會員推薦:Applied Computational Economics and Finance
作者:tabflib 日期:2008-11-19
書名:Applied Computational Economics and Finance
作者:Mario J. Miranda、Paul L. Fackler
出版者:MIT Press
內容簡介
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.
(摘錄自MIT Press)
~ 即將到館~
作者:Mario J. Miranda、Paul L. Fackler
出版者:MIT Press
內容簡介
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.
(摘錄自MIT Press)
~ 即將到館~
97年11月21日晚間,因本院舉辦第四屆菁業獎頒獎典禮,圖書室將提前於下午5時休館,敬請見諒!
作者:tabflib 日期:2008-11-19
會員推薦:Bank Treasurer's Manual
作者:tabflib 日期:2008-11-19
書名:Bank Treasurer's Manual
作者:Leonard Matz
出版者:Sheshunoff Information
內容簡介
In the past few years virtually every part of your bank has been turned upside down by the economy and new rules and regulations. The treasury function is no exception. Uncertain interest rates, more stringent risk management guidelines, and new rules don't have to lead to problems for your treasury function.
Recent topics covered include:
Loan sales. Banks of all sizes are selling loans. Get an up-to-date, comprehensive review of this increasingly important strategy for managing your balance sheet.
Funds transfer pricing. It is more important than ever for your bank to understand its sources of earnings. Funds transfer pricing helps you break down the components of your profitability.
Capital management. Excellent capital management is a key component of success in the banking industry. Get practical advice for managing your banks capital from three key perspectives: regulatory, economic, and market.
Net interest margin analysis. Better understanding of this ratio can lead to increased profitability for your bank. Learn new techniques for analyzing, understanding, and explaining changes in this important indicator of bank profitability.
This 2-volume set methodically looks at every aspect of the treasury function. Our experts show you how to rebuild yours, step by step, so your department gets peak results under any conditions. The manual is written in clear, straightforward language so your staff can use it to develop their skills and learn their jobs. And you can use it as an in-depth reference for every part of your job. Its 45 chapters cover everything you need, and periodic Updates keep you on top of changes that concern you.
Understand and use new instruments
Apply duration analysis
Develop written policies and procedures for the executive, financial, and operational sides of the treasury func...
作者:Leonard Matz
出版者:Sheshunoff Information
內容簡介
In the past few years virtually every part of your bank has been turned upside down by the economy and new rules and regulations. The treasury function is no exception. Uncertain interest rates, more stringent risk management guidelines, and new rules don't have to lead to problems for your treasury function.
Recent topics covered include:
Loan sales. Banks of all sizes are selling loans. Get an up-to-date, comprehensive review of this increasingly important strategy for managing your balance sheet.
Funds transfer pricing. It is more important than ever for your bank to understand its sources of earnings. Funds transfer pricing helps you break down the components of your profitability.
Capital management. Excellent capital management is a key component of success in the banking industry. Get practical advice for managing your banks capital from three key perspectives: regulatory, economic, and market.
Net interest margin analysis. Better understanding of this ratio can lead to increased profitability for your bank. Learn new techniques for analyzing, understanding, and explaining changes in this important indicator of bank profitability.
This 2-volume set methodically looks at every aspect of the treasury function. Our experts show you how to rebuild yours, step by step, so your department gets peak results under any conditions. The manual is written in clear, straightforward language so your staff can use it to develop their skills and learn their jobs. And you can use it as an in-depth reference for every part of your job. Its 45 chapters cover everything you need, and periodic Updates keep you on top of changes that concern you.
Understand and use new instruments
Apply duration analysis
Develop written policies and procedures for the executive, financial, and operational sides of the treasury func...
新書推薦:The origin of Financial Crises: Central Banks
作者:tabflib 日期:2008-11-11
書名:The origin of Financial Crises: Central Banks, Credit Bubbles and the Efficient Market Fallacy
作者:George Cooper
出版者:Ingram Pub Services
本書獲得Amazon 5顆星評價。
內容簡介
"A well written book ... Cooper's most novel doctrine is that investors do not have to be irrational to generate bubbles." -- Financial Times "Financial Times"
The origin of Financial Crises provides a compelling analysis of the forces behind today's economic crisis. In a series of disarmingly simple arguments George Cooper challenges the core principles of today's economic orthodoxy, explaining why financial markets do not obey the efficient market principles described in today's economic textbooks but are instead inherently unstable and habitually crisis prone.
(摘錄自Amazon.com)
~即將到館~
作者:George Cooper
出版者:Ingram Pub Services
本書獲得Amazon 5顆星評價。
內容簡介
"A well written book ... Cooper's most novel doctrine is that investors do not have to be irrational to generate bubbles." -- Financial Times "Financial Times"
The origin of Financial Crises provides a compelling analysis of the forces behind today's economic crisis. In a series of disarmingly simple arguments George Cooper challenges the core principles of today's economic orthodoxy, explaining why financial markets do not obey the efficient market principles described in today's economic textbooks but are instead inherently unstable and habitually crisis prone.
(摘錄自Amazon.com)
~即將到館~
新書推薦:Bad Money: Reckless Finance, Failed Politics,
作者:tabflib 日期:2008-11-11
書名:Bad Money: Reckless Finance, Failed Politics, and the Global Crisis of American Capitalism
作者:Kevin Phillips
出版者:Viking Adult
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。詳載了美國經濟分崩離析的過程。
內容簡介
The bestselling author reveals how the U.S. financial sector has hijacked our economy and put America’s global future at risk
“Bad money” refers to a new phenomenon in wayward megafinance—the emergence of a U.S. economy that is globally dependent and dominated by hubris-driven financial services. Also “bad” are the risk miscalculations and strategic abuses of new multitrillion-dollar products such as asset-backed securities and the lure of buccaneering vehicles like hedge funds. Finally, the U.S. dollar has been turned into bad money as it has weakened and become vulnerable to the world’s other currencies. In all these ways, “bad” finance has failed the American people and pointed U.S. capitalism toward a global crisis. Bad Money is the perfect follow- up to Phillips’s last book, whose dire warnings are now proving frighteningly accurate. (摘錄自Amazon.com)
~已到館歡迎會員借閱~
作者:Kevin Phillips
出版者:Viking Adult
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。詳載了美國經濟分崩離析的過程。
內容簡介
The bestselling author reveals how the U.S. financial sector has hijacked our economy and put America’s global future at risk
“Bad money” refers to a new phenomenon in wayward megafinance—the emergence of a U.S. economy that is globally dependent and dominated by hubris-driven financial services. Also “bad” are the risk miscalculations and strategic abuses of new multitrillion-dollar products such as asset-backed securities and the lure of buccaneering vehicles like hedge funds. Finally, the U.S. dollar has been turned into bad money as it has weakened and become vulnerable to the world’s other currencies. In all these ways, “bad” finance has failed the American people and pointed U.S. capitalism toward a global crisis. Bad Money is the perfect follow- up to Phillips’s last book, whose dire warnings are now proving frighteningly accurate. (摘錄自Amazon.com)
~已到館歡迎會員借閱~
新書推薦:The Partnership: The Making of Goldman Sachs
作者:tabflib 日期:2008-11-11
書名:The Partnership: The Making of Goldman Sachs
作者:Ellis, Charles D.
出版者:Penguin Group USA
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。本書對Goldman Sachs這家投資銀行作深度剖析。
內容簡介
Traces the half-century ascent of Goldman Sachs from a marginal family firm with limited prospects to one of the world’s most profitable investment banks, evaluating the contributions of such pivotal figures as Sidney Weinberg, Gus Levy, and John Whitehead. 75,000 first printing. (摘錄自Amazon.com)
~已到館歡迎會員借閱~
作者:Ellis, Charles D.
出版者:Penguin Group USA
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。本書對Goldman Sachs這家投資銀行作深度剖析。
內容簡介
Traces the half-century ascent of Goldman Sachs from a marginal family firm with limited prospects to one of the world’s most profitable investment banks, evaluating the contributions of such pivotal figures as Sidney Weinberg, Gus Levy, and John Whitehead. 75,000 first printing. (摘錄自Amazon.com)
~已到館歡迎會員借閱~
新書推薦:The World Is Curved: Hidden Dangers to the...
作者:tabflib 日期:2008-11-11
書名:The World Is Curved: Hidden Dangers to the Global Economy
作者:David M. Smick
出版者:Penguin Group USA
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。分析近來美國及海外銀行體系發生的問題。
內容簡介
A founder of the acclaimed quarterly The International Economy explains the economic problems behind the credit and mortgage issues of the past two years, identifying hidden connections between key events and the global economy. 50,000 first printing.(摘錄自Amazon.com)
~已到館歡迎會員借閱~
作者:David M. Smick
出版者:Penguin Group USA
本書為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。分析近來美國及海外銀行體系發生的問題。
內容簡介
A founder of the acclaimed quarterly The International Economy explains the economic problems behind the credit and mortgage issues of the past two years, identifying hidden connections between key events and the global economy. 50,000 first printing.(摘錄自Amazon.com)
~已到館歡迎會員借閱~
新書推薦:Financial Institutions Management
作者:tabflib 日期:2008-11-11
書名:Financial Institutions Management: A Risk Management Approach (6th ed.)
作者:Saunders
出版者:華泰文化
內容簡介
本書著重在如何管理現代金融機構的報酬與風險。不論是商業銀行、儲蓄銀行、投資銀行、或是保險公司,這些現代的金融機構的管理者所要面對的風險,以及用來管理這些風險的方法與市場工具,在原理上都顯得大同小異。因此,除了對於傳統部門的產出分析之外,本書也更加強了新領域的題材,包括資產證券化、資產負債表外銀行業務、以及國際銀行業務等等。
本書特色
1.避險基金(Hedge Funds)管理超過2兆美金的資產並已成為金融機構中的一個重要部份,本書加強此議題之內容。
2.第6章內容包含美國次級房貸市場的危機及其對於金融產業之衝擊。
3.第3章內容包含2005年造成巨大損害的卡崔那颶風(Hurricane Katrina)對於保險公司的影響。
4.架構分明,本書第一部分為導論,後續接兩大部分為風險之衡量以及風險的管理。
5.內容包含最新的信用風險模型,如KMV、CreditMetrics、以及CreditRisk+等等。
(內容摘錄自博客來網站)
~已到館歡迎會員借閱~
作者:Saunders
出版者:華泰文化
內容簡介
本書著重在如何管理現代金融機構的報酬與風險。不論是商業銀行、儲蓄銀行、投資銀行、或是保險公司,這些現代的金融機構的管理者所要面對的風險,以及用來管理這些風險的方法與市場工具,在原理上都顯得大同小異。因此,除了對於傳統部門的產出分析之外,本書也更加強了新領域的題材,包括資產證券化、資產負債表外銀行業務、以及國際銀行業務等等。
本書特色
1.避險基金(Hedge Funds)管理超過2兆美金的資產並已成為金融機構中的一個重要部份,本書加強此議題之內容。
2.第6章內容包含美國次級房貸市場的危機及其對於金融產業之衝擊。
3.第3章內容包含2005年造成巨大損害的卡崔那颶風(Hurricane Katrina)對於保險公司的影響。
4.架構分明,本書第一部分為導論,後續接兩大部分為風險之衡量以及風險的管理。
5.內容包含最新的信用風險模型,如KMV、CreditMetrics、以及CreditRisk+等等。
(內容摘錄自博客來網站)
~已到館歡迎會員借閱~
本院圖書室於11月12日中午12時起至下午5時,進行內部資料整理,暫停開放
作者:tabflib 日期:2008-11-10
新書推薦:索羅斯帶你走出金融危機
作者:tabflib 日期:2008-10-31
書名:索羅斯帶你走出金融危機
作者:George Soros
出版者:聯經出版公司
內容簡介
本書編譯自The New Paradigm for Financial Markets為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。本書特色:1.索羅斯探究這次金融危機的起點,深思危機對未來的意義。2.索羅斯結合了實務的洞察力與哲學深度,對於了解大型信用危機與其對美國及全球經濟的深意,具有相當影響力。3.幫助讀者掌握國際金融發展趨勢,了解對未來市場的影響與衝擊,設法度過金融危機。(摘錄自博客來網站)
~已到館歡迎會員借閱~
作者:George Soros
出版者:聯經出版公司
內容簡介
本書編譯自The New Paradigm for Financial Markets為美國最大的零售書店Barnes & Noble Inc. 金融危機時期排行前五名的暢銷書之一。本書特色:1.索羅斯探究這次金融危機的起點,深思危機對未來的意義。2.索羅斯結合了實務的洞察力與哲學深度,對於了解大型信用危機與其對美國及全球經濟的深意,具有相當影響力。3.幫助讀者掌握國際金融發展趨勢,了解對未來市場的影響與衝擊,設法度過金融危機。(摘錄自博客來網站)
~已到館歡迎會員借閱~





