Ebooks mostly English and Pdf

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Thomas A. King " More Than a Numbers Game: A Brief History of Accounting"
Wiley | 2006-09-01 | ISBN: 0470008733 | 242 pages | PDF | 1,2 MB

The world certainly suffers no shortage of accounting texts. The many out there help readers prepare, audit, interpret and explain corporate financial statements. What has been missing is a book offering context and discussion for divisive issues such as taxes, debt, options, and earnings volatility. King addresses the why of accounting instead of the how, providing practitioners and students with a highly readable history of U.S. corporate accounting. More Than a Numbers Game: A Brief History of Accounting was inspired by Arthur Levitt's landmark 1998 speech delivered at New York University. The Securities and Exchange Commission chairman described the too-little challenged custom of earnings management and presaged the breakdown in the US corporate accounting three years later.
Somehow, over a one-hundred year period, accounting morphed from a tool used by American railroad managers to communicate with absent British investors into an enabler of corporate fraud. How this happened makes for a good business story. This book is not another description of accounting scandals. Instead it offers a history of ideas.
Each chapter covers a controversial topic that emerged over the past century. Historical background and discussion of people involved give relevance to concepts discussed. The author shows how economics, finance, law and business customs contributed to accounting's development. Ideas presented come from a career spent working with accounting information.


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Barry Goss “Debt, Risk and Liquidity in Futures Markets"
Routledge | 2007-11-05 | ISBN: 0415400015 | 212 pages | PDF | 1,1 MB

The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eight papers which provide new insights into all three issues, with special emphasis on futures markets, which have received relatively little attention in the analysis of these problems.
Issues explored and findings reported in this book, have implications for policy makers in framing recommendations to government, for government officials in shaping the regulatory structure of futures exchanges, for traders on these exchanges, and also for researchers planning future investigations. The book is relevant for post-graduate and advanced under-graduate courses on financial markets in Economics, Finance and Banking.


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Barry Schachter, Richard R. Lindsey “How I Became a Quant: Insights from 25 of Wall Street's Elite"
Wiley | 2007-07-09 | ISBN: 0470050624 | 386 pages | PDF | 1,7 MB

Praise for How I Became a Quant
"Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!"
--Ira Kawaller, Kawaller & Co. and the Kawaller Fund

"A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions."
--David A. Krell, President and CEO, International Securities Exchange

"How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis."
--Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management

"Quants"--those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements--are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk.
How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.


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Michael C. Thomsett “Winning With Stocks: The Smart Way to Pick Investments, Manage Your Portfolio, and Maximize Profits"
AMACOM | 2008-08-04 | ISBN: 0814409865 | 256 pages | PDF | 1,1 MB

With a refreshing absence of jargon--and a substantial dose of straightforward guidance and explanation--Winning with Stocks breaks down the basics of making the kind of investment decisions that will pay off. Covering the most valuable indicators of stock market performance--such as current ratio and debt ratio, revenue trend, net return, price history, volatility, P/E ratio, and trading range trends--the book shows readers how to take advantage of opportunities while limiting risks. Readers will learn how to uncover the best stocks, determine what to believe in the popular press, manage liquidity, employ technical tests to analyze companies' performance, and more. Supplying practical tools and illuminating examples, the book gives readers the guidance and information they need to control their individual portfolios, take control of their investments, and maximize their long-term success in the ever-changing market.


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All About Hedge Funds
McGraw-Hill | 2002-10-15 | ISBN: 0071393935 | 309 pages | PDF | 1,2 MB

This clear-headed, commonsense guide tells investors:

* What hedge funds are--and what they are not
* Four key hedge fund strategies
* How to incorporate hedge funds into an existing portfolio
* Types of risk involved in hedge fund investing

Enjoy this great book! Brought to you by SMIRK


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Ruey S. Tsay “Analysis of Financial Time Series"
Wiley-Interscience | 2005-08-30 | ISBN: 0471690740 | 640 pages | PDF | 3,8 MB

Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book.
Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.


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Ruey S. Tsay " Analysis of Financial Time Series"
Wiley-Interscience | 2001-10-15 | ISBN: 0471415448 | 472 pages | PDF | 3,2 MB

Fundamental topics and new methods in time series analysis
Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. Timely topics and recent results include:
* Value at Risk (VaR)
* High-frequency financial data analysis
* Markov Chain Monte Carlo (MCMC) methods
* Derivative pricing using jump diffusion with closed-form formulas
* VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process
* Multivariate volatility models with time-varying correlations
Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods.



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Yves Achdou, Olivier Pironneau “Computational Methods for Option Pricing"
Society for Industrial and Applied Mathematic | 2005-07-01 | ISBN: 0898715733 | 297 pages | PDF | 11,2 MB

This book is a must for becoming better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. Important aspects of finance modeling are reviewed, involving partial differential equations and numerical algorithms for the fast and accurate pricing of financial derivatives and the calibration of parameters. The best numerical algorithms are fully explored and discussed, from their mathematical analysis up to their implementation in C++ with efficient numerical libraries. This is one of the few books that thoroughly covers the following topics: mathematical results and efficient algorithms for pricing American options; modern algorithms with adaptive mesh refinement for European and American options; regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations; calibration of volatility with European and American options; the use of automatic differentiation of computer codes for computing greeks.


