Jean I. Martin's Books

Risk Management and Value

Valuation and Asset Pricing

By: Mondher Bellalah,Jean-Luc Prigent,Jean-Michel Sahut

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Risk Management and Value

Valuation and Asset Pricing

By: Mondher Bellalah,Jean-Luc Prigent,Jean-Michel Sahut

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a high level one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book. Sample Chapter(s). Introduction (40 KB). Chapter 1: Managing Derivatives in the Presence of a Smile Effect and Incomplete Information (97 KB). Contents: Managing Derivatives in the Presence of a Smile Effect and Incomplete Information (M Bellalah); A Value-at-Risk Approach to Assess Exchange Risk Associated to a Public Debt Portfolio: The Case of a Small Developing Economy (W Ajili); A Method to Find Historical VaR for Portfolio that Follows S&P CNX Nifty Index by Estimating the Index Value (K V N M Ramesh); Some Considerations on the Relationship between Corruption and Economic Growth (V Dragota et al.); Financial Risk Management by Derivatives Caused from Weather Conditions: Its Applicability for Trkiye (T uzkan); The Basel II Framework Implementation and Securitization (M-F Lamy); Stochastic Time Change, Volatility, and Normality of Returns: A High-Frequency Data Analysis with a Sample of LSE Stocks (O Borsali & A Zenaidi); The Behavior of the Implied Volatility Surface: Evidence from Crude Oil Futures Options (A Bouden); Procyclical Behavior of Loan Loss Provisions and Banking Strategies: An Application to the European Banks (D D Dinamona); Market Power and Banking Competition on the Credit Market (I Lapteacru); Early Warning Detection of Banking Distress OCo Is Failure Possible for European Banks? (A Naouar); Portfolio Diversification and Market Share Analysis for Romanian Insurance Companies (M Dragota et al.); On the Closed-End Funds Discounts/Premiums in the Context of the Investor Sentiment Theory (A P C do Monte & M J da Rocha Armada); Why has Idiosyncratic Volatility Increased in Europe? (J-E Palard); Debt Valuation, Enterprise Assessment and Applications (D Vanoverberghe); Does The Tunisian Stock Market Overreact? (F Hammami & E Abaoub); Investor-Venture Capitalist Relationship: Asymmetric Information, Uncertainty, and Monitoring (M Cherif & S Sraieb); Threshold Mean Reversion in Stock Prices (F Jawadi); Households'' Expectations of Unemployment: New Evidence from French Microdata (S Ghabri); Corporate Governance and Managerial Risk Taking: Empirical Study in the Tunisian Context (A B Aroui & F W B M Douagi); Nonlinearity and Genetic Algorithms in the Decision-Making Process (N Hachicha & A Bouri); ICT and Performance of the Companies: The Case of the Tunisian Companies (J Ziadi); Option Market Microstructure (J-M Sahut); Does the Standardization of Business Processes Improve Management? The Case of Enterprise Resource Planning Systems (T Chtioui); Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data (R Mallat & D K Nguyen). Readership: Academics and risk managers.

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645

Publisher

World Scientific

Published Date

ISBN 10

9812770747

ISBN 13

9789812770745

Intermediate Public Economics, second edition

By: Jean Hindriks,Gareth D. Myles

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Intermediate Public Economics, second edition

By: Jean Hindriks,Gareth D. Myles

A new edition of a comprehensive text, updated throughout, with new material on behavioral economics, international taxation, cost-benefit analysis, and the economics of climate policy. Public economics studies how government taxing and spending activities affect the economy—economic efficiency and the distribution of income and wealth. This comprehensive text on public economics covers the core topics of market failure and taxation as well as recent developments in both policy and the academic literature. It is unique not only in its broad scope but in its balance between public finance and public choice and its combination of theory and relevant empirical evidence. The book covers the theory and methodology of public economics; presents a historical and theoretical overview of the public sector; and discusses such topics as departures from efficiency (including imperfect competition and asymmetric information), issues in political economy, equity, taxation, fiscal federalism, and tax competition among independent jurisdictions. Suggestions for further reading, from classic papers to recent research, appear in each chapter, as do exercises. The mathematics has been kept to a minimum without sacrificing intellectual rigor; the book remains analytical rather than discursive. This second edition has been thoroughly updated throughout. It offers new chapters on behavioral economics, limits to redistribution, international taxation, cost-benefit analysis, and the economics of climate policy. Additional exercises have been added and many sections revised in response to advice from readers of the first edition.

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Page Count

1013

Publisher

MIT Press

Published Date

ISBN 10

0262313804

ISBN 13

9780262313803

Euro Error

By: Jean-Jacques Rosa

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Euro Error

By: Jean-Jacques Rosa

Does Europe still have a choice? Do we still have a choice? The Euro was eagerly adopted by governments, the media and sometimes even by European citizens. They promised us less unemployment and more freedom. But the outcome was not so certain. It was high time for an economist, independent minded and free from special interests, to sound the alarm. Jean-Jacques Rosa denounces the creation of the European single currency as the most serious error made since the deflationist policy of the 1920s, which turned the 1929 stock market crash into a decade of tragedy. In coming to this judgement, Jean-Jacques Rosa applies logic, the truths of everyday existence, human experience and statistical proof. Isn't the Euro, then, really just the political desire to melt the European nations into one state? But wouldn't the right size for today's nations be infinitely more modest? Starting with the formation of the common market at the end of the 1950s, intended to restore the free exchange of goods, services, men and capital after the wave of protectionism and isolationism of the depression years and the war, the European leadership elites have gone on to erecting a plan for a monetary -- and thus a political -- Europe, that of a very great State and a single State. Otherwise, they suggest, we will be relegated to decline and impotence and finally to obliteration. Not to want Europe unified, statist and monetarist would be not to want Europe, as if the latter could admit only that one definition, only that one design. A typical example of politically correct thinking. Against the trend of intellectual conformity, the timidity of the elites and the knee-jerk approbation of Franco-German integration, Jean-Jacques Rosa, often polemical, suggests it's time we exited from this impasse -- from our European error. This book was originally published by Editions Grasset and Fasquelle in 1998. It is translated from French by Andrea Secara.

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264

Publisher

Algora Publishing

Published Date

ISBN 10

1892941147

ISBN 13

9781892941145

Classical Trade Protectionism 1815-1914

By: Jean-Pierre Dormois,Pedro Lains

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Classical Trade Protectionism 1815-1914

By: Jean-Pierre Dormois,Pedro Lains

Including contributions from such figures as Douglas Irwin, James Foreman-Peck, Kevin O'Rourke and Max-Stefan-Schulze, this key book summarizes the recent empirical research carried out on the issue of the classical period of trade protectionism. It provides a basis for revising widely held views on the standard effects of tariffs on economic structures and progress, as well as a historical perspective on recent developments. Long-held views on modern trade policies have been challenged by the introduction of recent theoretical developments in international economics and in measurement techniques brought about in the 1960s and 70s. One question in particular has attracted attention and has contributed to the bringing to light of a number of previously ignored measurement and interpretation problems: the assessment of French and British nineteenth century trade policies. This noteworthy volume examines the theoretical and practical problems associated with the assessment and measurement of the direct impact of tariffs, prohibitions and quotas on domestic prices, output structure and competitiveness. The contributors also examine the direct and long-run consequences of protectionist measures on particular economies, utilizing evidence from in-depth investigations of trade statistics as well as ‘best practice’ statistical techniques such as effective protection, elasticity of demand and revealed comparative advantage.

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447

Publisher

Routledge

Published Date

ISBN 10

1134262957

ISBN 13

9781134262953

Applied International Trade

By: Harry P. Bowen,Abraham Hollander,Jean-Marie Viaene

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Applied International Trade

By: Harry P. Bowen,Abraham Hollander,Jean-Marie Viaene

This thoroughly revised second edition of Applied International Trade presents the leading theoretical and applied methods used in the field of international trade. It highlights the importance of linking theory to data and of verifying theoretical predictions through empirical investigation. The book also draws out and highlights the theoretical and policy implications that arise from empirical findings. Features of the second edition include: ? Expanded focus on emerging topics such as firm heterogeneity, intrafirm trade, and the basis and structure of multinational production ? Increased coverage of gravity models and international factor movements, including labor migration ? Fully updated presentation and discussion of the most recent empirical findings, data methods and sources Rigorous and analytical, yet written in an accessible manner with ample use of graphs throughout, Applied International Trade is an ideal text for courses at advanced undergraduate and masters level. For instructors: A companion website is available at www.palgrave.com/economics/AIT2, comprising lecture slides and an Instructor's Manual with solutions to end-of-chapter problems.

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568

Publisher

Bloomsbury Publishing

Published Date

ISBN 10

1137015519

ISBN 13

9781137015518

The Migrant Presence

Australian Responses 1947-1977

By: Jean I. Martin

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The Migrant Presence

Australian Responses 1947-1977

By: Jean I. Martin

This classic work in Australian sociology examines the way in which Australian institutions have responded to the influx of migrants of non-Anglo-Saxon origin. Until the end of the sixties, the typical Australian reaction was that these migrants could be, and were being, assimilated into the mainstream of British-Australian society and culture. At the end of the sixties, both the assimilationist philosophy and the claim of successful and effortless absorption came into question, and migrants of non-English speaking background began to be defined as problems. Now, in a third phase, migrants themselves are rejecting the notion that they are, above all, problems or people with problems. Instead they are asserting their rights and dignity as legitimate minorities in an ethnically plural society. The author goes on to trace in detail the response of the institutions of education, health, and the trade unions to 'the migrant presence'. 'Well written, well presented, well documented and challenging.' - C. A. Price, The National Times 'Well written, sympathetic to the point of anger and should be included in any course on Australian society or public policy. an invaluable contribution.' - James Jupp, Politics

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203

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Routledge

Published Date

ISBN 10

1000248089

ISBN 13

9781000248081

An Agenda for a Growing Europe

The Sapir Report

By: André Sapir,Philippe Aghion,Giuseppe Bertola,Martin Hellwig,Jean Pisani-Ferry,Dariusz Rosati,José Viñals,Helen Wallace,Marco Buti,Mario Nava,Peter M. Smith

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An Agenda for a Growing Europe

The Sapir Report

By: André Sapir,Philippe Aghion,Giuseppe Bertola,Martin Hellwig,Jean Pisani-Ferry,Dariusz Rosati,José Viñals,Helen Wallace,Marco Buti,Mario Nava,Peter M. Smith

Over the past decade European economic integration has seen considerable institutional success, but the economic performance of the EU has been varied. While macroeconomic stability has improved and an emphasis on cohesion preserved, the EU economic system has not delivered satisfactory growth performance. This book is the report of a high-level group commissioned by the President of the European Commission to review the EU economic system and propose a blueprint for an economic system capable of delivering faster growth along with stability and cohesion. It assesses the EU s economic performance, examines the challenges facing the EU in the coming years, and presents a series of recommendations. The report views Europe's unsatisfactory growth performance during the last decades as a symptom of its failure to transform into an innovation-based economy. It has now become clear that the context in which economic policies have been developed has changed fundamentally over the past thirty years. A system built around the assimilation of existing technologies, mass production generating economics of scale, and an industrial structure dominated by large firms with stable markets and long term employment patterns no longer delivers in the world of today, characterized by economic globalization and strong external competition. What is needed now is more opportunity for new entrants, greater mobility of employees within and across firms, more retraining, greater reliance on market financing, and higher investment in both R&D and higher education. This requires a massive and urgent change in economic policies in Europe.

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252

Publisher

OUP Oxford

Published Date

ISBN 10

0191533912

ISBN 13

9780191533914

Yearbook of Intensive Care and Emergency Medicine 2000

By: Prof. Jean-Louis Vincent

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Yearbook of Intensive Care and Emergency Medicine 2000

By: Prof. Jean-Louis Vincent

The Yearbook compiles the most recent, widespread developments of experimental and clinical research and practice in one comprehensive reference book. The chapters are written by well recognized experts in their field of intensive care and emergency medicine. It is addressed to everyone involved in internal medicine, anesthesia, surgery, pediatrics, intensive care and emergency medicine. (With approximately 90 contributions.)

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859

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3662134551

ISBN 13

9783662134559

Basement Regions

By: Alain Godard,Jean-Jacques Lagasquie

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Basement Regions

By: Alain Godard,Jean-Jacques Lagasquie

A major area of interest in French geomorphology during the last quarter of a cen- tury has been to understand denudation chronologies and the legacies of environ- mental change in shield regions. The mechanisms and consequences on landform patterns of differential erosion in plutonic, metamorphic and related cover rocks have been approached from the double angle of structural landforms in the landscape and petrographical, mineralogical and geochemical analysis in the laboratory. The detailed study of layered igneous intrusions has been particularly helpful in making progress more generally in the understanding of crystalline landform configurations of base- ment terrains. The Laboratoire de Geographic Physique CNRS-URAiai. nowreformed as twin research units (Paris: CNRS-UMR8591, and Clermont-Ferrand: CNRS-UPRES- A6042), and itsprecursor research group at the Sorbonne under the guidance of Pierre Birot, constituted the spawning ground for French research on the geomorphology of basement terrains. Alain Godard masterminded much of the research synthesised in this volume, which isbased on apreviously publishededition in French. YannickLageat and Jean-Jacques Lagasquie have not only upheld the spirit of this school of geomor- phology but also introduced novel concepts and methods to the investigation of crys- talline terrains. They have also maintained geomorphological research abreast of con- temporarydevelopments in the geosciences. YanniGunnell translated the original text into English, adapted the figures and introduced a measure of editing, updating and explicating in order to make the volume more accessible - not only to a non franco- phone audience, but to an audience unfamiliarwith the intellectual undercurrents and 30 years.

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322

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540676651

ISBN 13

9783540676652

Macroeconomic Theory

By: Jean-Pascal Benassy

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Macroeconomic Theory

By: Jean-Pascal Benassy

This graduate textbook is a "primer" in macroeconomics. It starts with essential undergraduate macroeconomics and develops in a simple and rigorous manner the central topics of modern macroeconomic theory including rational expectations, growth, business cycles, money, unemployment, government policy, and the macroeconomics of nonclearing markets. The emphasis throughout the book is on both foundations and presenting the simplest model for each topic that will deliver the relevant answers. The first two chapters recall the main workhorses of undergraduate macroeconomics: the Solow-Swan growth model, the Keynesian IS-LM model, and the Phillips curve. The next chapters present four fundamental "building blocks" of modern macroeconomics: rational expectations, intertemporal dynamic models, nonclearing markets and imperfect competition, and uncertainty. Later the book deals with growth, notably the Ramsey model, overlapping generations, and endogenous growth. Chapter 10 moves to the famous "real business cycles" (RBC), which integrate in a unified framework growth and fluctuations. The final chapters look at the issue of stabilization, how best to guard the economy from shocks, and the connections between politics and the macroeconomy. To make the book self contained, a mathematical appendix gives a number of simple technical results that are sufficient to follow the formal developments of the book.

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603

Publisher

Oxford University Press

Published Date

ISBN 10

0195387716

ISBN 13

9780195387711

Atherosclerosis XI

Proceedings of the XIth International Symposium on Atherosclerosis, Held in Paris, France, on 5-9 October 1997

By: Bernard Jacotot,Denis Mathé,Jean-Charles Fruchart

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Atherosclerosis XI

Proceedings of the XIth International Symposium on Atherosclerosis, Held in Paris, France, on 5-9 October 1997

By: Bernard Jacotot,Denis Mathé,Jean-Charles Fruchart

Hardbound. International Congress Series 1155These Proceedings will allow the wide dissemination of the present situation in the research on athero-thrombosis. The volume contains review presentations and new advances on all fields related to cardiovascular diseases: lipoprotein metabolism, genetic, epidemiology, vascular biology, thrombosis, hypertension, diabetes, obesity, nutrition, pharmacology, clinical trials, therapy and risk factors

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1238

Publisher

Elsevier Science & Technology

Published Date

ISBN 10

0444826513

ISBN 13

9780444826510

Book's by Jean I. Martin

Risk Management and Value

Risk Management and Value

Intermediate Public Economics, second edition

Intermediate Public Economics, second edition

Euro Error

Euro Error

Classical Trade Protectionism 1815-1914

Classical Trade Protectionism 1815-1914

Applied International Trade

Applied International Trade

The Migrant Presence

The Migrant Presence

An Agenda for a Growing Europe

An Agenda for a Growing Europe

Yearbook of Intensive Care and Emergency Medicine 2000

Yearbook of Intensive Care and Emergency Medicine 2000

Basement Regions

Basement Regions

Macroeconomic Theory

Macroeconomic Theory

Atherosclerosis XI

Atherosclerosis XI

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