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NYSE Hybrid Market Model
49,00 € *
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NYSE Hybrid Market Model ab 49 € als Taschenbuch: Analyse und Implikationen für den deutschen Finanzmarkt. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft,

Anbieter: hugendubel
Stand: 19.02.2020
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NYSE Hybrid Market Model
49,00 € *
ggf. zzgl. Versand

NYSE Hybrid Market Model ab 49 EURO Analyse und Implikationen für den deutschen Finanzmarkt

Anbieter: ebook.de
Stand: 19.02.2020
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NYSE Hybrid Market Model
49,00 € *
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Der Wandel an der New York Stock Exchange (NYSE), dem wichtigsten Finanzmarkt der Welt, fällt auf den ersten Blick nicht auf. Morgens liegen bereits hunderte zerknüllte Zettel auf dem Parkett, wie seit eh und je an der Wall Street. Die Floor Broker laufen zwar mit handgroßen Minicomputern herum, aber viele schreiben aus alter Gewohnheit immer noch mit Bleistift auf Papier. Doch die Macht der Gewohnheit täuscht und dahinter steckt John Thain, der neue Chef der NYSE und Initiator des so genannten "Hybrid Market".Das Buch erläutert das hybride Handelsmodell der NYSE, geht explizit auf die einzelnen Änderungen ein und zeigt die daraus resultierenden Implikationen für den deutschen Finanzmarkt auf. Als Ergänzung wird auch auf die neueste deutsche Entwicklung im Bereich Handelsmodelle eingegangen: Das Marktmodell der Scoach Börse, welche sich speziell auf den Handel mit strukturierten Produkten spezialisiert hat.Das Buch richtet sich an alle, die schon immer wissen wollten, wie der Handel an NYSE, Scoach und Deutsche Börse AG (Xetra und FWB) wirklich funktioniert und dabei auf die entsprechende Fachtiefe nicht verzichten möchten.

Anbieter: Dodax
Stand: 19.02.2020
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International Transmission of Volatility
35,90 € *
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The study tries to examine the mature market's (DAX, LSE, NIKKEI, NYSE, SSE) volatility transmission to developing market(s) (KSE). A ten year's (2005-2015) daily, weekly and monthly index returns of these markets are investigated under this study on which three econometric tests i.e. ADF (unit root), Chow and GARCH model are run to explore and analyze the stationarity, structural breaks and volatility effect from mature markets to volatile market(s) respectively. Results were found to be significant for all the observations, hence showing a transfer of volatility from all the mature markets under study i.e. DAX, LSE, NIKKEI, NYSE and SEE, to the volatile market which in this case is KSE. All the tests are run in econometric software EViews where GARCH model is used as the basic tool for analysis with support of ADF (unit root) and Chow test.

Anbieter: Dodax
Stand: 19.02.2020
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A Neural Network Model for Predicting Stock Mar...
71,90 € *
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Stock exchanges are considered major players in the financial sector of many countries. In such exchanges, it is Stockbrokers who execute stock trade deals and advise clients on where to invest. Most of these Stockbrokers use technical, fundamental or time series analysis in trying to predict future stock prices, so as to advise clients on appropriate investments. However, these strategies do not usually guarantee good returns because they guide on trends and not the most likely trade price of a future date. It is therefore necessary to explore improved methods of prediction. The research uses Artificial Neural Network (ANN) that is feedforward multi-layer perceptron (MLP) with error backpropagation to develop a model ANN of configuration 5:21:21:1 using 80% data for training in 130,000 cycles. The research then develops a prototype and tests it using 2008-2012 data from various stock markets, such as the Nairobi Securities Exchange (NSE) and New York Stock Exchange (NYSE). Results showed that the model predicted prices with MAPE of 0.71% to 2.77%. Validation done using Neuroph & Encog showed close RMSE. The model can therefore be used in any typical stock market predict.

Anbieter: Dodax
Stand: 19.02.2020
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Bank Valuation & Value-Based Management
105,13 € *
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The definitive guide to complying with the brand-newBasel III requirements and creating sustainable valueWith the Final Standard of Basel III published and implementation deadlines set, there's no better time for the revised and updated edition of the cornerstone resource bankers, bank regulators, auditors, and risk managers worldwide rely on-- Bank Valuation and Value-Based Management . Whether you're complying with the new standards of practice, valuing a bank, or searching forsustainable value creation, you can do it quicker and more effectively with the insight only Jean Dermine can offer.Renowned for his expertise in asset and liabilitymanagement, European financial markets, and banking theory, Dermine provides the most comprehensivereference available on the essence of banking--asset-liability management, with particular focus on an institution's banking book. Along with an in-depth exploration of what drives value in a bank, he equips you with his personal bank valuation model aimed at assessing decisions that enhance shareholder value. Complementing his toolbox of practical instruments for valuing banks, Dermine gives you a robust, integrated value-based management framework for addressing such managerialissues as fund transfer pricing, risk-adjusted performanceevaluation, deposit pricing, capital management, loan pricing and provisioning, securitization, and the measurement of interest-rate risk.Relevant in banking systems across the globe, this new edition includes the latest methods and strategies for:Identifying the drivers of sustainable value creationChoosing a fund transfer price that includes liquidity and solvency risksAllocating economic capital to business unitsPricing deposits and loansEstimating the duration of nonmaturing accountsAllocating provisions on performing and nonperforming loans.Throughout the book, extensive mathematical formulas and exercises ground conceptual coverage to hands-on practices. A wealth of exercises and real-world problems work to develop your intuitive sense for asset-liability management in the international banking community.Bank Valuation and Value-Based Management , Second Edition, is your one-stop resource for all the information critical to your success.PRAISE FOR BANK VALUATION AND VALUE BASED MANAGEMENT , Second Edition:"Professor Dermine's book covers the full range of critical topics in banking today--valuation, pricing, and risk management. Analytical, complete, and relevant, this book is a gem! At a time of increased scrutiny of the banking industry, this volume uses an analytic approach that will serve the reader well for years to come. A must-read for anyone in the profession." -- ANTHONY M. SANTOMERO, Director, Citigroup, former president, Federal Reserve Bank of Philadelphia, Senior Advisor, McKinsey & Company, and Richard K. Mellon Professor Emeritus of Finance, the Wharton School"Valuing banks, especially large and complex ones, poses special challenges that recent history has made abundantly clear at great cost to investors and taxpayers. This second edition of the leading volume in the field builds on its strengths as a comprehensive treatment of thekey valuation and bank management components. It is a must-read for anyone seeking to understand modern banking and finance." -- INGO WALTER, Seymour Milstein Professor of Finance, Corporate Governance, and Ethics at the Stern School of Business, New York University"It is extraordinarily clear and very helpful for my day-to-day activity. It is significantly increasing my understanding of the bank." -- PAOLO BELTRATTI, Professor of Finance, Bocconi University, and former chairman of the management board, Intesa Sanpaolo."A jewel. I will recommend it." -- BRUNO COLMANT, Roland Berger, former member of the NYSE management committee

Anbieter: Dodax
Stand: 19.02.2020
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Redesigning Financial Regulation
50,00 CHF *
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At the height of the 1990s boom, Jack Grubman, one of the mostsuccessful analysts in Wall Street proclaimed 'what used tobe conflicts of interest are now synergies'. This myopiacontributed dramatically to the elevation of a culture in whichgreed was deified, oversight denigrated and misfeasance justified.Since the fall of the markets and the implosion of confidence inthe American corporate business model, one man has provedinstrumental in deconstructing the rhetoric of the 1990s: EliotSpitzer, the combative Attorney General of New York. In theprocess, his innovative application of state law has reconfiguredthe governance of Wall Street. Over the past three years the pursuit of transparency andaccountability in the structure of the markets has propelledSpitzer to the forefront of regulatory policy. His investigationsinto tainted analyst research, the mutual funds industry, thegovernance of the New York Stock Exchange and the insuranceindustry have focused attention not just on corrupted individualsbut also the complicity of the financial structure itself. Spitzerexploited the inherent conflicts of interest to the full, forcingregulators to adopt a much more proactive approach and creating anational platform for his own wider political ambitions. Nowholding the Democratic nomination for the Governorship of New York,Spitzer has begun a path for higher national office. This groundbreaking book features exclusive access with many ofthe key actors in these changes to the governance of Wall Street.It examines how Eliot Spitzer exploited gaps in the regulatoryframework to capture the corporate reform agenda and explores theimplications of his actions on policy formation andrecalibration. Key incidents include: changing the terms of reference governinganalyst research; the defenestration of Dick Grasso's tenureover the NYSE (which is now being heard in state court in NewYork); and the battles for control between the former Chairman ofthe Securities Exchange Commission, Harvey Pitt, and Spitzer. The book details not only the contested, contingent andinterdependent connections between the American political andfinancial systems but reveals how Spitzer's manipulation ofthose connections have proved instrumental in enhancing his ownwider political ambitions.

Anbieter: Orell Fuessli CH
Stand: 19.02.2020
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Redesigning Financial Regulation
45,99 € *
ggf. zzgl. Versand

At the height of the 1990s boom, Jack Grubman, one of the mostsuccessful analysts in Wall Street proclaimed 'what used tobe conflicts of interest are now synergies'. This myopiacontributed dramatically to the elevation of a culture in whichgreed was deified, oversight denigrated and misfeasance justified.Since the fall of the markets and the implosion of confidence inthe American corporate business model, one man has provedinstrumental in deconstructing the rhetoric of the 1990s: EliotSpitzer, the combative Attorney General of New York. In theprocess, his innovative application of state law has reconfiguredthe governance of Wall Street. Over the past three years the pursuit of transparency andaccountability in the structure of the markets has propelledSpitzer to the forefront of regulatory policy. His investigationsinto tainted analyst research, the mutual funds industry, thegovernance of the New York Stock Exchange and the insuranceindustry have focused attention not just on corrupted individualsbut also the complicity of the financial structure itself. Spitzerexploited the inherent conflicts of interest to the full, forcingregulators to adopt a much more proactive approach and creating anational platform for his own wider political ambitions. Nowholding the Democratic nomination for the Governorship of New York,Spitzer has begun a path for higher national office. This groundbreaking book features exclusive access with many ofthe key actors in these changes to the governance of Wall Street.It examines how Eliot Spitzer exploited gaps in the regulatoryframework to capture the corporate reform agenda and explores theimplications of his actions on policy formation andrecalibration. Key incidents include: changing the terms of reference governinganalyst research; the defenestration of Dick Grasso's tenureover the NYSE (which is now being heard in state court in NewYork); and the battles for control between the former Chairman ofthe Securities Exchange Commission, Harvey Pitt, and Spitzer. The book details not only the contested, contingent andinterdependent connections between the American political andfinancial systems but reveals how Spitzer's manipulation ofthose connections have proved instrumental in enhancing his ownwider political ambitions.

Anbieter: Thalia AT
Stand: 19.02.2020
Zum Angebot