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Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.001.0001
Subject:
Economics and Finance, Financial Economics

This book presents an introduction to arbitrage theory and its applications to problems for financial derivatives. This second edition includes more advanced materials; appendices on measure theory, ... More

Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198775188
eISBN:
9780191595981
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198775180.001.0001
Subject:
Economics and Finance, Financial Economics

This book gives a comprehensive introduction to arbitrage theory for the pricing of contingent claims, such as options, futures, and other financial derivatives. The arbitrage theory for the term ... More

Asset ManagementA Systematic Approach to Factor Investing

Asset Management: A Systematic Approach to Factor Investing

Andrew Ang

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199959327
eISBN:
9780199382323
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199959327.001.0001
Subject:
Economics and Finance, Financial Economics

This book upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent. The key, the book argues, ... More

Asset Pricing and Portfolio Choice Theory

Asset Pricing and Portfolio Choice Theory

Kerry E. Back

Published in print:
2017
Published Online:
May 2017
ISBN:
9780190241148
eISBN:
9780190241179
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190241148.001.0001
Subject:
Economics and Finance, Financial Economics

This book is intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level and as a reference for financial researchers. The first two parts of the ... More

Asset Pricing in Discrete TimeA Complete Markets Approach

Asset Pricing in Discrete Time: A Complete Markets Approach

Ser-Huang Poon and Richard Stapleton

Published in print:
2005
Published Online:
July 2005
ISBN:
9780199271443
eISBN:
9780191602559
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271445.001.0001
Subject:
Economics and Finance, Financial Economics

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily ... More

Asset Pricing under Asymmetric InformationBubbles, Crashes, Technical Analysis, and Herding

Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding

Markus K. Brunnermeier

Published in print:
2001
Published Online:
November 2003
ISBN:
9780198296980
eISBN:
9780191596025
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198296983.001.0001
Subject:
Economics and Finance, Financial Economics

Asset prices are driven by public news and information that is dispersed among many market participants. Traditional asset pricing theories have assumed that all investors hold symmetric information. ... More

Banking Strategy, Credit Appraisal, and Lending DecisionsA Risk–Return Framework

Banking Strategy, Credit Appraisal, and Lending Decisions: A Risk–Return Framework

Hrishikes Bhattacharya

Published in print:
2011
Published Online:
September 2012
ISBN:
9780198074106
eISBN:
9780199080861
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198074106.001.0001
Subject:
Economics and Finance, Financial Economics

Banks and financial institutions are faced with two apparently conflicting phenomena — interest rate deregulation on the one hand and capital adequacy requirements and prudential norms on the other. ... More

Beyond Greed and FearUnderstanding Behavioral Finance and the Psychology of Investing

Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing

Hersh Shefrin

Published in print:
2002
Published Online:
November 2003
ISBN:
9780195161212
eISBN:
9780199832996
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0195161211.001.0001
Subject:
Economics and Finance, Financial Economics

Behavioral finance is the study of how psychology impacts finance. This book represents the first general, comprehensive treatment of the subject. The book explains how psychological phenomena impact ... More

Beyond Junk BondsExpanding High Yield Markets

Beyond Junk Bonds: Expanding High Yield Markets

Glenn Yago and Susanne Trimbath

Published in print:
2003
Published Online:
November 2003
ISBN:
9780195149234
eISBN:
9780199871865
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0195149238.001.0001
Subject:
Economics and Finance, Financial Economics

Since financial myths exploded in the 1980s, the perspective of time creates a unique opportunity to update and expand the analysis begun in Glenn Yago's 1991 book, Junk Bonds: How High Yield ... More

Brain Drain and Brain GainThe Global Competition to Attract High-Skilled Migrants

Brain Drain and Brain Gain: The Global Competition to Attract High-Skilled Migrants

Tito Boeri, Herbert Brücker, Frédéric Docquier, and Hillel Rapoport (eds)

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199654826
eISBN:
9780191742095
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199654826.001.0001
Subject:
Economics and Finance, Development, Growth, and Environmental, Financial Economics

This volume reviews the most recent research on brain drain and brain gain, producing new original results by the means of data sources specifically assembled for this study, and addressing several ... More

Business Cycle Theory

Business Cycle Theory

Lutz G. Arnold

Published in print:
2002
Published Online:
October 2011
ISBN:
9780199256815
eISBN:
9780191698385
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199256815.001.0001
Subject:
Economics and Finance, Financial Economics

Business cycle theory is a broad and disparate field. Different schools of thought offer alternative explanations for cycles, often using different mathematical methods. This book aims to provide ... More

Capital Adequacy beyond BaselBanking, Securities, and Insurance

Capital Adequacy beyond Basel: Banking, Securities, and Insurance

Hal S. Scott (ed.)

