WWW.I-SIM.RU

Robert Merton C. Finance, Economics, and Mathematics


The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life's work of an industry leader. Going beyond the papers, you'll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking. Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again. Explore Vasicek's insights on topics he helped create Discover his research and ideas that have gone unpublished—until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in quantitative finance Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs.

6986.8 RUR

/ / похожие

Подробнее

Betty Simkins Energy Finance and Economics. Analysis and Valuation, Risk Management, and the Future of Energy


Thought leaders and experts offer the most current information and insights into energy finance Energy Finance and Economics offers the most up-to-date information and compelling insights into the finance and economics of energy. With contributions from today's thought leaders who are experts in various areas of energy finance and economics, the book provides an overview of the energy industry and addresses issues concerning energy finance and economics. The book focuses on a range of topics including corporate finance relevant to the oil and gas industry as well as addressing issues of unconventional, renewable, and alternative energy. A timely compendium of information and insights centering on topics related to energy finance Written by Betty and Russell Simkins, two experts on the topic of the economics of energy Covers special issues related to energy finance such as hybrid cars, energy hedging, and other timely topics In one handy resource, the editors have collected the best-thinking on energy finance.

9193.16 RUR

/ / похожие

Подробнее

Zamir Iqbal New Issues in Islamic Finance and Economics


New Issues in Islamic Finance & Economics: Progress and Challenges provides a review of the main issues and challenges facing Islamic finance. The application of Islamic finance is currently limited to banking. This book starts with an overview of the factors and motives behind the development of Islamic finance. A critical review of issues facing the industry is provided followed by a detailed analysis of areas where further attention is required. The book offers some original thinking on issues pertaining to governance, institutions, public finance and economic development within an Islamic financial system.

14120.7 RUR

/ / похожие

Подробнее

Robert L. Imperato Merton and Walsh on the Person

Clare McAndrew Fine Art and High Finance. Expert Advice on the Economics of Ownership


Art and finance coalesce in the elite world of fine art collecting and investing. Investors and collectors can’t protect and profit from their collections without grappling with a range of complex issues like risk, insurance, restoration, and conservation. They require intimate knowledge not only of art but also of finance. Clare McAndrew and a highly qualified team of contributors explain the most difficult financial matters facing art investors. Key topics include: Appraisal and valuation Art as loan collateral Securitization and taxation Investing in art funds Insurance The black-market art trade Clare McAndrew has a PhD in economics and is the author of The Art Economy. She is considered a leading expert on the economics of art ownership.

2938.13 RUR

/ / похожие

Подробнее

QFinance Pocket Dictionary of Finance. Qfinance the Ultimate Resource


Pocket Dictionary of Finance An essential reference for busy finance professionals, the Pocket Dictionary of Finance will help you keep up-to-date with the latest terminology. Over 5,000 clear definitions of key finance terms Compiled by an international team of expert researchers and information 1 specialists Covers the fields of accounting, currency & exchange, economics, insurance, markets, regulation, risk, statistics, investments, and treasury management Abbreviations, acronyms, and jargon clearly defined Mini-essays explain more complex concepts Reflects the language of the global finance industry

1938 RUR

/ / похожие

Подробнее

Unurjargal Nyambuu Globalization, Gating, and Risk Finance


An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers. Globalization, Gating, and Risk Finance offers perspectives on global risk finance in a world with economies in transition. Developed from lectures and research projects investigating the consequences of globalization and strategic approaches to fundamental economics and finance, it provides an approach based on financial models and data; it includes many case-study problems. The book departs from the traditional macroeconomic and financial approaches to global and strategic risk finance, where economic power and geopolitical issues are intermingled to create complex and forward-looking financial systems. Chapter coverage includes: Globalization: Economies in Collision; Data, Measurements, and Global Finance; Global Finance: Utility, Financial Consumption, and Asset Pricing; Macroeconomics, Foreign Exchange, and Global Finance; Foreign Exchange Models and Prices; Asia: Financial Environment and Risks; Financial Currency Pricing, Swaps, Derivatives, and Complete Markets; Credit Risk and International Debt; Globalization and Trade: A Changing World; and Compliance and Financial Regulation. Provides a framework for global financial and inclusive models, some of which are not commonly covered in other books. Considers risk management, utility, and utility-based multi-agent financial theories. Presents a theoretical framework to assist with a variety of problems ranging from derivatives and FX pricing to bond default to trade and strategic regulation. Provides detailed explanations and mathematical proofs to aid the readers’ understanding. Globalization, Gating, and Risk Finance is appropriate as a text for graduate students of global finance, general finance, financial engineering, and international economics, and for practitioners.

