Paul Scholes's Books

Scholes

My Story

By: Paul Scholes

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Paul Scholes is one of the most revered footballers of the modern era, both at home and internationally. A one-club player, he has served Manchester United for more than sixteen years, making over 600 appearances in that time -- the fourth highest number of appearances by any player for the club. He also represented the England national team for seven years, winning 66 caps including two World Cup and two European Cup campaigns. Throughout this time, Scholes has always played a decisive role in his teams' fortunes. As well as the technical brilliance that makes Paul Scholes such a breathtaking player to watch it is the determination and integrity which he demonstrates both on and off the pitch that means he is a fascination to fans of the sport. In an age of overpaid, workaday players, Scholes has become an icon of professionalism and club loyalty, admired by fans everywhere. Now in this book for the first time Paul Scholes shares his story: from his beginnings at United under the tutelage of Sir Alex Ferguson as part of the 'golden' youth team, to the treble-winning season and twice capturing European Cup glory, the importance of family and friends in keeping his feet on the ground, as well as his many triumphs and tribulations with England. This is without question the sports book of 2011, from a player as popular and as revered as any in the game today.

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493

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Simon and Schuster

Published Date

ISBN 10

1471125793

ISBN 13

9781471125799

Scholes

My Story

By: Paul Scholes

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Scholes

My Story

By: Paul Scholes

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493

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Simon and Schuster

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ISBN 10

1471125793

ISBN 13

9781471125799

Paul Wilmott on Quantitative Finance

By: Paul Wilmott

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Paul Wilmott on Quantitative Finance

By: Paul Wilmott

Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

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1785

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118836839

ISBN 13

9781118836835

Stochastic Processes

From Physics to Finance

By: Wolfgang Paul,Jörg Baschnagel

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Stochastic Processes

From Physics to Finance

By: Wolfgang Paul,Jörg Baschnagel

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

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288

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3319003275

ISBN 13

9783319003276

Paul Wilmott Introduces Quantitative Finance

By: Paul Wilmott

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Paul Wilmott Introduces Quantitative Finance

By: Paul Wilmott

Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.

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743

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118836790

ISBN 13

9781118836798

Frequently Asked Questions in Quantitative Finance

By: Paul Wilmott

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Frequently Asked Questions in Quantitative Finance

By: Paul Wilmott

Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd better know what you are doing, there's now a big responsibility on your shoulders. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. ...And that's what this book is about. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulae and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!” FAQQF2...including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more.

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631

Publisher

John Wiley & Sons

Published Date

ISBN 10

047068514X

ISBN 13

9780470685143

The Mathematics of Financial Derivatives

A Student Introduction

By: Paul Wilmott,Sam Howison,Jeff Dewynne

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The Mathematics of Financial Derivatives

A Student Introduction

By: Paul Wilmott,Sam Howison,Jeff Dewynne

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.

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338

Publisher

Cambridge University Press

Published Date

ISBN 10

1139810979

ISBN 13

9781139810975

Patent Valuation

Improving Decision Making through Analysis

By: William J. Murphy,John L. Orcutt,Paul C. Remus

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Patent Valuation

Improving Decision Making through Analysis

By: William J. Murphy,John L. Orcutt,Paul C. Remus

A practical resource for valuing patents that is accessible to the complete spectrum of decision makers in the patent process In today's economy, patents tend to be the most important of the intellectual property (IP) assets. It is often the ability to create, manage, defend, and extract value from patents that can distinguish competitive success and significant wealth creation from competitive failure and economic waste. Patent Valuation enhances the utility and value of patents by providing IP managers, IP creators, attorneys, and government officials with a useable resource that allows them to use actual or implied valuations when making patent-related decisions. Involves a combination of techniques for describing patent valuation Includes descriptions of various topics, illustrative cases, step-by-step valuation techniques, user-friendly procedures and checklists, and examples Serves as a useable resource that allows IP managers to use actual or implied valuations when making patent-related decisions One of the most fundamental premises of the book is that these valuation skills can be made accessible to each of the various decision makers in the patent process. Patent Valuation involves narrative descriptions of the various topics, illustrative cases, step-by-step valuation techniques, user-friendly procedures and checklists, and an abundance of examples to demonstrate the more complex concepts.

