The Macroeconomic Theory of Exchange Rate Crises

Author: Giovanni Piersanti
Edition:
Publisher: Oxford University Press, USA
Binding: Hardcover
ISBN: 0199653127
Price:
You Save: 24%

The Macroeconomic Theory of Exchange Rate Crises

This book deals with the genesis and dynamics of exchange rate crises in fixed or managed exchange rate systems.The Macroeconomic Theory of Exchange Rate Crises review. It provides a comprehensive treatment of the existing theories of exchange rate crises and of financial market runs. It aims to provide a survey of both the theoretical literature on international financial crises and a systematic treatment of the analytical models. It analyzes a series of macroeconomic models and demonstrates their properties and conclusions, including comparative statics and dynamic behavior. The models cover the range of phenomena exhibited in modern crises experienced in countries with fixed or managed exchange rate systemsRead full reviews of The Macroeconomic Theory Of Exchange Rate Crises Piersanti, Giovanni.

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Store Search search Title, ISBN and Author The Macroeconomic Theory of Exchange Rate Crises by Giovanni Piersanti Estimated delivery 4-14 business days Format Hardcover Condition Brand New An overview of the causes and consequences of speculative attacks on domestic currency and international financial turmoil. It provides a comprehensive treatment of the existing theories of exchange rate crises and of financial market runs. Publisher Description This book deals with the genesis and dynamics o

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author giovanni piersanti format hardback language english publication year 01 04 2012 subject management business economics industry subject 2 economics professional general title the macroeconomic theory of exchange rate crises author piersanti giovanni publisher oxford univ pr publication date jun 26 2012 pages 416 binding hardcover dimensions 6 10 wx 9 30 hx 1 20 d isbn 0199653127 subject business economics economics macroeconomics description this book deals with the genesis and dynamics

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This book deals with the genesis and dynamics of exchange rate crises in fixed or managed exchange rate systems. It provides a comprehensive treatment of the existing theories of exchange rate crises and of financial market runs. It aims to provide a survey of both the theoretical literature on international financial crises and a systematic treatment of the analytical models. It analyzes a series of macroeconomic models and demonstrates their properties and conclusions, including comparative statics and dynamic behaviour. The models cover the range of phenomena exhibited in modern crises expe

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The Macroeconomic Theory of Exchange Rate Crises Reviews

It provides a comprehensive treatment of the existing theories of exchange rate crises and of financial market runs. It aims to provide a survey of both the theoretical literature on international financial crises and a systematic treatment of the analytical models. It analyzes a series of macroeconomic models and demonstrates their properties and conclusions, including comparative statics and dynamic behavior. The models cover the range of phenomena exhibited in modern crises experienced in countries with fixed or managed exchange rate systems. Among the topics covered, beyond currency sustainability, are bank runs, the interaction between bank solvency and currency stability, capital flows and borrowing constraints, uncertainty about government policies, asymmetric information and herding behavior, contagion across markets and countries, financial markets and asset price bubbles, strategic interaction among agents and equilibrium selection, the dynamics of speculative attacks and of financial crashes in international capital markets. The book is intended for econometricians, academics, policymakers and specialists in the field, and postgraduate students in economics.

Interest Rate Modeling. Volume 3 Reviews

Author: Leif B.G. Andersen
Edition:
Publisher: Atlantic Financial Press
Binding: Hardcover
ISBN: 0984422129
Price:
You Save: 5%

Interest Rate Modeling. Volume 3: Products and Risk Management

Table of contents for all three volumes (full details at andersen-piterbarg-book.Interest Rate Modeling. Volume 3 review. om)

Volume I. Foundations and Vanilla Models

      Part I. Foundations

• Introduction to Arbitrage Pricing Theory
• Finite Difference Methods
• Monte Carlo Methods
• Fundamentals of Interest Rate Modelling
• Fixed Income Instruments

      Part II. Vanilla Models

• Yield Curve Construction and Risk Management
• Vanilla Models with Local Volatility
• Vanilla Models with Stochastic Volatility I
• Vanilla Models with Stochastic Volatility II 

Volume IIRead full reviews of Interest Rate Modeling. Volume 3: Products and Risk Management.