9266.71 RUR

/ / похожие

Подробнее

Monica R. Weis Thomas Merton and the Celts


Thomas Merton and the Celts offers a new lens through which to view Merton's life and spirituality. By examining unpublished letters, notebooks, and taped conferences for the Trappist novices–previously unavailable to the general reader–the author breaks new ground in Merton studies, revealing Merton's growing fascination with his Welsh ancestry, Celtic monasticism, and early Irish hermit poetry. Merton, having immersed himself in reading about Celtic Christianity–not just about liturgy, but about household rituals, illuminated manuscripts, high crosses, and hermit poetry as well–recognized in these ancient hermits who lived on «water and herbs,» experienced kinship with creatures, and wrote poems about the birds a mirror of his own desires. Indeed, in a profound way and at a deep level, Merton discovered himself in Celtic Christianity.

1544.45 RUR

/ / похожие

Подробнее

Marine Habart-Corlosquet VaR Methodology for Non-Gaussian Finance


With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) – one of the most popular risk indicator techniques plays a fundamental role in defining appropriate levels of equities. The aim of this book is to show how new VaR techniques can be built more appropriately for a crisis situation. VaR methodology for non-Gaussian finance looks at the importance of VaR in standard international rules for banks and insurance companies; gives the first non-Gaussian extensions of VaR and applies several basic statistical theories to extend classical results of VaR techniques such as the NP approximation, the Cornish-Fisher approximation, extreme and a Pareto distribution. Several non-Gaussian models using Copula methodology, Lévy processes along with particular attention to models with jumps such as the Merton model are presented; as are the consideration of time homogeneous and non-homogeneous Markov and semi-Markov processes and for each of these models. Contents 1. Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III. 2. Classical Value-at-Risk (VaR) Methods. 3. VaR Extensions from Gaussian Finance to Non-Gaussian Finance. 4. New VaR Methods of Non-Gaussian Finance. 5. Non-Gaussian Finance: Semi-Markov Models. About the Authors Marine Habart-Corlosquet is a Qualified and Certified Actuary at BNP Paribas Cardif, Paris, France. She is co-director of EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France), and associate researcher at Telecom Bretagne (Brest, France) as well as a board member of the French Institute of Actuaries. She teaches at EURIA, Telecom Bretagne and Ecole Centrale Paris (France). Her main research interests are pandemics, Solvency II internal models and ALM issues for insurance companies. Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Telecom Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company. Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Roma “La Sapienza” in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.

15112.59 RUR

/ / похожие

Подробнее

Robert H. Nelson Economics as Religion


In this study, Robert H. Nelson explores the genesis, the prophets, the prophesies, and the tenets of what he sees as a religion of economics that has come into full blossom in latter-day America. Nelson does not see "theology" as a bad word, and his examination of the theology underlying Samuelsonian and Chicagoan economics is not a put-down. It is a way of seeing the rhetoric of fundamental belief—what has been called "vision."

2499.8 RUR

/ / похожие

Подробнее

Official Website - Robert C. Merton

Robert C. Merton. Distinguished Professor of Finance, MIT Sloan School & Nobel Laureate – Economics 1997. School of Management Distinguished Professor of Finance, MIT Sloan School of Management . University Professor Emeritus, Harvard University. Recipient of Alfred Nobel Memorial Prize in Economic Sciences, 1997 (shared with Myron S. Scholes) Search. Publications, Videos & News. Search ...