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400

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118027345

ISBN 13

9781118027349

Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

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Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

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374

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Springer

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ISBN 10

3642146600

ISBN 13

9783642146602

Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

By: Greg N. Gregoriou,Paul U. Ali

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Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

By: Greg N. Gregoriou,Paul U. Ali

The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

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435

Publisher

McGraw Hill Professional

Published Date

ISBN 10

0071549536

ISBN 13

9780071549530

The Money Formula

Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets

By: Paul Wilmott,David Orrell

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The Money Formula

Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets

By: Paul Wilmott,David Orrell

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance, and show how the future of our economy rests on the backs of this all-but-impenetrable industry. Written not from a post-crisis perspective – but from a preventative point of view – this book traces the development of financial derivatives from bonds to credit default swaps, and shows how mathematical formulas went beyond pricing to expand their use to the point where they dwarfed the real economy. You'll learn how the deadly allure of their ice-cold beauty has misled generations of economists and investors, and how continued reliance on these formulas can either assist future economic development, or send the global economy into the financial equivalent of a cardiac arrest. Rather than rehash tales of post-crisis fallout, this book focuses on preventing the next one. By exploring the heart of the shadow economy, you'll be better prepared to ride the rough waves of finance into the turbulent future. Delve into one of the world's least-understood but highest-impact industries Understand the key principles of quantitative finance and the evolution of the field Learn what quantitative finance has become, and how it affects us all Discover how the industry's next steps dictate the economy's future How do you create a quadrillion dollars out of nothing, blow it away and leave a hole so large that even years of "quantitative easing" can't fill it – and then go back to doing the same thing? Even amidst global recovery, the financial system still has the potential to seize up at any moment. The Money Formula explores the how and why of financial disaster, what must happen to prevent the next one.

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219

Publisher

John Wiley & Sons

Published Date

ISBN 10

111935868X

ISBN 13

9781119358688

The CME Group Risk Management Handbook

Products and Applications

By: CME Group,John W. Labuszewski,John E. Nyhoff,Richard Co,Paul E. Peterson

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The CME Group Risk Management Handbook

Products and Applications

By: CME Group,John W. Labuszewski,John E. Nyhoff,Richard Co,Paul E. Peterson

Praise for The CME Group Risk Management Handbook "Wow! The CME Group Risk Management Handbook is a 'ten strike' and long overdue. A must-read and reference for the risk management industry!" —Jack Sandner, retired chairman of CME Group, member of the Executive Committee "This is a powerful book for its integration of futures and options markets with an understanding of the whole economy. It is an eye-opener to see how central these markets are to our economic lives." —Robert J. Shiller, Okun Professor of Economics, Yale University; Chief Economist, MacroMarkets LLC "Risk management is essential to successful investing, and The CME Group Risk Management Handbook provides the essentials for understanding risk management. In the wake of the financial turmoil of the last few years, managing risk should be part of any investment program. Among the key elements of risk management are stock index, bond, currency, and commodity futures as well as a growing number of futures, options, swaps, and other financial instruments built on indices tracking housing prices, weather conditions, and the economy. The CME Group Risk Management Handbook offers a comprehensive guide for using all of these to better manage financial risks." —David M. Blitzer, PhD, Managing Director and Chairman of the Index Committee, S&P Indices "Dare we ignore the advice of a financial institution, the largest of its kind in the world, that navigated the recent financial crisis without the aid of a single TARP dollar or access to the Fed's cheap loans? For CME Group, risk management has meant risk minimization as it enters its 151st year of life and its 85th year of central counterparty clearing without a single trading debt unpaid. It has been, and continues to be, a leader by example." —Philip McBride Johnson, former CFTC chairman "For the first time, a comprehensive handbook outlining the futures market in today's world is available. The CME Group Risk Management Handbook covers futures basics for the novice trader, while the veterans will benefit from an in-depth look at options and hedging. This handbook is a necessity for any professional, investor, or other market participant seeking to manage risk in the perpetually changing futures market." —H. Jack Bouroudjian, CEO, Index Futures Group

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1253

Publisher

John Wiley & Sons

Published Date

ISBN 10

047063488X

ISBN 13

9780470634882

Extreme Hauntings

Britain's Most Terrifying Ghosts

By: Paul Adams,Eddie Brazil

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Extreme Hauntings

Britain's Most Terrifying Ghosts

By: Paul Adams,Eddie Brazil

The most terrifying British ghosts are brought together in this, a unique and original compilation of spine-chilling true encounters both ancient and modern. Not for the faint of heart, this book contains over thirty compelling experiences that reveal a dark and disturbing reality to the realm of the paranormal – deadly curses and murderous ghosts, violent poltergeists, haunted relics and spirit possession – all unsettling insights into a frightening supernatural world. From the mysterious happenings at Hinton Ampner to the eerie Black Monk of Pontefract, the celebrated Enfield Poltergeist and the sinister power of the Hexham Heads, paranormal historian Paul Adams and writer and photographer Eddie Brazil have opened case files spanning over 250 years, from the eighteenth century to the present day, in order to carry out a detailed and chilling examination of the extreme hauntings of Britain.