Published in print:
2005
Published Online:
January 2007
ISBN:
9780195169713
eISBN:
9780199783717
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195169713.001.0001
Subject:
Economics and Finance, Financial Economics

This book is timely since the Basel Committee on Banking Supervision at the Bank for International Settlements is in the process of making major revisions in the capital rules for banks. It is ... More

Capital FailureRebuilding Trust in Financial Services

Capital Failure: Rebuilding Trust in Financial Services

Nicholas Morris and David Vines (eds)

Published in print:
2014
Published Online:
October 2014
ISBN:
9780198712220
eISBN:
9780191780752
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198712220.001.0001
Subject:
Economics and Finance, Financial Economics, Economic Systems

Trustworthiness in the financial services industry was eroded by deregulation and the changes to industry structure and remuneration which followed. Deregulation was based on a belief that the ... More

Capital Markets and Corporate Governance

Capital Markets and Corporate Governance

Nicholas Dimsdale and Martha Prevezer (eds)

Published in print:
1994
Published Online:
January 2015
ISBN:
9780198287889
eISBN:
9780191828867
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198287889.001.0001
Subject:
Economics and Finance, Financial Economics

This book discusses major issues in corporate governance. The chapters concentrate upon the financing of corporations, and the role of the banks and stock markets in the United Kingdom, Germany, and ... More

The Challenges of PrivatizationAn International Analysis

The Challenges of Privatization: An International Analysis

Bernardo Bortolotti and Domenico Siniscalco

Published in print:
2004
Published Online:
April 2004
ISBN:
9780199249343
eISBN:
9780191600845
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199249342.001.0001
Subject:
Economics and Finance, Financial Economics

This book provides a systematic account of the privatization process at the global scale, presenting an overarching description of the phenomenon, and panel data empirical analyses testing some of ... More

Changing FortunesIncome Mobility and Poverty Dynamics in Britain

Changing Fortunes: Income Mobility and Poverty Dynamics in Britain

Stephen P. Jenkins

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199226436
eISBN:
9780191728457
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199226436.001.0001
Subject:
Economics and Finance, Financial Economics, Macro- and Monetary Economics

Britain's income distribution is like a multi-story apartment building with the numbers of residents on the different floors corresponding to the concentration of people at different income levels in ... More

China's Banking TransformationThe Untold Story

China's Banking Transformation: The Untold Story

James Stent

Published in print:
2017
Published Online:
December 2016
ISBN:
9780190497033
eISBN:
9780190497064
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190497033.001.0001
Subject:
Economics and Finance, Financial Economics

China’s Banking Transformation explains how Chinese banks work, analyzes their strengths and weaknesses, and sets forth the challenges they face in a slowing economy. Based on his twelve years of ... More

China's Remarkable Economic Growth

China's Remarkable Economic Growth

John Knight and Sai Ding

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199698691
eISBN:
9780191739118
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199698691.001.0001
Subject:
Economics and Finance, South and East Asia, Financial Economics

How has the Chinese economy managed to grow at such a remarkable rate — no less than ten per cent per annum — for over three decades? This book combines economic theory, empirical estimation, and ... More

CommoditiesMarkets, Performance, and Strategies

Commodities: Markets, Performance, and Strategies

H. Kent Baker, Greg Filbeck, and Jeffrey H. Harris (eds)

Published in print:
2018
Published Online:
March 2018
ISBN:
9780190656010
eISBN:
9780190656041
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656010.001.0001
Subject:
Economics and Finance, Financial Economics

In today’s dynamic financial environment, commodity markets can be accessed with products that create unique risk and return dynamics for investors worldwide. Commodities: Markets, Performance, and ... More

Competing in the Information AgeAlign in the Sand

Competing in the Information Age: Align in the Sand

Jerry N. Luftman

Published in print:
2003
Published Online:
January 2005
ISBN:
9780195159530
eISBN:
9780199834983
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0195159535.001.0001
Subject:
Economics and Finance, Financial Economics

This book presents a new set of practical and powerful tools to help business get the full benefit from their information technology (IT) investments. It addresses how organizations can work together ... More

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