Robert C. Merton - Wikipedia

Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model.

Robert C. Merton | MIT Sloan

MIT Golub Center for Finance and Policy Robert C. Merton is the School of Management Distinguished Professor of Finance at MIT Sloan School of Management, and the John and Natty McArthur University Professor Emeritus at Harvard University.

Robert C. Merton – Wikipedia

Robert Cox Merton (* 31. Juli 1944 in New York) ist ein US-amerikanischer Ökonom und Hochschullehrer. Sein Hauptgebiet ist die quantitative Analyse des Kapitalmarkts mit Methoden der modernen Stochastik, basierend auf einer Modellierung des zukünftigen Kursverlaufs der Kapitalgüter als kontinuierliche Brownsche Bewegung.

Robert C. Merton - Faculty & Research - Harvard Business ...

Robert C. Merton is the School of Management Distinguished Professor of Finance at the MIT Sloan School of Management.

Robert C. Merton - Investopedia

Robert C. Merton is best known for the Black-Scholes model, also known as the Black-Scholes-Merton model. The Black-Scholes model is a model of price variation of financial instruments such as...

Robert C. Merton and the Science of Finance | Annual ...

Starting with his 1970 doctoral dissertation and continuing to today, Robert C. Merton has revolutionized the theory and practice of finance. In 1997, Merton shared a Nobel Prize in Economics “for a new method to determine the value of derivatives.” His contributions to the science of finance, however, go far beyond that.

Continuous-Time Finance (Macroeconomics and Finance ...

Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual financial choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.

Continuous-Time Finance - zulfahmed

Continuous-Time Finance Robert C. Merton Revised Edition. Foreword A great economist of an earlier generation said that, useful though economic theory is for understanding the world, no one would go to an economic theorist for advice on how to run a brewery or produce a mousetrap. Today that sage would have to change his tune: economic principles really do apply and woe to the accountant or ...

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF ...

Robert C. Merton. Associate Professor of Finance. Associate Professor of Finance, Massachusetts Institute of Technology. I thank J. Ingersoll for doing the computer simulations and for general scientific assistance. Aid from the National Science Foundation is gratefully acknowledged.Search for more papers by this author . Robert C. Merton. Associate Professor of Finance. Associate Professor of ...

Merton Model Definition

In 1974, economist Robert C. Merton proposed this model for assessing the structural credit risk of a company by modeling the company's equity as a call option on its assets. This model was later ...

A Functional Perspective of Financial Intermediation

Robert C. Merton Robert C. Merton is George F. Baker Professor of Business Administration at the Graduate School of Business, Harvard University, Boston, MA. New financial product designs, improved computer and telecommunications technology, and advances in the theory of finance have led to dramatic and rapid changes in the structure of global financial markets and institutions. This paper ...

Robert C. Merton and the Science of Finance

Paul Samuelson, the first American to receive the Nobel Prize in Economic Sciences, once compared Robert C. Merton’s influence on finance to Isaac Newton’s impact on physics. Put another way, starting with his 1970 doctoral dissertation and continuing today, Merton has revolutionized the theory and practice of finance.

ROBERT C. MERTON AND THE SCIENCE OF FINANCE A COLLECTION

ROBERT C. MERTON AND THE SCIENCE OF FINANCE Zvi Bodie Professor Emeritus, Boston University From his pioneering work on optimal portfo-lio selection to options pricing and retirement security, Robert C. Merton, the 1997 Nobel lau-reate in economics, continues to seek innovative solutions for complex financial problems.

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF ...

Robert C. Merton I. Introduction The value of a particular issue of corporate debt depends esentially on three items: (1) the required rate of return on riskless (in terms of default) debt (e.&., government bonds or very high-grade corporate bonds); (2) the various provisions and restrictions contained in the indenture (e.g., maturity date, coupon rate, call terms, seniority in the event of ...

Robert C. Merton and the Science of Finance by Zvi Bodie ...

