This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term...
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of th...
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing co-movements between two time series. It explores this new method by testing the information spillover between the Chinese stock market and the international market, futures market and spot market. Using the high frequency data, this book investigates the intraday effect and examines which type of ACD model is particularly suited...
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This boo...
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how...
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important t...
This book provides an overview of China s financial markets and their latest developments. The book explores and discusses the difficulties in building modern financial markets that are compatible with an increasingly complicated market economy and examines the various strategies to reform China s financial system. It covers a range of topics: China s financial structure, financial regulation, financial repression and liberalization, monetary policy and the People's Bank of China, banking reforms, exchange rate policy, capital control and capital-account liberalization, and development of...
This book provides an overview of China s financial markets and their latest developments. The book explores and discusses the difficulties in buil...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and principles relating to managing these risks and provides the framework and multi-goal model groups for managing such risks.
The book also discusses research development of managing supply chain disruptive risks, supply chain risk conduction and loss assessment methods of supply chain disruptive events. It also includes the consideration of supply chain coordinating models in the cases of demand and supply disruption risks. It also...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and princ...
This book provides an overview of the operation of container terminals and the associated risks with such operations. These risks are often ignored or not properly investigated by both scholars and practitioners.
Operational Risk Management in Container Terminals explores and discusses the decision rationales and the consequences for these operational risks handling process, with in-depth investigation on the container terminals in the Asia-Pacific region. The topics covered include the history and development of the container terminals, the operation of the terminals and...
This book provides an overview of the operation of container terminals and the associated risks with such operations. These risks are often ignored...
This book provides insights into China's energy consumption and pollution as well as its energy saving policies. It explores energy saving ways and argues for an energy consumption revolution, which includes technologies to improve transportation resource efficiency, modification of existing transportation infrastructure and structure.
This book uses various analytical models to study the relationships within the transportation system. It also includes comparative analysis of China, Japan, the US and developing countries on traffic demand and transportation energy...
This book provides insights into China's energy consumption and pollution as well as its energy saving policies. It explores energy saving ways and...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and principles relating to managing these risks and provides the framework and multi-goal model groups for managing such risks.
The book also discusses research development of managing supply chain disruptive risks, supply chain risk conduction and loss assessment methods of supply chain disruptive events. It also includes the consideration of supply chain coordinating models in the cases of demand and supply disruption risks. It also...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and princ...