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321

Publisher

The History Press

Published Date

ISBN 10

0752489569

ISBN 13

9780752489568

Writing the Radical Memoir

A Theoretical and Craft-based Approach

By: Paul Williams,Shelley Davidow

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Writing the Radical Memoir

A Theoretical and Craft-based Approach

By: Paul Williams,Shelley Davidow

For those that have mastered the basics of memoir and wish to probe this brand of creative nonfiction further, Writing the Radical Memoir uses salient theories about memory and the self to challenge assumptions about how we remember and tell the truth of our lives when we write about it. Innovative in approach and making new critical ideas accessible, each chapter maps out the key principles of such writers as Barthes, Lacan, Derrida, Lewis Mehl-Madrona, Philippe Le Jeune and Joseph Campbell, invokes literary examples to show how other writers have mastered the idea before reflecting on how you can practically apply the theory to your writing. With original exercises and prompts for further reading that bridge the gap between the theoretical and how it might be put into practice, the book is attentive to the multiple facets of the genre of nonfiction writing generally, covering such topics as: - The writer/ reader contract - How to embark on a thematic/ symbolic exploration of themes and incidents in your life - How neuro-scientific theory can inform our understanding of memory and recall and what happens to our memories when we remember them - Character development and the ethics of writing about real people - How constructing your identity in memoir offers a chance to push back against traditional structures - That memoir might not be preservation of your past but a process of self-erasure - How J. M. Coetzee's Autrebiography trilogy challenges traditional biography By bringing together lived experience, post-structuralist and postmodernist theories, praxis and artistic vision as a unique approach to writing memoir, this book encourages you to think the self, how it is portrayed, created, erased and made strange through the process of writing and remembering.

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Page Count

185

Publisher

Bloomsbury Publishing

Published Date

ISBN 10

135027223X

ISBN 13

9781350272231

Applied Computational Economics and Finance

By: Mario J. Miranda,Paul L. Fackler

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Applied Computational Economics and Finance

By: Mario J. Miranda,Paul L. Fackler

This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.

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529

Publisher

MIT Press

Published Date

ISBN 10

0262291754

ISBN 13

9780262291750

Monte Carlo Methods in Financial Engineering

By: Paul Glasserman

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Monte Carlo Methods in Financial Engineering

By: Paul Glasserman

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

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603

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387216170

ISBN 13

9780387216171

Canons and Contexts

By: Paul Lauter

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Canons and Contexts

By: Paul Lauter

This collection of essays places issues central to literary study, particularly the question of the canon, in the context of institutional practices in American colleges and universities. Lauter addresses such crucial concerns as what students should read and study, how standards of "quality" are defined and changed, the limits of theoretical discourse, and the ways race, gender, and class shape not only teaching, curricula, and research priorities, but collegiate personnel actions as well. The book examines critically the variety of recent proposals for "reforming" higher education, and it calls into question many practices, like employing large numbers of part-timers, now popular with college managers. Offering concrete examples of a "comparative" method for teaching literary texts, and specific instances about "integrating" curricula, Canons and Contexts proposes realistic ideas for creating varied, spirited, and democratic classrooms and colleges.

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315

Publisher

Oxford University Press

Published Date

ISBN 10

0195361741

ISBN 13

9780195361742

Multinational Financial Management

By: Alan C. Shapiro,Paul Hanouna,Atulya Sarin

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Multinational Financial Management

By: Alan C. Shapiro,Paul Hanouna,Atulya Sarin

Provides a conceptual framework for analyzing key financial decisions of multinational firms Now in its twelfth edition, Multinational Financial Management provides a comprehensive and up-to-date survey of all essential areas of the international financial market environment, including the determination of the cost of capital for international projects, capital budgeting, financial structure, transfer pricing, risk management, and portfolio investment. Written with the large multinational corporation in mind, this leading textbook offers a wealth of numerical and institutional examples that demonstrate the use of financial analysis and reasoning to solve complex international financial problems. Multinational Financial Management is a self-encompassing treatment of multinational financial management that simplifies complex concepts, provides the theoretical knowledge required to examine decision problems, and supplies the practical analytical techniques needed to clarify the ambiguous guidelines commonly used by international financial executives. Throughout the text, the authors show how the international dimension of finance creates difficulties that are not encountered in domestic finance, such as multiple currencies, segmented capital markets, political risks, and international taxation issues. Multinational Financial Management, Twelfth Edition, remains the ideal textbook for upper-level undergraduate and master's degree courses in International Finance and International Financial Management, as well as bank management, financial management, and other executive development programs.

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677

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John Wiley & Sons

Published Date

ISBN 10

1394187831

ISBN 13

9781394187836

Quantitative Risk Management

Concepts, Techniques and Tools - Revised Edition

By: Alexander J. McNeil,Rüdiger Frey,Paul Embrechts

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Quantitative Risk Management

Concepts, Techniques and Tools - Revised Edition

By: Alexander J. McNeil,Rüdiger Frey,Paul Embrechts

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation

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720

Publisher

Princeton University Press

Published Date

ISBN 10

0691166277

ISBN 13

9780691166278

Managing Credit Risk

The Great Challenge for Global Financial Markets

By: John B. Caouette,Edward I. Altman,Paul Narayanan,Robert Nimmo

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Managing Credit Risk

The Great Challenge for Global Financial Markets

By: John B. Caouette,Edward I. Altman,Paul Narayanan,Robert Nimmo

Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.

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488

Publisher

John Wiley & Sons

Published Date

ISBN 10

111816069X

ISBN 13

9781118160695

Accountants' Handbook, Special Industries and Special Topics

By: D. R. Carmichael,Paul H. Rosenfield

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Accountants' Handbook, Special Industries and Special Topics

By: D. R. Carmichael,Paul H. Rosenfield

The premier accounting reference, revised and expanded The Accountants' Handbook series has the longest tradition of any reference of providing comprehensive coverage of the field to both accounting professionals and professionals in other fields who need or desire quick, understandable, and thorough exposure to complex accounting-related subjects. Like its predecessors, the Tenth Edition is designed as a single reference source that provides answers to all reasonable questions on accounting and financial reporting asked by accountants, auditors, bankers, lawyers, financial analysts, and other preparers and users of accounting information. Written by nationally recognized accounting professionals, including partners in major public accounting firms, financial executives, financial analysts, and other relevant business professionals, the Handbook covers both financial accounting and reporting and industry specific accounting issues in separate volumes for easy reference. Its comprehensive content provides analysis on over 43 critical areas of accounting.

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842

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471456179

ISBN 13

9780471456179

A Reviewer's Handbook to Business Valuation

Practical Guidance to the Use and Abuse of a Business Appraisal

By: L. Paul Hood, Jr.,Timothy R. Lee

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A Reviewer's Handbook to Business Valuation

Practical Guidance to the Use and Abuse of a Business Appraisal

By: L. Paul Hood, Jr.,Timothy R. Lee

Thorough guidance and detailed analysis of the valuation business engagement Discussing the practical aspects of business valuation that arise in the context of a tax valuation, this book provides you with detailed analysis of the valuation business engagement process. Detailed discussion is included of various cases outlining errors that appraisers have made in appraisal reports, as well as in-depth discussion of the current appraisal industry issues that are impacting tax valuations. Examines concepts and topics including level of value, the role of estate planners in the business valuation process, the use of appraisers in estate planning and litigation, and the appraiser identification/selection process Provides insight into the nature of the major appraisal trade associations Offers insights into preventing errors from getting into appraisal reports This helpful guide provides you with the detailed discussion you need on the various business valuation standards that have been promulgated by the Appraisal Standards Board as well as several appraisal trade associations.