Starting with his 1970 doctoral dissertation and continuing to today, Robert C. Merton has revolutionized the theory and practice of finance. In 1997 Merton shared a Nobel Prize in Economics “for a new method to determine the value of derivatives.” His contributions to the science of finance, however, go far beyond that.

Robert C. Merton: The First Financial Engineer | Annual ...

I want to consider Robert C. Merton the financial engineer—the very first financial engineer, as a matter of fact. Now, I realize that this is a somewhat loaded term these days. I don't use it lightly and will spend some time unpacking it and describing exactly what I mean by financial engineer and why financial engineering as a concept is so important for the science of finance. ECONOMICS ...

Robert C. Merton and the Science of Finance: A Collection

Robert C. Merton, 1997 Nobel Prize winner in economics, has been at the forefront of research on many topics in financial economics. In this publication, leading researchers explain Merton’s impact on financial theory and practice.

Continuous-Time Finance - Merton, Robert C. - Amazon.de ...

Economic theorists and finance practitioners alike turn to the work of Robert C. Merton as the seedbed for the theory of continuous-time finance theory. In this book, Merton provides an overview and synthesis of finance theory from the perspective of continuous-time analysis that covers individual financial choice, corporate finance, financial intermediation, capital markets, and selected ...

Masters of Finance: Robert C. Merton - YouTube

About Press Copyright Contact us Creators Advertise Developers Terms Privacy Policy & Safety How YouTube works Test new features Press Copyright Contact us Creators ...

Robert C. Merton and the Science of Finance by Zvi Bodie ...

Robert C. Merton and the Science of Finance. Annual Review of Financial Economics, Vol. 11, pp. 1-20, 2019 Posted: 12 Jan 2020. Date Written: December 18, 2018. Abstract. Starting with his 1970 doctoral dissertation and continuing to today, Robert C. Merton has revolutionized the theory and practice of finance. In 1997 Merton shared a Nobel Prize in Economics “for a new method to determine ...

Robert C. Merton President of the American Finance Association

Robert C. Merton President of the American Finance Association 1986 . THE JOURNAL OF FINANCE * VOL. XLII, NO. 3 * JULY 1987 A Simple Model of Capital Market Equilibrium with Incomplete Information ROBERT C. MERTON* I. Prologue THE SPHERE of model financial economics encompasses finance, micro invest- ment theory and much of the economics of uncertainty. As is evident from its influence on ...

Finance - Zvi Bodie, Robert C. Merton - Google Books

Finance Zvi Bodie, Robert C. Merton Snippet view - 1998. Common terms and phrases. amount annual Answer assume bank bonds borrowing calculator called capital cash flows Chapter compute consider contract corporate cost debt decisions discount dividend dollar earnings economic equal equity estimate example exchange expected face value Figure firm firm's formula forward price funds future future ...

Robert C. Merton on the Master of Finance Program - YouTube

MIT Sloan Professor and Nobel laureate Robert C. Merton shows Master of Finance students how the program will provide them with the tools and understanding t...

Robert C. Merton | Biography, Nobel Prize, & Facts ...

Robert C. Merton, (born July 31, 1944, New York City, New York, U.S.), American economist known for his work on finance theory and risk management and especially for his contribution to assessing the value of stock options and other derivatives. In 1997 Merton shared the Nobel Prize for Economics with Myron S. Scholes, whose option valuation model, the Black-Scholes formula (developed with ...

Robert Merton - Trust and the Financial Sector | UBS Nobel ...

Robert Merton was eight years old when he began his entrepreneurial activities. He created the fictitious RCM Savings of Dollars and Cents Company and collected money from family and friends. Two years later, he bought his first share of stocks. He was a special kid. It’s no surprise, he went on to become one of the most influential researchers in financial economics, expanding the Black ...

A CONCEPTUAL FRAMEWORK FOR ANALYZING THE FINANCIAL SYSTEM ...

Robert C. Merton and Zvi Bodie Financial markets and intermediaries today are globally linked through a vast international telecommunications network, so that the trading of securities and the tra ...

