschaftliche Beiträge) (German Edition)
Springer 2006; US$ 109.99Die vorliegende Studie untersucht theoretisch und empirisch die Zusammenhänge zwischen der Innovationsdynamik, den technologischen sowie wirtschaftlichen Spezialisierungen und den Wirtschaftswachstums- und Produktivitätsentwicklungen für die EU15-Staaten. Diese drei Aspekte stellt sie bei den empirischen Analysen in den Vordergrund. ? basierend auf... more...
Equity and Development
World Bank Publications 2006; US$ 14.99"The Berlin Workshop Series 2006 presents selected papers from meetings held in September 6 ? 8, 2004, at the 7th Annual Forum co-hosted by InWEnt and the World Bank in preparation for the Bank?s World Development Report. At the 2004 meetings, key researchers and policy makers from Europe, the United States, and developing countries met to identify... more...
An Assessment of the Investment Climate in South Africa
World Bank Publications 2007; US$ 14.99Most aspects of South Africa's investment climate - the location-specific factors that shape opportunities and incentives for firms to invest productively, create jobs, and grow - are favorable. The majority of large, registered firms believe that the legal system is able to protect their property rights. Infrastructure is reliable. Tax rates are... more...
Improving Investment Climates
World Bank Publications 2006; US$ 19.99This evaluation assesses the effectiveness of the World Bank Group in helping its member countries improve their investment climates, within the context of the World Bank Group's overall mission of poverty reduction and sustainable development. more...
Handbook of Financial Econometrics
Elsevier Science 2009; US$ 101.00Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement... more...
Handbook of Financial Econometrics
Elsevier Science 2009; US$ 160.00This collection of original articles?8 years in the making?shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine... more...
Globalization and Systemic Risk
World Scientific Publishing Company 2009; US$ 162.00The impact of globalization of financial markets is a highly debated topic, particularly in recent months when the issue of globalization and contagion of financial distress has become a focus of intense policy debate. The papers in this volume provide an up-to-date overview of the key issues in this debate. While most of the contributions were prepared... more...
A Long-Run Collaboration on Long-Run Games
World Scientific Publishing Company 2008; US$ 107.00This book brings together the joint work of Drew Fudenberg and David Levine (through 2008) on the closely connected topics of repeated games and reputation effects, along with related papers on more general issues in game theory and dynamic games. The unified presentation highlights the recurring themes of their work. more...









