Sprache: Englisch
Verlag: VDM Verlag Dr. Mueller E.K., 2007
ISBN 10: 3836429489 ISBN 13: 9783836429481
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 41,11
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: VDM Verlag Dr. Mueller E.K., 2007
ISBN 10: 3836429489 ISBN 13: 9783836429481
Anbieter: moluna, Greven, Deutschland
EUR 45,24
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Sprache: Englisch
Verlag: VDM Verlag Dr. Müller Nov 2007, 2007
ISBN 10: 3836429489 ISBN 13: 9783836429481
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages.This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermarket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets.