Michael Zagst's Books

The Sanity Matinee

A Novel

By: Michael Zagst

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The Sanity Matinee

A Novel

By: Michael Zagst

Al Sprayberry is inspired to put lessons of life learned from reruns of television westerns into practice in his work at an advertising agency.

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Page Count

356

Publisher

Dutton Adult

Published Date

ISBN 10

1556110596

ISBN 13

9781556110597

Financial Modeling Under Non-Gaussian Distributions

By: Eric Jondeau,Ser-Huang Poon,Michael Rockinger

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Financial Modeling Under Non-Gaussian Distributions

By: Eric Jondeau,Ser-Huang Poon,Michael Rockinger

This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.

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Page Count

541

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1846286964

ISBN 13

9781846286964

Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

By: Michael I.C. Nwogugu

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Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

By: Michael I.C. Nwogugu

Most research about financial stability and sustainable growth focuses on the financial sector and macroeconomics and neglects the real sector, microeconomics and psychology issues. Real-sector and financial-sectors linkages are increasing and are a foundation of economic/social/environmental/urban sustainability, given financial crises, noise, internet, “transition economics”, disintermediation, demographics and inequality around the world. Within complex systems theory framework, this book analyses some multi-sided mechanisms and risk-perception that can have symbiotic relationships with financial stability, systemic risk and/or sustainable growth. Within the context of Regret Minimization, MN-Transferable Utility and WTAL, new theories-of-the-firm are developed that consider sustainable growth, price stability, globalization, financial stability and birth-to-death evolutions of firms. This book introduces new behaviour theories pertaining to real estate and intangibles, which can affect the evolutions of risk-taking and risk perception within organizations and investment entities. The chapters address elements of the dilemma of often divergent risk perceptions of, and risk-taking by corporate executives, regulators and investment managers.

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Page Count

864

Publisher

Springer Nature

Published Date

ISBN 10

1137447044

ISBN 13

9781137447043

Indices, Index Funds And ETFs

Exploring HCI, Nonlinear Risk and Homomorphisms

By: Michael I. C. Nwogugu

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Indices, Index Funds And ETFs

Exploring HCI, Nonlinear Risk and Homomorphisms

By: Michael I. C. Nwogugu

Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than €120 trillion worth of securities, debts and commodities worldwide. This book analyzes the mathematical/statistical biases, misrepresentations, recursiveness, nonlinear risk and homomorphisms inherent in equity, debt, risk-adjusted, options-based, CDS and commodity indices – and by extension, associated index funds and ETFs. The book characterizes the “Popular-Index Ecosystems,” a phenomenon that provides artificial price-support for financial instruments, and can cause systemic risk, financial instability, earnings management and inflation. The book explains why indices and strategic alliances invalidate Third-Generation Prospect Theory (PT3), related approaches and most theories of Intertemporal Asset Pricing. This book introduces three new decision models, and some new types of indices that are more efficient than existing stock/bond indices. The book explains why the Mean-Variance framework, the Put-Call Parity theorem, ICAPM/CAPM, the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio, and DEA-Based Performance Measures are wrong. Leveraged/inverse ETFs and synthetic ETFs are misleading and inaccurate and non-legislative methods that reduce index arbitrage and ETF arbitrage are introduced.

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Page Count

710

Publisher

Springer

Published Date

ISBN 10

113744701X

ISBN 13

9781137447012

Earnings Management, Fintech-Driven Incentives and Sustainable Growth

On Complex Systems, Legal and Mechanism Design Factors

By: Michael I. C. Nwogugu

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Earnings Management, Fintech-Driven Incentives and Sustainable Growth

On Complex Systems, Legal and Mechanism Design Factors

By: Michael I. C. Nwogugu

Traditional research about Financial Stability and Sustainable Growth typically omits Earnings Management (as a broad class of misconduct), Complex Systems Theory, Mechanism Design Theory, Public Health, psychology issues, and the externalities and psychological effects of Fintech. Inequality, Environmental Pollution, Earnings Management opportunities, the varieties of complex Financial Instruments, Fintech, Regulatory Fragmentation, Regulatory Capture and real-financial sector-linkages are growing around the world, and these factors can have symbiotic relationships. Within Complex System theory framework, this book analyzes these foregoing issues, and introduces new behaviour theories, Enforcement Dichotomies, and critiques of models, regulations and theories in several dimensions. The issues analyzed can affect markets, and evolutions of systems, decision-making, "nternal Markets and risk-perception within government regulators, operating companies and investment entities, and thus they have Public Policy implications. The legal analysis uses applicable US case-law and statutes (which have been copied by many countries, and are similar to those of many common-law countries). Using Qualitative Reasoning, Capital Dynamics Theory (a new approach introduced in this book), Critical Theory and elements of Mechanism Design Theory, the book aims to enhance cross-disciplinary analysis of the above-mentioned issues; and to help researchers build better systems/Artificial-Intelligence/mathematical models in Financial Stability, Portfolio Management, Policy-Analysis, Asset Pricing, Contract Theory, Enforcement Theory and Fraud Detection. The primary audience for this book consists of university Professors, PHD students and PHD degree-holders (in industries, government agencies, financial services companies and research institutes). The book can be used as a primary or supplementary textbook for graduate courses in Regulation; Capital Markets; Law & Economics, International Political Economy and or Mechanism Design (Applied Math, Operations Research, Computer Science or Finance).

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Page Count

275

Publisher

Routledge

Published Date

ISBN 10

1317146557

ISBN 13

9781317146551

The Sanity Matinee

A Novel

By: Michael Zagst

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The Sanity Matinee

A Novel

By: Michael Zagst

Al Sprayberry is inspired to put lessons of life learned from reruns of television westerns into practice in his work at an advertising agency.

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Page Count

356

Publisher

Dutton Adult

Published Date

ISBN 10

1556110596

ISBN 13

9781556110597

"M.H." Meets President Harding

A Novel

By: Michael Zagst

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"M.H." Meets President Harding

A Novel

By: Michael Zagst

Mild-mannered Sid Halverton recruits Thomas Edison, Henry Ford, and Harvey Firestone to find the beautiful kidnapper of President Warren G. Harding

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Page Count

247

Publisher

Dutton Adult

Published Date

ISBN 10

1556110103

ISBN 13

9781556110108

Book's by Michael Zagst

The Sanity Matinee

The Sanity Matinee

Financial Modeling Under Non-Gaussian Distributions

Financial Modeling Under Non-Gaussian Distributions

Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

Indices, Index Funds And ETFs

Indices, Index Funds And ETFs

Earnings Management, Fintech-Driven Incentives and Sustainable Growth

Earnings Management, Fintech-Driven Incentives and Sustainable Growth

The Sanity Matinee

The Sanity Matinee

"M.H." Meets President Harding

"M.H." Meets President Harding

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