International Financial Economics Thomas J O Brien by czf19321


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                                    Derivatives                                                                  Monetary

                                                                                                                                                                   FINANCIAL & MONETARY ECONOMICS
                                    Valuation and Risk                                                           Economics
                                    Management                                                                   MERVYN K. LEWIS, National Australia
                                    DAVID A. DUBOFSKY, Virginia                                                  Bank Professor, University of South Australia,
                                    Commonwealth University, and                                                 and PAUL D. MIZEN, Reader in Monetary
                                    THOMAS W. MILLER, Department                                                 Economics, University of Nottingham
                                    of Finance, College of Business and
                                    Public Administration, University of                                          In this textbook, Mervyn Lewis and Paul
                                    Missouri, Columbia, MO                                                        Mizen cover all the material required for a
                                                                                                                  complete course on monetary economics.
                                   This textbook deals with the four                                              Their book integrates all the immense
                                   primary types of derivative contracts:       changes of recent years. Taking the UK as their starting point, the authors
 forwards, futures, swaps, and options. It avoids extensive and difficult       have written a clear and interesting account of both theoretical and practical
 mathematics, and instead focuses more on intuitive understanding on            aspects of money's role in the economy.
 how to value each contract, and how to compute the relevant price. In          460pp 2000 0-19-829062-4
 addition, it shows how each contract can be used to manage financial risk.
                                                                                978-0-19-829062-9 £35.99 Paperback
 672pp 2002 0-19-511470-1
 978-0-19-511470-6 £38.99 Hardback (OUP USA)

 Solutions Manual for Derivatives                                                                                   Financial
 Valuation and Risk Management                                                                                      Institutions
                                                                                                                    and Markets
 153pp 2003 0-19-516690-6
 978-0-19-516690-3 Paperback (OUP USA)
                                                                                                                    Second Edition
                                                                                                                    MEIR KOHN, Professor, Department
                                                                                                                    of Economics, Dartmouth College

International Money                                                                                                Financial Institutions and Markets
                                                                                                                   emphasizes a functional focus on
Postwar Trends and Theories                                                                                        financial intermediaries and markets
                                                                                 such as government securities, mortgage, corporate debt, equity markets,
Second Edition                                                                   derivatives, and market microstructure. Chapters cover liquidity and risk,
                                                                                 regulation, and developing financial systems.
PAUL DE GRAUWE, Professor of Economics, Centre for Economic Studies,
University of Leuven, Belgium                                                    704pp 2003 0-19-513472-9
                                                                                 978-0-19-513472-8 £35.99 Hardback (OUP USA)
This is the second edition of Paul De Grauwe's successful history of
international monetary relations. Significantly revised and expanded, it
includes an up-to-date account of the EMS; fuller theoretical coverage of
fixed exchange rate systems; coverage of chaos theory and near-rational          Instructor's Manual
behaviour; and new sections on speculating, target zones, and the                JAY MARCHAND, Mercer University
importance of free capital mobility.
                                                                                 128pp 2004 0-19-517106-3
284pp 1996 0-19-877513-X                                                         978-0-19-517106-8 Paperback (OUP USA)
978-0-19-877513-3 £30.99 Paperback

                                                                                 Test Bank
International Financial                                                NEW
                                                                                 JAY MARCHAND, Mercer University

Economics                                                              NEW       176pp 2004 0-19-517188-8
                                                                                 978-0-19-517188-4 Paperback (OUP USA)
Corporate Decisions in Global Markets
Second Edition
THOMAS J. O'BRIEN, Chairperson, Finance Department, University of

Completely updated and revised, the second edition of International Financial
Economics applies the principles of financial economics to explain how
international corporate finance decisions are made in the real world.
320pp 2005 0-19-517504-2
978-0-19-517504-2 £34.99 Hardback (OUP USA)


                                                                 Arbitrage Theory in                                                                An Introduction