Robert C. Merton and the Science of Finance - Central-Banks

Zvi Bodie, Professor Emeritus, Boston University pays tribute to Prof Merton’s work: In my view, no individual has contributed more to the beneficial relationship between finance theory and practice than Robert C. Merton. Today, he still teaches at MIT and often lectures around the world. Not only has “The Mertonian Revolution in Finance” helped shape modern finance, it has also ...

Robert C. Merton | IDEAS/RePEc

Robert C. Merton, 1992. "Financial Innovation And Economic Performance," Journal of Applied Corporate Finance, Morgan Stanley, vol. 4(4), pages 12-22, January. Merton, Robert C, 1987. "A Simple Model of Capital Market Equilibrium with Incomplete Information," Journal of Finance, American Finance Association, vol. 42(3), pages 483-510, July. Merton, Robert C., 1987. " A simple model of capital ...

Continuous-Time Finance: 9780631185086: Economics Books ...

Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual financial choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance. For this revised edition a new section on managing university endowments has been ...

Robert C. Merton and the Science of Finance > Pension ...

Robert C. Merton and the Science of Finance gaby. November 8, 2019. Articles, Investing. 0 Comments. Views : 139. 0. By Zvi Bodie Starting with his 1970 doctoral dissertation and continuing to today, Robert C. Merton has revolutionized the theory and practice of finance. In 1997 Merton shared a Nobel Prize in Economics “for a new method to determine the value of derivatives.” His ...

Finanzas - Zvi Bodie, Robert C. Merton - Google Books

Zvi Bodie, Robert C. Merton. Pearson Educación, 2004 - Business & Economics - 479 pages. 20 Reviews ¿Qué son las finanzas? - El sistema financiero - Interpretación y pronóstico de los estados financieros - El valor del dinero en el tiempo y el análisis del flujo de efectivo descontado - Planeación financiera del ciclo de vida - Análisis de los proyectos de inversión - Principios de ...

Robert Merton & Agustín Carstens on Finance as Information

Robert C. Merton is the School of Management Distinguished Professor of Finance at MIT Sloan School of Management, and the John and Natty McArthur University Professor Emeritus at Harvard University. After receiving a PhD in Economics from MIT in 1970, Merton served on the finance faculty of MIT’s Sloan School of Management until 1988, at which time he was the J.C. Penney Professor of ...

Financial Economics (2nd Edition) (Pearson Custom Library ...

Financial Economics (2nd Edition) (Pearson Custom Library: Learning Resources) [Bodie, Zvi, Merton, Robert C, Cleeton, David] on Amazon.com. *FREE* shipping on qualifying offers. Financial Economics (2nd Edition) (Pearson Custom Library: Learning Resources)

Finanzas - 1ra Edición - Zvi Bodie & Robert C. Merton.pdf ...

Finanzas - 1ra Edición - Zvi Bodie & Robert C. Merton.pdf. Finanzas - 1ra Edición - Zvi Bodie & Robert C. Merton.pdf. Sign In. Details ...

Robert C. Merton - ResearchGate

Robert C. Merton Zvi Bodie The high cost of international economic and financial crises highlights the need for a comprehensive framework to assess the robustness of national economic and ...

Robert C. Merton and the science of finance - EconBiz

Robert C. Merton and the scien... More details; Robert C. Merton and the science of finance . Zvi Bodie. Year of publication: 2020. Authors: Bodie, Zvi: Other Persons: Merton, Robert C. (honouree) Published in: Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 12.2020, p. 19-38 Subject: theory and practice of finance | dynamic ...

Books by Robert C. Merton (Author of Continuous-Time Finance)

Robert C. Merton has 23 books on Goodreads with 613 ratings. Robert C. Merton’s most popular book is Financial Economics.

Robert C. Merton - Academic dictionaries and encyclopedias

Robert Carhart Merton (* 31.Juli 1944 in New York) erhielt 1997 gemeinsam mit Myron S. Scholes den Preis für Wirtschaftswissenschaften der schwedischen Reichsbank in Gedenken an Alfred Nobel.In der Begründung hieß es: „Für ihre Ausarbeitung einer mathematischen Formel zur Bestimmung von Optionswerten an der Börse“. Leben. Robert C. Merton ist der Sohn von Robert K. Merton.