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Interest Rate Modeling. Volume 3: Products and Risk Management - Leif BG Andersen, Vladimir V. Piterbarg

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Review Andersen and Piterbarg have written a Landau and Lifschitz of fixed income analytics.--Alexander Lipton-Lifschitz, Co-Head of the Global Quantitative Group, Bank of America Merrill Lynch The authors bring a matchless combination of theoretical and practical expertise to these volumes. The result is a masterwork: truly insightful, inexhaustible in rigor, and terrifyingly complete in scope.--Tom Hyer, Head of Quant Analytics, UBS Written by two of the sharpest mathematical minds in the industry, the theoretical presentation is precise, the scope is comprehensive, and the implementation de

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TheNile.com.au About FAQ Payment Delivery Contact Us 1800-987-323 Interest Rate Modeling. Volume 3 by Leif BG Andersen Format Hardcover Condition Brand New The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techn

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Interest Rate Modeling. Volume 3: Products and Risk Management, ISBN-13: 9780984422128, ISBN-10: 0984422129

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Interest Rate Modeling. Volume 3 Reviews

om)

Volume I. Foundations and Vanilla Models

      Part I. Foundations

• Introduction to Arbitrage Pricing Theory
• Finite Difference Methods
• Monte Carlo Methods
• Fundamentals of Interest Rate Modelling
• Fixed Income Instruments

      Part II. Vanilla Models

• Yield Curve Construction and Risk Management
• Vanilla Models with Local Volatility
• Vanilla Models with Stochastic Volatility I
• Vanilla Models with Stochastic Volatility II 

Volume II. Term Structure Models

      Part III. Term Structure Models

• One-Factor Short Rate Models I
• One-Factor Short Rate Models II
• Multi-Factor Short Rate Models
• The Quasi-Gaussian Model with Local and Stochastic Volatility
• The Libor Market Model I
• The Libor Market Model II

Volume III. Products and Risk Management

      Part IV. Products

• Single-Rate Vanilla Derivatives
• Multi-Rate Vanilla Derivatives
• Callable Libor Exotics
• Bermudan Swaptions 
• TARNs, Volatility Swaps, and Other Derivatives
• Out-of-Model Adjustments

      Part V. Risk management

• Fundamentals of Risk Management  
• Payoff Smoothing and Related Methods 
• Pathwise Differentiation 
• Importance Sampling and Control Variates 
• Vegas in Libor Market Models 

      Appendix

• Markovian Projection 

Interest Rate Modeling. Volume 2 Reviews

Author: Leif B.G. Andersen
Edition:
Publisher: Atlantic Financial Press
Binding: Hardcover
ISBN: 0984422110
Price:
You Save: 5%

Interest Rate Modeling. Volume 2: Term Structure Models

Table of contents for all three volumes (full details at andersen-piterbarg-book.Interest Rate Modeling. Volume 2 review. om)

Volume I. Foundations and Vanilla Models

      Part I. Foundations

• Introduction to Arbitrage Pricing Theory
• Finite Difference Methods
• Monte Carlo Methods
• Fundamentals of Interest Rate Modelling
• Fixed Income Instruments

      Part II. Vanilla Models

• Yield Curve Construction and Risk Management
• Vanilla Models with Local Volatility
• Vanilla Models with Stochastic Volatility I
• Vanilla Models with Stochastic Volatility II 

Volume IIRead full reviews of Interest Rate Modeling. Volume 2: Term Structure Models.

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Interest Rate Modeling. Volume 2: Term Structure Models - Leif BG Andersen, Vladimir V. Piterbarg

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Review In the seventies, Arbitrage Pricing Theory (APT) was invented for equity derivatives. Now the arena of interest rate derivatives has its own APT: the Andersen-Piterbarg Textbook.--Peter Carr, Global Head of Market Modeling, Morgan Stanley This is a most comprehensive book on interest rate modeling and derivatives valuation. I recommend it highly to all students and researchers. --Farshid Jamshidian, Professor of Applied Mathematics, Twente University Andersen and Piterbarg are to be congratulated on moving our understanding of valuation of interest rate derivatives to a new level. --Joh

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Atlantic Financial Press 9780984422111 Interest Rate Modeling. Volume 2: Term Structure Models Description The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated appr

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Interest Rate Modeling. Volume 2: Term Structure Models, ISBN-13: 9780984422111, ISBN-10: 0984422110

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Interest Rate Modeling. Volume 2 : Hardback : Atlantic Financial Press : 9780984422111 : 0984422110 : 17 Aug 2010 : "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its d

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Interest Rate Modeling. Volume 2 Reviews

om)

Volume I. Foundations and Vanilla Models

      Part I. Foundations

• Introduction to Arbitrage Pricing Theory
• Finite Difference Methods
• Monte Carlo Methods
• Fundamentals of Interest Rate Modelling
• Fixed Income Instruments

      Part II. Vanilla Models

• Yield Curve Construction and Risk Management
• Vanilla Models with Local Volatility
• Vanilla Models with Stochastic Volatility I
• Vanilla Models with Stochastic Volatility II 

