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Финансовая экономика - это область теоретико-прикладных знаний о законах функционирования финансовых потоков и отношений между всеми субъектами экономической системы... (подробнее...)
Всего публикаций в данном разделе: 1377

Basic Finance [учебная программа]
Опубликовано на портале: 25-01-2003
Hassan Tehranian
Fall 2002
Basic Finance introduces students to the vocabulary and concepts of finance. This course examines financial decision making and provides specific tools for analyzing and interpreting financial data. The goal of the course is to introduce and develop key finance tools/concepts.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Journal of Money, Credit and Banking [интернет ресурс]
Обновлено: 09-12-2010

http://muse.jhu.edu/journals/mcb/

Журнал выходит с 1969 г. Содержатся обзоры кредитных рынков, анализ финансового состояния предприятий на высоком профессиональном уровне. Подписчики журнала могут получить доступ к электронной версии журнала. ISSN: 00222879

Investment Management [учебная программа]
Опубликовано на портале: 25-01-2003
Donald B. Keim
Fall 2001
The objective of this course is to study the theory and empirical evidence relevant to institutional portfolio management. The major topics covered will include: optimal portfolio selection; the relation between risk and return; performance evaluation and measurement; active and passive portfolio management; measurement of trading costs; analysis of different equity market structures.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Mathematical Finance [интернет ресурс]
Обновлено: 09-12-2010

http://www.blackwellpublishing.com/journal.asp?ref=0960-1627

Ежеквартальный журнал, выходит с 1991 г. Подписчики могут получить доступ к электронной версии данного издания на его веб-странице, а также к электронным версиям других аналогичных журналов, выпускаемых издательством Blackwell Publishing. ISSN: 0960-1627 Aims

Опубликовано на портале: 25-01-2003
Colin P. Mayer
A recent report by Paul Myners for the UK Treasury has provided a wealth of information on the structure and operation of the pension fund industry in the UK. The report points to serious deficiencies in the governance of pension funds. These concerns are of considerable significance in their own right. But a fundamental focus of the Review is on their impact on the provision of private equity in the UK. This paper summarizes evidence from the Review and evaluates its proposed remedies. It concludes that to the extent that there is a private equity failure in the UK, it has less to do with the governance of institutions than with diversity and innovation in institutional design. The paper argues that financial regulation bears critically on the extent of institutional innovation and that US regulation has allowed its financial sector to respond more readily to the needs of high technology sectors than the UK`s.
ресурс содержит полный текст, либо отрывок из него ресурс содержит прикрепленный файл

Daily Business Journal Online [интернет ресурс]
Обновлено: 09-12-2010

Электронный журнал, публикующий обзоры по различным финансовым вопросам. Обслуживает деловые общества штатов Огайо и Пенсильвания, США. Выходит с 1984 г. 2 раза в месяц.

The Review of Financial Studies [интернет ресурс]
Обновлено: 09-12-2010

Журнал выходит с 1988 г. и является инструментом продвижения научных исследований в финансовой экономике. В журнале широко представлены статьи по теории финансов и практическому использованию финансовых инструментов. Журнал является печатным органом The Society for Financial Studies. Есть электронная версия журнала. ISSN: 08939454

Corporate Finance and Financial Crises [учебная программа]
Опубликовано на портале: 25-01-2003
Franklin Allen
Spring 2000
This course describes Corporate Finance and Financial Crises.
Section 2 considers models of twin crises and herefore starts with a fundamental based analysis, or in the terminology of the previous section, a business cycle view of banking crises and currency crises that extends the banking crisis model of Allen and Gale (1998). Section 3 develops models that were developed to explain pure currency crises of the type that were observed in the period 1945-1971 and subsequently where government policy is inconsistent with a fixed exchange rate. There are two generations of currency crisis model
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

The Journal of Business [интернет ресурс]
Обновлено: 09-12-2010

Ежеквартальный журнал. Издается с 1928 года. Для научных работников, профессионалов, студентов и школьников. На страницах журнала публикуются исследования, анализ и ответы на важные вопросы в области финансов, рынков ценных бумаг, инвестиционной деятельности, менеджменте, международной торговле и многое другое. Есть электронная версия журнала.

Quarterly Review of Economy and Finance [интернет ресурс]
Обновлено: 09-12-2010

Журнал выходит с 1961 г. 5 раз в год. Публикуются статьи высокого научного качества на самые актуальные проблемы экономики, финансовой экономики и финансов. Ряд статей находится в свободном доступе. Подписчики журнала могут получить доступ он-лайн к номерам журнала за последние 10 лет.

