Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it...

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm...

Sustainable Investing is fast becoming an essential method of generating long-term returns, moving beyond the negative approaches to socially responsible investing that have dominated the field. This book, our second on the subject, provides over 15 case studies of leading global investors and...

Technology is permanently transforming the banking industry, and digital payments are the keyElectronic Payments, Mobile Commerce, and Virtual Banking: A Guide to Innovation, Partnering, and Regulationtakes a hands-on approach to competing in the modern banking environment. Former PayPal Head of...

The clarity and guidance valuation analysts have been thirsting for The business appraisal community regularly names the valuation of pass-through entities as a major issue of concern. Courts, appraisers, and the IRS have long been at odds on the topic, and the contention within the appraisal...

"The hedge fund sector has grown far beyond popular trading strategies like 'Global Macro', 'Short Selling' or 'Arbitrage' in recent decades. With the establishment of increasingly complex, quantitative trading strategies and the popularity of the fund-of-funds structure, this book addresses the...

Gain a deeper understanding of Asian financial reporting and how to detect irregularities The Asian region, and particularly China, is becoming a hotbed of investment activity. There have been quite a few accounting scandals in Asia in the recent years - now rivaling those we have seen in the...

Take an active management approach with liquid alternatives to increase R.O.I. Take advantage of inefficiencies in the market by investing in alternative assets. Hedge fund and private equity investment diversifies your portfolio and helps shield you from market volatility, allowing your more...

Discover analytical tools and practices to help improve the quality of risk management in government organizations Federal agencies increasingly recognize the importance of active risk management to help ensure that they can carry out their missions. High impact events, once thought to occur...

Detailed, actionable guidance for expanding your revenue in the face of a new virtual market Written by industry authority Charles H. Green, Banker's Guide to New Small Business Finance explains how a financial bust from one perfect storm-the real estate bubble and the liquidity collapse in...