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416

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John Wiley & Sons

Published Date

ISBN 10

1118025636

ISBN 13

9781118025635

Commodity Options

Trading and Hedging Volatility in the World¿s Most Lucrative Market

By: Carley Garner,Paul Brittain

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Commodity Options

Trading and Hedging Volatility in the World¿s Most Lucrative Market

By: Carley Garner,Paul Brittain

Don’t Miss out on Today’s Hottest Trading Arena: Commodity Options! “The authors have written the definitive work on trading commodity options. Their in-depth knowledge of this subject is legendary among industry professionals and expert traders alike, and their ability to relay their knowledge through text, pictures, and the spoken word is unparalleled in our industry.” –Lan Turner, CEO, Gecko Software, Inc. “This book captures the realities of commodity option trading in a simple and easy- to-read presentation that will be beneficial for traders of all sizes and skill levels.” –Chris Jarvis, CFA, CMT, Caprock Risk Management, LLC “Even the most experienced investors often overlook the fact that options on futures are fundamentally different from options on stocks. This book fills that gap and sets the record straight with clear and concise descriptions that are easy to understand. Guaranteed to become a true source of value creation for anyone interested in trading commodity options.” –Jeff Augen, author, The Volatility Edge in Options Trading “Commodity Options arms readers with the strategies and tactics needed to take a more active approach to managing risk in today’s turbulent markets. The authors exhaustively break down every component of a commodity option to its lowest common denominator, making this book an essential piece of information for those looking to expand their trading tool box or further build on existing option strategies.” –John Netto, Chief Investment Strategist, NetBlack Capital and author, One Shot–One Kill Trading Investors worldwide are discovering the enormous opportunities available through commodity options trading. However, because commodities have differing underlying characteristics from equities, commodity options behave differently as well. In this book, two of the field’s most respected analysts present strategies built from the ground up for commodity options. Carley Garner and Paul Brittain begin with a quick primer on how commodity options work, how they evolved, and why conventional options strategies often fail in the commodity options markets. Next, using detailed examples based on their own extensive research, they show how to leverage the unique characteristics of commodity options in your own trades. You’ll walk through trades from “top to bottom,” master both long- and short-option approaches, and learn powerful strategies usually ignored in options books. For example, the authors introduce synthetic swing trading strategies that systematically reduce volatility from the market. This book’s easy-to-use trading strategies are strategically employed by the author’s clients every day: With Commodity Options, you can work to put the odds in your favor, too! • Why commodity options are different—and what it means to you Understand key differences in the underlying assets and the logistics of market execution • Systematically rewrite the odds in your favor Four ways to make winning trades more likely—and losing trades less common • When to trade short options—and how to manage the risk Why careful option selling may improve your odds of success • Master strategies designed for diverse market conditions Combine long and short options to create the right strategy for any market opportunity • Exploit short-lived trends through “synthetic” swing trading Get the advantages of futures contracts without the volatility

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288

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FT Press

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ISBN 10

0137154224

ISBN 13

9780137154227

The Options Applications Handbook

Hedging and Speculating Techniques for Professional Investors

By: Erik Banks,Paul Siegel

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The Options Applications Handbook

Hedging and Speculating Techniques for Professional Investors

By: Erik Banks,Paul Siegel

The Options Applications Handbook offers a lucid, down-to-earth introduction to the fundamentals of options, explaining how options can be used for various purposes, such as options on exchange rates, interest rates, stocks, futures, and fixed-income securities. With the help of this on-target guide, readers will be able to understand basic option types…use standard market terminology…grasp the costs, benefits, and risks of basic option positions…identify key factors that affect the price of an option…and see how pricing models have been modified for specialized options. The Options Applications Handbook covers in detail: Conventional Options_focuses on the mechanics of call and put options, basic option payoff profiles, and the creation of synthetic options/assets Exotic Options_explores second generation option contracts, such as path dependent options and path independent derivatives, that build on the basic structure of conventional options Option-Embedded Securities_demonstrates how flexible options can be embedded in securities to build customized funding/risk/investment tools Option-Embedded Derivatives_illustrates how options can be combined with other derivatives to create customized risk/investment products, such as callable and puttable swaps Option Strategies_describes how options can be used in combinations to create risk management and speculative views on a particular reference asset Corporate and Investor Applications_examines how to utilize options for hedging, speculating, arbitraging, and value monetization An Overview of Option Pricing_surveys basic pricing matters, including intrinsic and time value, moneyness, and pricing inputs _ Option Pricing Models_outlines option pricing frameworks, such as the Black-Scholes process and the binomial model Hedging Option Portfolios_discusses how market-makers and dealers risk-manage their portfolios in practice Risk and Control Issues_considers option risk control, including credit and market portfolio risk management and internal financial and audit processes

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383

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McGraw Hill Professional

Published Date

ISBN 10

0071453156

ISBN 13

9780071453158

Risk Management for Investment Funds: A Practical Guide for European Funds in International Markets

By: Luc Neuberg,François Petit,Martin Vogt,Paul Kleinbart

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Risk Management for Investment Funds: A Practical Guide for European Funds in International Markets

By: Luc Neuberg,François Petit,Martin Vogt,Paul Kleinbart

The first comprehensive risk management guide to European investment funds The European investment fund market is one of the biggest financial markets in the world—with a total value of approximately 22 trillion EUR. To help investors understand how risk is managed in this vast market, Risk Management for Investment Funds provides a comprehensive yet practical guide, written by four financial experts from diverse and complementary backgrounds: former heads of risk management, university teachers, professional trainers and an expert with a supervisory financial authority. Risk Management for Investment Funds offers valuable insights into managing risk for UCITS funds and alternative investment funds, while covering the following aspects: The framework of European investment funds Regulatory requirements related to risk management that apply to funds and fund managers Traditional market, liquidity, credit, counterparty and operational risks faced by funds, their managers and investors Emerging risks related to climate change and technology Analytical methods and innovative techniques developed by successful risk managers to assess and manage risks, as well as the theories underlying them Packed with a wealth of information that cannot be found in other books on risk management, this authoritative guide to managing the risks of European funds is the most comprehensive publication on this important topic.

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506

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McGraw Hill Professional

Published Date

ISBN 10

1264267207

ISBN 13

9781264267200

Applied Genetic Programming and Machine Learning

By: Hitoshi Iba,Yoshihiko Hasegawa,Topon Kumar Paul

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Applied Genetic Programming and Machine Learning

By: Hitoshi Iba,Yoshihiko Hasegawa,Topon Kumar Paul

What do financial data prediction, day-trading rule development, and bio-marker selection have in common? They are just a few of the tasks that could potentially be resolved with genetic programming and machine learning techniques. Written by leaders in this field, Applied Genetic Programming and Machine Learning delineates the extension of Genetic

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354

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CRC Press

Published Date

ISBN 10

1439803706

ISBN 13

9781439803707

The Popular Radical Press in Britain, 1811-1821 Vol 2

A Reprint of Early Nineteenth-Century Radical Periodicals

By: Paul Keen,Kevin Gilmartin

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The Popular Radical Press in Britain, 1811-1821 Vol 2

A Reprint of Early Nineteenth-Century Radical Periodicals

By: Paul Keen,Kevin Gilmartin

The radical weekly newspaper or pamphlet was the leading print organ of popular radical expression during what has been called the "heroic age of popular Radicalism"; the public agitation for parlimentary reform between 1815 and 1820. This work reprints the original runs of the rarest periodicals.

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416

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Routledge

Published Date

ISBN 10

1000742636

ISBN 13

9781000742633

Service Systems Engineering and Management

By: A. Ravi Ravindran,Paul M. Griffin,Vittaldas V. Prabhu

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Service Systems Engineering and Management

By: A. Ravi Ravindran,Paul M. Griffin,Vittaldas V. Prabhu

Recipient of the 2019 IISE Institute of Industrial and Systems Engineers Joint Publishers Book-of-the-Year Award This is a comprehensive textbook on service systems engineering and management. It emphasizes the use of engineering principles to the design and operation of service enterprises. Service systems engineering relies on mathematical models and methods to solve problems in the service industries. This textbook covers state-of-the-art concepts, models and solution methods important in the design, control, operations and management of service enterprises. Service Systems Engineering and Management begins with a basic overview of service industries and their importance in today’s economy. Special challenges in managing services, namely, perishability, intangibility, proximity and simultaneity are discussed. Quality of service metrics and methods for measuring them are then discussed. Evaluating the design and operation of service systems frequently involves the conflicting criteria of cost and customer service. This textbook presents two approaches to evaluate the performance of service systems – Multiple Criteria Decision Making and Data Envelopment Analysis. The textbook then discusses several topics in service systems engineering and management – supply chain optimization, warehousing and distribution, modern portfolio theory, revenue management, retail engineering, health systems engineering and financial services. Features: Stresses quantitative models and methods in service systems engineering and management Includes chapters on design and evaluation of service systems, supply chain engineering, warehousing and distribution, financial engineering, healthcare systems, retail engineering and revenue management Bridges theory and practice Contains end-of-chapter problems, case studies, illustrative examples, and real-world applications Service Systems Engineering and Management is primarily addressed to those who are interested in learning how to apply operations research models and methods for managing service enterprises. This textbook is well suited for industrial engineering students interested in service systems applications and MBA students in elective courses in operations management, logistics and supply chain management that emphasize quantitative analysis.

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618

Publisher

CRC Press

Published Date

ISBN 10

1498723071

ISBN 13

9781498723077

Book's by Paul Scholes

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