Financial Markets and Institutions [учебная программа]
Опубликовано на портале: 18-01-2003
Warren B. Bailey
Fall 2002
This course applies principles of finance to understand modern financial markets. Central themes of the course are the structure of financial markets, the pricing function markets perform, the interaction between financial markets and macroeconomic conditions, and the processes of innovation and regulation in these markets. Students should look at the workings of a variety of markets and develop an understanding of the different problems which different types of markets address. Students should study the question of market efficiency and the interaction between government policies and financial markets. Throughout the course, students should consider the relevance of these issues for the practical corporate, portfolio, or public sector decision-maker. The course will include ideas and evidence from academic research along with historical, institutional, and international perspectives. Recent events will be used to illustrate concepts and develop analytic skills. Spreadsheet assignments and a term project requiring data analysis will develop your research skills and illustrate academic concepts. This subject has few clear-cut answers or cookbook solutions.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию ресурс содержит прикрепленный файл

Опубликовано на портале: 18-01-2003
Jan Marc Berk
Boston: Kluwer Academic Publishers, 2000
Standard macroeconomic monographs often discuss the mechanism of monetary transmission, usually ending by highlighting the complexities and uncertainties involved in this mechanism. Conversely, The Preparation of Monetary Policy takes these uncertainties as a starting point, analytically investigating their nature and spelling out their consequences for the monetary policy maker. The second innovative aspect of this book is its focus on policy preparation instead of well-covered topics such as monetary policy strategy, tactics, and implementation. Thirdly, a general, multi-model framework for preparing monetary policy is proposed, which is illustrated by case studies stressing the role of international economic linkages and of expectations. Written in a self-contained fashion, these case studies are of interest by themselves. The book is written for an audience that is interested in the art and science of monetary policy making, which includes central bankers, academics, and (graduate) students in the field of monetary economics, macroeconomics, international economics and finance.

Опубликовано на портале: 18-01-2003
George P. Baker, George David Smith
Cambridge: Cambridge University Press, 1999
Kohlberg Kravis Robertss approach to leveraged buyouts was an important aspect of the corporate restructuring and governance reforms in the American economy from the mid-1970s through 1990. During that period, KKR crafted a series of progressively more elaborate deals tailored to specific companies and market conditions. Through its creative debt financing and its relationships with an evolving cast of investors, companies, and managers, KKR drove the scale and scope of the buyout phenomenon to unprecedented highs. This book examines KKRs record in detail. Based upon interviews with partners of the firm and on unprecedented access to KKRs records, George Baker and George Smith have written a balanced and enlightening account of how KKR has approached LBOs. This book focuses on KKRs founding, evolution, and innovations as ways to understand issues in modern American business. In examining KKR as a unique form of enterprise - one that subscribes to a set of alternative perspectives on business and value creation - the book bridges the gap between public perception and academic knowledge of the leveraged buyout, a crucial phenomenon of modern economic life.
ресурс содержит полный текст, либо отрывок из него ресурс содержит графическое изображение (иллюстрацию)

Financial Calculus [книги]
Опубликовано на портале: 18-01-2003
Martin W. Baxter, Andrew J.O. Rennie
Cambridge: Cambridge University Press, 2001
The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
ресурс содержит полный текст, либо отрывок из него ресурс содержит графическое изображение (иллюстрацию)

Опубликовано на портале: 12-12-2002
Helyette Geman, Marc Yor, Dilip B. Madan Finance and Stochastics. 2002.  Vol. 6. No. 1. P. 63-90. 
Stochastic volatility and jumps are viewed as arising from Brownian subordination given here by an independent purely discontinuous process and we inquire into the relation between the realized variance or quadratic variation of the process and the time change. The class of models considered encompasses a wide range of models employed in practical financial modeling. It is shown that in general the time change cannot be recovered from the composite process and we obtain its conditional distribution in a variety of cases. The implications of our results for working with stochastic volatility models in general is also described. We solve the recovery problem, i.e. the identification the conditional law for a variety of cases, the simplest solution being for the gamma time change when this conditional law is that of the first hitting time process of Brownian motion with drift attaining the level of the variation of the time changed process. We also introduce and solve in certain cases the problem of stochastic scaling. A stochastic scalar is a subordinator that recovers the law of a given subordinator when evaluated at an independent and time scaled copy of the given subordinator. These results are of importance in comparing price quality delivered by alternate exchanges.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Seminar in Corporate Finance [учебная программа]
Опубликовано на портале: 12-12-2002
John S. Howe
Fall 1999
FIN 403:  Seminar in Corporate Finance   + denotes a primary reading * denotes a reading that appears in The Modern Theory of Corporate Finance   1. Theory of investment and financing under certainty (Week of Aug. 30) +Fama, E.F. and M.H.
ресурс содержит полный текст, либо отрывок из него ресурс содержит гиперссылку на сайт, на котором можно найти дополнительную информацию

Corporate Governance in Russia [интернет ресурс]
Обновлено: 09-12-2010

This web site is the joint project of the Center for International Private Enterprise (CIPE) and the Investor Protection Association (IPA), implemented within the framework of the OECD/World Bank - Russian Corporate Governance Roundtable. Here