Robert Merton on Financial Innovation - Dimensional

Robert Merton on Financial Innovation. By Robert C. Merton, PhD, Nobel Laureate and Resident Scientist at Dimensional. Jun 24, 2019. 3 Minute Read. Topic. Retirement. As Dimensional’s Resident Scientist, Robert Merton is passionate about pursuing real-world applications of leading research. He recently visited the firm’s offices in London and Berlin to share his ideas on goals-based ...

Robert C. Merton – Observations on the Science of Finance ...

Robert C. Merton (John and Natty McArthur University Professor, Harvard Business School) Observations on the Science of Finance in the Practice of Finance: Past, Present, and Future . For several decades, financial innovation has been a central force driving the global financial system toward greater efficiency with considerable economic benefit having accrued from those changes. The ...

FINANCIAL ECONOMICS BODIE MERTON CLEETON PDF

Financial economics / Zvi Bodie, Robert C. Merton, David L. Cleeton – Details – Trove. Exam Copy for Financial Economics, 2nd Edition. Zvi Bodie Robert C. Overview Features Contents Order Overview. Description For undergraduate and graduate courses in corporate finance, financial management, and financial economics. New to This Edition.

Bodie & Merton, Finance | Pearson

This significant new finance text has a broader scope and greater emphasis on general principles than most other introductory finance texts, which typically focus exclusively on corporate finance. This text incorporates Corporate Finance, investments, and institutions. Acclaimed authors Bodie and Merton offer an approach balanced among the three “pillars” of finance—optimization over ...

Robert K. Merton: free download. Ebooks library. On-line ...

Robert K. Merton. The sociology of science: Theoretical and empirical investigations. Ed. and with an introduction by Norman W. Storer. Chicago and London: University of Chicago Press, 1973. xxxi + 605 pp. $8.95 (paper). Thomas F. Gieryn, ed. Science and Social Structure: A festschrift for Robert K. Merton. Transactions of the New York Academy ...

Robert C. Merton - Infogalactic: the planetary knowledge core

Robert C. Merton is the School of Management Distinguished Professor of Finance at the MIT Sloan School of Management. He is resident scientist at Dimensional Fund Advisors , where he developed a next-generation integrated pension-management solution system that addresses deficiencies associated with traditional defined-benefit and defined-contribution plans.

Robert C. Merton - Wikipedia, den frie encyklopædi

Robert Cox Merton (født 31. juli 1944 i New York City) er en amerikansk økonom og professor ved MIT Sloan School of Management. I 1997 modtog han Nobelprisen i økonomi sammen med Myron Scholes "for en ny metode til at bestemme værdien af finansielle derivater". Merton og Scholes er også kendt for at have grundlagt hedgefonden Long-Term Capital Management, der fik et dramatisk sammenbrud i ...

Robert C. Merton - Wikipedia Bahasa Melayu, ensiklopedia bebas

Robert Cox Merton (dilahirkan pada 31 Julai 1944) ialah seorang ahli ekonomi Amerika, Hadiah Peringatan Nobel dalam Sains Ekonomi, dan profesor di Sekolah Pengurusan MIT Sloan, yang dikenali sebagai sumbangan perintisnya kepada kewangan berterusan, terutama kali pertama model harga pilihan, formula Black-Scholes.Pada tahun 1993, Merton mengasaskan pengurusan dana jangka panjang dana lindung nilai.

Группа авторов Numerical Methods in Finance and Economics


A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?–the powerful numerical computing environment–for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: * In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies * New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 * New chapter on binomial and trinomial lattices * Additional treatment of partial differential equations with two space dimensions * Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance * New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.

16062.29 RUR

/ / похожие

Подробнее

Mary Frances Coady Merton & Waugh


From 1948 to 1952 the lives of Trappist monk Thomas Merton and British novelist Evelyn Waugh were closely intertwined. During these years, Waugh became enthusiastic about American Catholicism, and in particular, monasticism as seen through the eyes of the author of The Seven Storey Mountain. He agreed to edit Merton’s autobiography and the subsequent Waters of Siloe for publication in Britain. In this close examination of their friendship, through their correspondence, we see Waugh’s coaching of a younger writer and Waugh’s brief infatuation with America. Most of all, we witness Merton the writing student and spiritual master and Waugh the master of prose and conflicted penitent. And we see how the two men diverge as the Second Vatican Council takes hold in Catholicism and the church experiences profound change.
"This careful study sheds light on Merton the writer with Evelyn Waugh as his tutor. It is also an interesting snapshot of the culture of midtwentieth century Catholic renewal." —Lawrence S. Cunningham, John A. O'Brien Professor of Theology (Emeritus), The University of Notre Dame
“An absorbing exchange of letters between Thomas Merton and Evelyn Waugh, focusing principally on Waugh’s editing of the British publication of The Seven Storey Mountain and The Waters of Siloe. Waugh’s sometimes barbed comments caused Merton to reflect deeper on what he was writing and how he should respond, as positively as he could, to this influential Catholic novelist. A wonderful, brief study of both men.” —Patrick Samway, S.J., editor of The Letters of Robert Giroux and Thomas Merton (forthcoming, University of Notre Dame Press, 2015)
“Dedicated readers of Evelyn Waugh and Thomas Merton know of the connections between two major Catholic writers, especially of Waugh as editor and writing coach for Merton's work. But in this brief but thoroughly researched book, Coady provides important new details about Merton's role not just as willing student but as spiritual advisor to Waugh and puts those details into the cultural and religious context of the years after World War II in clear and sometimes eloquent fashion.” —Robert Murray Davis, author of Brideshead Revisited: The Past Redeemed

955.35 RUR

/ / похожие

Подробнее

М. А. Белогаш Economics. Finance. Management. Английский язык в сфере экономики, финансов и менеджмента

Robert H. Nelson Economics as Religion


Robert Nelson’s Reaching for Heaven on Earth , Economics as Religion , and The New Holy Wars: Economic Religion Versus Environmental Religion in Contemporary America read almost like a trilogy, exploring and charting the boundaries of theology and economics from the Western foundations of ancient Greece through the traditions that Nelson identifies as “Protestant” and “Roman,” and on into modern economic forms such as Marxism and capitalism, as well as environmentalism. Nelson argues that economics can be a genuine form of religion and that it should inform our understanding of the religious developments of our times. This edition of Economics as Religion situates the influence of his work in the scholarly economic and theological conversations of today and reflects on the state of the economics profession and the potential implications for theology, economics, and other social sciences.

2132.08 RUR

/ / похожие

Подробнее

Aaron Brown Fischer Black and the Revolutionary Idea of Finance


Praise for FISCHER BLACK AND THE REVOLUTIONARY IDEA OF FINANCE «The story of Fischer Black. . . . is remarkable both because of the creativity of the man and because of the revolution he brought to Wall Street. . . . Mehrling's book is fascinating.» —FINANCIAL TIMES «A fascinating history of things we take for granted in our everyday financial lives.» —THE NEW YORK TIMES «Mehrling's book is essential reading for anyone interested in the development of modern finance or the life of an idiosyncratic creative genius.» —PUBLISHERS WEEKLY «Fischer Black was more than a vital force in the development of finance theory. He was also a character. Perry Mehrling has captured both sides of the picture: the evolution of thinking about the pricing of risk and time, as well as the thinkers, especially this fascinating eccentric, who worked it out.» —ROBERT M. SOLOW, Nobel laureate and Institute Professor of Economics, Emeritus, Massachusetts Institute of Technology «Although I worked closely with Fischer for nine years at Goldman Sachs and clearly recognized both his genius and the breadth and originality of his ideas, until I read this book, I had only the vaguest grasp of the source of his inspiration and no understanding at all of the source of his many idiosyncrasies.» —BOB LITTERMAN, Partner, Kepos Capital «Perry Mehrling has done a remarkable job of tracing the intellectual and personal development of one of the most original and complex thinkers of our generation. Fischer Black deserved it: a charming and brilliant book about a charming and brilliant man.» —ROBERT E. LUCAS JR., Nobel laureate and Professor of Economics, The University of Chicago

