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Shapiro Jesse M.: Introduction to
Quantitative Economics

Introduction to Quantitative Economics

In the ever-evolving world of finance, no-arbitrage theory remains a cornerstone for understanding asset pricing, risk management, and investment strategies. This book presents the key results of modern no-arbitrage theory in both discrete and continuous time settings.The book is structured in three parts.The first part focuses on one-period financial market models. Although highly stylized, this framework provides a clear and explicit introduction to the fundamental features of a financial market, such as the absence of arbitrage and market completeness, as well as the tools used to effectively test these properties. Additionally, we explore how the absence of arbitrage imposes constraints on the pricing of new financial assets.The second part transitions to multi-period financial market models, offering a more realistic depiction of financial markets. It introduces the fundamentals of discrete-time stochastic processes, extends the tools developed in the first part, and demonstrates how to price contingent claims with cash flows occurring at multiple dates.In the third part, we refine the time structure further by moving into a continuous-time setting. After a primer on continuous-time stochastic processes and stochastic integration, we extend the no-arbitrage framework and rigorously examine pricing in the celebrated Black-Scholes model and in a few of its extensions.Numerous numerical examples throughout the book support the reader's understanding and help visualize key concepts. Each part concludes with a comprehensive set of exercises and solutions, offering opportunities for practice and self-assessment.

Arbitrage Theory In Discrete And Continuous Time

Modern Trends In Financial Engineering

Multiscale Financial Data Analytics and Machine Learning offers a systematic and comprehensive study on the multiscale approach to financial data analytics and machine learning. This book covers an array of multiscale methods to discover the properties of various timescales embedded in a financial time series, including noise-assisted empirical mode decomposition methods. Important interpretable multiscale outputs from the estimation are recognized as a new set of features that can be used for machine learning. The feature selection problem for machine learning is examined in this volume.This book offers an applied quantitative approach that combines novel analytical methodologies and practical applications to a wide array of examples with real-world data. It is self-contained and organized in its presentation. The explanations of the methodologies are both accessible and detailed enough to capture the interest of the curious student or researcher. Step-by-step descriptions of the algorithms are provided for straightforward implementation.

Multiscale Financial Data Analytics And Machine Learning

What To Do When We Can’t Agree on Right and Wrong

Moral Economics

Routledge Studies in Ecological Economics

This book analyses the rationale and the basic design of the European Union Emission Trading Scheme and discusses its workings during the first two trading periods and the initiation of the third phase, following a revision of the scheme. It offers a critical assessment of the EU ETS from a radical political economy standpoint.

The Political Economy of the European Union’s Emissions Trading System

Economics as Social Theory

Amartya Sen - who was awarded the Nobel Prize for Economic Science in 2003 - is one of the leading economists of his generation. The important new book provides an exposition and assessment of Amartya Sen's socio-economics, both positive and especially normative, including his contributions to welfare economics, ethics and the theory-and-policy approach of 'human development'. The exposition and assessment will include discussion of the historical and intellectual contexts. The book also analyzes Sen's contributions to philosophy, the second field in which Sen has published and held appointments.

On Freedom, Capability and Entitlement

The Socioeconomics of Amartya Sen

Economic Perspectives on Institutions provides an introduction to the economic analysis of institutions, particularly with respect to the core issues of conflict, coordination and inequality, offering an essential synthesis of what we have learnt so far and highlighting the major gaps to be filled. Readers are introduced to some of the best ideas produced in the field of institutional economics and are provided with a critical assessment both of their ability to explain a number of crucial problems and to offer a guide to the choice of the best policies. This book will be essential reading to all those studying and researching in the field of institutional economics.

Conflict, Coordination, Inequality

Economic Perspectives on Institutions

The Little Big Book Series

This book is needed because tools like Six Sigma, Lean, process reengineering, process redesign, and TQM have completely ignored the impact that IT technology is having upon improving an organization's performance. This book presents an up-to-date view of performance improvement technologies and explains how readers can use them along with IT technologies to bring about major performance improvement within their organizations. You cannot bring about major process performance improvement within any organization without considering IT's impact upon the processes.

As a Catalyst to Deliver Total Organizational Change

Recreating Information Technology

Routledge Studies in Defence and Peace Economics

This book discusses the models used to explain economic growth and introduces the economic factors that could potentially lead to conflict, offering insights into the applicability of economic development theories to post conflict reconstruction.

Introduction to Quantitative Economics

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