to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that … statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. …

Root Utility Theory -- Decimal Trading in the U.S. Stock Markets -- Deposit Insurance Schemes -- Duration Analysis and Its … -- Experimental Economics and the Theory of Finance -- Financial Control and Transfer Pricing -- Financial Crisis, Capital Requirement …: Principles and Practices -- More on Equilibrium Credit Rationing and Interest Rates: A Theory with New Evidence -- Mortgage …

This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …