Narrow search
Showing 1 - 10 of 1,889
Cover Image
A Guide for the Young Economist
Thomson, William - The MIT Press
This book is an invaluable handbook for young economists working on their dissertations, preparing their first articles … for submission to professional journals, getting ready for their first presentations at conferences and job seminars, or … make written and oral presentations both engaging and efficient. Declaring "I would certainly take up arms for clarity …
Persistent link: https://www.econbiz.de/10010535208
Cover Image
A Guide for the Young Economist
Thomson, William - The MIT Press
This book is an invaluable handbook for young economists working on their dissertations, preparing their first articles … for submission to professional journals, getting ready for their first presentations at conferences and job seminars, or … make written and oral presentations both engaging and efficient. Declaring "I would certainly take up arms for clarity …
Persistent link: https://www.econbiz.de/10010535225
Cover Image
Options' Prices Under Arithmetic Brownian Motion and Their Implication for Modern Derivatives Pricing
Liu, Qiang - 2009
The pricing formulas for European call and put options under arithmetic Brownian motion (ABM) are derived via risk-neutral valuation using the martingale measure, and checked against the corresponding Black-Scholes-like partial differential equation (PDE). In quite a few limiting cases, the...
Persistent link: https://www.econbiz.de/10012721450
Cover Image
Implementing Risk-Averse Implied Binomial Trees : Additional Theory, Empirics, and Extensions
Arnold, Tom - 2009
Arnold, Crack and Schwartz (2010) generalize the Rubinstein (1994) risk-neutral implied binomial tree (R-IBT) model by introducing a risk premium. Their new risk-averse implied binomial tree model (RA-IBT) has both probabilistic and pricing applications. They use the RA-IBT model to estimate the...
Persistent link: https://www.econbiz.de/10012721758
Cover Image
Central Limit Theorems When Data Are Dependent : Addressing the Pedagogical Gaps
Crack, Timothy Falcon - 2009
Although dependence in financial data is pervasive, standard doctoral-level econometrics texts do not make clear that the common central limit theorems (CLTs) contained therein fail when applied to dependent data. More advanced books that are clear in their CLT assumptions do not contain any...
Persistent link: https://www.econbiz.de/10012721896
Cover Image
History of Finance Research and Education in Finland : The First Thirty Years
Vaihekoski, Mika - 2008
This paper reviews the first thirty years of finance research and education in Finland, starting with publication of the first dissertation in finance in 1977. That was also the year when the first department of finance was established in Finland - among the first in the Nordic countries. This...
Persistent link: https://www.econbiz.de/10012723143
Cover Image
Why Airline Mergers Don't Work
Cook, Victor J. - 2008
Over the years since airline deregulation five of the remaining U.S. legacy carriers lost money on mergers that cost them a total of $29.6 billion. The combined market cap of these carriers at the end of 2007 was $15.5 billion. In other words, their return on merger investments was -48%. Why?...
Persistent link: https://www.econbiz.de/10012723970
Cover Image
Introduction to Financial Engineering : Markets and Investments
French, Craig W. - 2008
Persistent link: https://www.econbiz.de/10012724759
Cover Image
The Financial Psychology of Worry and Women
Ricciardi, Victor - 2008
This paper provides a review of significant academic studies and non-academic research endeavors in the realm of negative emotions (with an emphasis on worry), gender, and decision making. The author encourages behavioral finance researchers to place greater attention into the development of new...
Persistent link: https://www.econbiz.de/10012725519
Cover Image
Actuarial Economics
Orszag, J. Michael - 2008
A major change in the training of actuaries in the period since the 1990s has been the introduction of the concepts underlying financial economics into the mainstream of actuarial coursework. Yet in this same period, three parallel developments have taken place - changes in the traditional role...
Persistent link: https://www.econbiz.de/10012727136