Volume II. Term Structure Models

      Part III. Term Structure Models

• One-Factor Short Rate Models I
• One-Factor Short Rate Models II
• Multi-Factor Short Rate Models
• The Quasi-Gaussian Model with Local and Stochastic Volatility
• The Libor Market Model I
• The Libor Market Model II

Volume III. Products and Risk Management

      Part IV. Products

• Single-Rate Vanilla Derivatives
• Multi-Rate Vanilla Derivatives
• Callable Libor Exotics
• Bermudan Swaptions 
• TARNs, Volatility Swaps, and Other Derivatives
• Out-of-Model Adjustments

      Part V. Risk management

• Fundamentals of Risk Management  
• Payoff Smoothing and Related Methods 
• Pathwise Differentiation 
• Importance Sampling and Control Variates 
• Vegas in Libor Market Models 

      Appendix

• Markovian Projection 

Interest Rate Swaps and Other Derivatives Reviews

Author: Howard Corb
Edition:
Publisher: Columbia University Press
Binding: Hardcover
ISBN: 0231159641
Price:
You Save: 38%

Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing)

The first swap was executed over thirty years ago.Interest Rate Swaps and Other Derivatives review. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them.

Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable styleRead full reviews of Interest Rate Swaps and Other Derivatives.

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Store Search search Title, ISBN and Author Interest Rate Swaps and Other Derivatives by Howard Corb Estimated delivery 3-12 business days Format Hardcover Condition Brand New In this volume, Howard M. Corb explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in depth understanding of these markets. Corb helps readers develop an int

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Interest Rate Swaps and Other Derivatives Reviews

Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them.

Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.

Exchange Rate Regimes in the Modern Era

Author: Michael W. Klein
Edition:
Publisher: The MIT Press
Binding: Paperback
ISBN: 026251799X
Price:
You Save: 30%

Exchange Rate Regimes in the Modern Era

The exchange rate is sometimes called the most important price in a highly globalized world.Exchange Rate Regimes in the Modern Era review. A country's choice of its exchange rate regime, between government-managed fixed rates and market-determined floating rates has significant implications for monetary policy, trade, and macroeconomic outcomes, and is the subject of both academic and policy debate. In this book, two leading economists examine the operation and consequences of exchange rate regimes in an era of increasing international interdependence.

Michael Klein and Jay Shambaugh focus on the evolution of exchange rate regimes in the modern era, the period since 1973, which followed the Bretton Woods era of 1945--72 and the pre-World War I gold standard era. Klein and Shambaugh offer a comprehensive, integrated treatment of the characteristics of exchange rate regimes and their effectsRead full reviews of Exchange Rate Regimes in the Modern Era.

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Exchange Rate Regimes in the Modern Era - Michael W. Klein

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Review "In the aftermath of the global financial crisis, our need for adeeper understanding of the causes and consequences of international monetary andfinancial arrangements is clearer then ever. Exchange rate regimes in the modern erahave shaped trade patterns, capital flows, reserve accumulation, monetary policies,inflation rates, and many other facets of the world economy, including the crisisitself. Klein and Shambaugh masterfully lay out the theories behind these mechanismsand expose their practical import with clear and arresting evidence in a book thatis required reading for anyone int

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Exchange Rate Regimes in the Modern Era, ISBN-13: 9780262013659, ISBN-10: 0262013657

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Store Search search Title, ISBN and Author Exchange Rate Regimes in the Modern Era by Michael W. Klein, Jay C. Shambaugh Estimated delivery 3-12 business days Format Paperback Condition Brand New An analysis of the operation and consequences of exchange rate regimes in an era of increasing international interdependence. Publisher Description The exchange rate is sometimes called the most important price in a highly globalized world. A country s choice of its exchange rate regime, between govern

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Exchange Rate Regimes in the Modern Era Reviews

A country's choice of its exchange rate regime, between government-managed fixed rates and market-determined floating rates has significant implications for monetary policy, trade, and macroeconomic outcomes, and is the subject of both academic and policy debate. In this book, two leading economists examine the operation and consequences of exchange rate regimes in an era of increasing international interdependence.

Michael Klein and Jay Shambaugh focus on the evolution of exchange rate regimes in the modern era, the period since 1973, which followed the Bretton Woods era of 1945--72 and the pre-World War I gold standard era. Klein and Shambaugh offer a comprehensive, integrated treatment of the characteristics of exchange rate regimes and their effects. The book draws on and synthesizes data from the recent wave of empirical research on this topic, and includes new findings that challenge preconceived notions.