                                                                 Continuous Time                                                                    to Auction Theory
                                                                 Second Edition                                                                     FLAVIO M. MENEZES, PAULO
                                                                 TOMAS BJÖRK, Professor of Mathematical
                                                                 Finance at the Stockholm School of Economics                                       ■ Covers an important, topical, and
                                                                                                                                                      practical component of an economist's
                                                                 ■ A clear, accessible introduction to a                                              training.
                                                                   complex field of classical financial                                             ■ A step-by-step, self-contained
                                                                   mathematics.                                                                       treatment of the theory of auctions.
                                                                 ■ Includes solved examples for all                                                 ■ Provides guidance through all the basic
                                                                   techniques, exercises, and further reading.                                        results in auction theory.
                                 Includes separate and complete chapters on measure theory, probability            ■ The only book in this area written as a textbook for advanced
                                 theory, Girsanov transformations, LIBOR and swap market models, and                 undergraduates and introductory graduate courses.
                                 martingale representations, providing two full treatments of arbitrage
                                 pricing: the classical delta-hedging and the modern martingales.                  Auction theory is now an important component of an economist's training.
                                                                                                                   The techniques and insights gained from the study of auction theory provide
                                 Contents:                                                                         a useful starting point for those who want to venture into the economics of
                                 1. Introduction                             15. Incomplete Markets                information, mechanism design, and regulatory economics.
                                 2. The Binomial Model                       16. Dividends                         This book provides a step-by-step, self-contained treatment of the theory of
                                 3. A More General One Period Model          17. Currency Derivatives              auctions. It allows students and readers with a calculus background to work
                                                                                                                   through all the basic results, covering the basic independent-private-model;
                                 4. Stochastic Integrals                     18. Barrier Options
                                                                                                                   the effects of introducing correlation in valuations on equilibrium behaviour
                                 5. Differential Equations                   19. Stochastic Optimal Control        and the seller's expected revenue; mechanism design; and the theory of
                                 6. Portfolio Dynamics                       20. Bonds and Interest Rates          multi-object auctions.
                                 7. Arbitrage Pricing                        21. Short Rate Models                 192pp 2004 0-19-927598-X
                                 8. Completeness and Hedging                 22. Martingale Models for the Short   978-0-19-927598-4 £30.00 Hardback
                                 9. Parity Relations and Delta                   Rate
                                    Hedging                                  23. Forward Rate Models
                                 10. The Martingale Approach to
                                     Arbitrage Theory (For advanced
                                                                             24. Change of Numeraire (For
                                                                                 advanced readers)                 Principles of Finance With                                             NEW
                                     readers)                                                                                                                                             NEW

                                 11. The Mathematics of the
                                                                             25. LIBOR and Swap Market Models
                                                                             26. Forwards and Futures
                                     Martingale Approach (For                                                      SIMON BENNINGA
                                     advanced readers)                       Appendix A: Measure and
                                                                             Integration (For advanced readers)
                                 12. Black-Scholes from a Martingale                                               Principles of Finance with Excel is the first finance text that comprehensively
                                     Point of View (For advanced             Appendix B: Probability Theory (For
                                                                                                                   integrates Excel into the teaching and practice of finance. In today's world,
                                     readers)                                advanced readers)
                                                                                                                   the practice of finance goes hand-in-hand with Excel. Using a spreadsheet
                                 13. Multidimensional Models:                Appendix C: Martingales and           gives new and deeper insights into financial decision making. The ability to
                                     Classical Approach                      Stopping Times (For advanced          combine graphics with computation, the powerful functions incorporated
                                                                             readers)                              into the spreadsheet, and the ease with which sensitivity analysis can be
                                 14. Multidimensional Approach:
                                                                             References                            done – all these give potent insights into financial problems. Principles of
                                     Martingale Approach (For
                                                                             Index                                 Finance with Excel provides an integrated approach to finance and Excel
                                     advanced readers)
                                                                                                                   which will benefit both students and finance professionals.
                                 484pp 2004 0-19-927126-7                                                          896pp January 2006 0-19-530150-1
                                 978-0-19-927126-9 £37.00 Hardback                                                 978-0-19530150-2 £32.99 Hardback


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