1467.23 RUR

/ / похожие

Подробнее

Paul R. Dekar Thomas Merton


Thomas Merton was arguably the twentieth century's most widely published and widely read spiritual writer. This book explores Merton's prophetic writings and experience as they offer guidance for spiritual seekers in their search to experience God, to simplify their lives, to live more humanly, and to shape Christian community in the face of alienation, consumerism, noise, and technology. The book includes parts of three previously unpublished conference contributions by Merton on technology.

2279.9 RUR

/ / похожие

Подробнее

Daniel Duffy J. Financial Instrument Pricing Using C++


An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Full source code is available by registering at www.datasimfinancial.com. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing.

8457.71 RUR

/ / похожие

Подробнее

Dr H. S. Agarwal Principles of Economics


This book is designed to provide a comprehensive introduction to the economic theories, both the established and the less orthodox, behind some of the most vital areas of economics today. The topics covered include welfare economics, international trade, income and employment, trade cycles and economic growth, public finance and economic systems. Each topic is clearly elucidated with different theories and models lucidly explained with the help of diagrams and graphs. For each chapter there are exercises and multiple choice questions. The author, a professor of economics, is the author of many books and numerous research articles on economic theory.

2500.54 RUR

/ / похожие

Подробнее

Ayse Evrensel International Finance For Dummies


Want to get the most out of your International Finance course? Nowadays the value of daily foreign exchange trading is more than one hundred times the value of annual international trade in goods and services. As result of the great importance of international financial transactions, the subject of international finance continues to develop as fast as—or faster than—any other field in economics and finance. International Finance For Dummies sheds light on this increasingly important subject for the growing number of students required to take this course. If you're an undergraduate or MBA student enrolled in an international finance course, this hands-on, friendly guide gives you everything you need to succeed. Plus, it includes up-to-date information on the latest changes to International Finance Reporting Standards, its impact on a company's overall finances, and the various currencies and institutions available worldwide. Serves as an excellent supplement to your international finance texts Provides easy-to-understand explanations of complex material Brings you up-to-speed on the concepts and subject matter you need to know International Finance For Dummies is your ticket to scoring your highest in your international finance course.

1984.99 RUR

/ / похожие

Подробнее

Carole Engle R. Aquaculture Economics and Financing. Management and Analysis


Aquaculture Economics and Financing: Management and Analysis provides a detailed and specific set of guidelines for using economic and financial analysis in aquaculture production. By discussing key issues such as how to finance and plan new aquaculture business, how to monitor and evaluate economic performance, and how to manage capital, labor, and business risk, the book equips aquaculture professionals, researchers, and students with important information applicable to a wide range of business decisions. Chapters address each stage of developing an aquaculture business, including financing, marketing, and developing a business plan to managing cash flows and analyzing financial statements. Each chapter includes a detailed example of practical application taken from every-day experience. Written in straightforward terminology facilitating ready application, Aquaculture Economics and Financing: Management and Analysis is an essential tool for analyzing and improving financial performance of aquaculture operations.

11292.15 RUR

/ / похожие

Подробнее
www.i-sim.ru — Каталог цен и описаний на компьютерную и бытовую технику, товары для офис и дома, электронику, товаров для сада и дачи. Мы занимаемся поиском лучших цен в интернет магазинах по всей России, знаем где купить Robert Merton C Finance Economics and по оптимальной цене в онлайн-магазинах. На нашем сайте www.i-sim.ru предоставлена вся необходимая информация для правильной покупки Robert Merton C Finance Economics and — фотографии товаров, отзывы пользователей, поиск по модели и производителю, наименованию или модели, инструкции по эксплуатации, а так же экспертные обзоры, сайты предлагающие покупу онлайн с доставкой заказа в ваш город.