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Financial Modelling with Jump Processes
Chapman & Hall/CRC | 2003-12-30 | ISBN: 1584884134 | 552 pages | DjVu | 4,8 MB

The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Lévy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

Enjoy this great book! Brought to you by SMIRK


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Cheng-Few Lee “Advances In Quantitative Analysis Of Finance And Accounting, Vol. 6 "
World Scientific Publishing Company | 2008-03-14 | ISBN: 981279168X | 272 pages | PDF | 2,2 MB

Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.
The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.
Contents: Collateral Constraints, Debt Management, and Investment Incentives (E Agliardi & R Andergassen); A Concave Quadratic Programming Marketing Strategy Model with Product Life Cycles (P Y Kim et al.); Evaluating the Robustness of Market Anomaly Evidence (W D Brown, Jr et al.); Why is the Value Relevance of Earnings Lower for High-Tech Firms? (B B Lee et al.); Thirty Years of Canadian Evidence on Stock Splits, Reverse Stock Splits, and Stock Dividends (V Jog & P C Zhu); Intraday Volume Volatility Relation of the DOW: A Behavioral Interpretation (A F Darrat et al.); The Pricing of Initial Public Offerings: An Option Approach (S Liu et al.); Determinants of Winner Loser Effects in National Stock Markets (M-S Pan); Earnings Management in Corporate Voting: Evidence from Antitakeover Charter Amendments (C-K Hoi et al.); Deterministic Portfolio Selection Models, Selection Bias, and an Unlikely Hero (H E Phillips); Corporate Capital Structure and Firm Value: A Panel Data Evidence from Australia s Dividend Imputation Tax System (A T Mollik); The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis (K Peng & S Wang).



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Ivan E. Brick, Tavy Ronen ,Cheng-Few Lee “Advances In Quantitative Analysis Of Finance And Accounting Vol. 3: Essays in Microstructure in Honor of David K. Whitcomb "
World Scientific Publishing Company | 2006-04-18 | ISBN: 9812566260 | 268 pages | PDF | 1,6 MB

Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today’s financial markets. One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. The coverage of topics on this volume is broad, ranging from the theoretical to empirical, and covering various issues from market architecture to liquidity and volatility.



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Greg N. Gregoriou “Diversification and Portfolio Management of Mutual Funds"
Palgrave Macmillan | 2006-11-28 | ISBN: 0230019153 | 448 pages | PDF | 1,4 MB


This significant new book addresses the important issue of diversification in an age where it is vital to reduce volatility on investments. Properly applied portfolio management can lead to greater gains. The expert authors guide investors through international portfolio diversification, make clear how to help improve the efficiency of their investments, and explain how international diversification reduces the risk of an investment portfolio. This key book educates investors about how international mutual finds enhance the performance of their portfolio. The authors analyze which factors are most essential to investors, and find that both financial factors and behavioural arguments must be considered. This book is a crucial tool for any investor looking to improve the profit gain from their investment.



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Risk Management And Value: Valuation and Asset Pricing
Publisher: World Scientific Publishing Company | Pages: 644 | 2008-02-28 | ISBN: 9812770739 | PDF | 4 MB


Product Description:

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.

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 Türkiye (T Özkan); 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 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).


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Street Smarts
M. Gordon Publishing Group | 1996-01-01 | ISBN: 0965046109 | 238 pages | PDF | 3,2 MB

Among the methods you will be taught are:

* Swing Trading - The backbone of Linda's success. Not only will you learn exactly how to swing trade, you will also learn specific advanced techniques never before made public!
* News - Among the strategies revealed is an intra-day news strategy they use to exploit the herd when the 8:30am economic reports are released. This strategy will be especially appreciated by bond traders and currency traders.
* Pattern Recognition - You will learn some of the best short-term set-up patterns available. Larry and Linda will also teach you how they combine these patterns with other strategies to identify explosive moves.
* ADX - In our opinion, ADX is one of the most powerful and misunderstood indicators available to traders. Now, for the first time, they reveal a handful of short-term trading strategies they use in conjunction with this terrific indicator.
* Volatility - You will learn how to identify markets that are about to explode and how to trade these exciting situations.
* Also, included are chapters on trading volatility, trading Crabel, trading the smart money index, trading gap reversals, a special chapter on professional money management, and many other trading strategies!

Enjoy this great book! Brought to you by SMIRK


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The Compleat Day Trader
McGraw-Hill Companies | 1995-05-01 | ISBN: 0070092516 | 227 pages | PDF | 8,5 MB

It offers a solid introduction to day trading and evaluates various techniques and strategies, including moving averages, intraday application of stochastics, support and resistance, gaps, and scalping. Bernstein spends several chapters discussing trading psychology, and he sees successful traders as developing a balance between technique and "art." He writes:

My experiences as a trader have led me to the conclusion that successful day trading is built upon a unique foundation combining art and science. If pressed to "guesstimate" as to the proper mix of both qualities, I'd say that approximately 70 percent of successful day trading consists of technique or science and 30 percent skill and/or art. This, however, would be a misleading statement inasmuch as both elements are symbiotic; without one, the other would be ineffective. The successful day trader combines both elements synergistically to produce profits, consistency and longevity.

As he does in the sequel to this book, The Compleat Day Trader II, Bernstein shows an obvious preference to futures trading, but many of the techniques described should apply to other markets as well.

Enjoy this great book! Brought to you by SMIRK


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