Microstructure of Financial Market

The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility

Florian Auinger, "The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability"
English | ISBN: 3658089687 | 2015 | 108 pages | PDF | 3 MB

The Science of Financial Market Trading  

Posted by tot167 at Feb. 6, 2009
The Science of Financial Market Trading

Don K. Mak, “The Science of Financial Market Trading”
World Scientific Publishing Company | 2003-05 | ISBN: 9812382526 | 260 pages | PDF | 5,6 MB

Discrete Models of Financial Markets  

Posted by interes at May 12, 2014
Discrete Models of Financial Markets

Discrete Models of Financial Markets (Mastering Mathematical Finance) by Marek Capiński and Ekkehard Kopp
English | 2012 | ISBN: 110700263X , 0521175720 | 192 pages | PDF | 0,8 MB

This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice.
Minding the Markets: An Emotional Finance View of Financial Instability (repost)

Minding the Markets: An Emotional Finance View of Financial Instability by David Tuckett
English | ISBN 10: 0230299857 | 2011 | PDF | 256 pages | 2,3 MB

In this groundbreaking book, Tuckett argues that most economists' explanations of the financial crisis miss its essence; they ignore critical components of human psychology. He offers a deeper understanding of financial market behavior and investment processes by recognising the role played by unconscious needs and fears in all investment activity.
Minding the Markets: An Emotional Finance View of Financial Instability (repost)

David Tuckett, "Minding the Markets: An Emotional Finance View of Financial Instability"
English | ISBN 10: 0230299857 | 2011 | PDF | 256 pages | 3.1 MB

In this groundbreaking book, Tuckett argues that most economists' explanations of the financial crisis miss its essence; they ignore critical components of human psychology. He offers a deeper understanding of financial market behavior and investment processes by recognising the role played by unconscious needs and fears in all investment activity.
Financial Market Imperfections and Corporate Decisions: Lessons from the Transition Process in Hungary (Contributions to Econom

Financial Market Imperfections and Corporate Decisions: Lessons from the Transition Process in Hungary (Contributions to Economics)
Physica-Verlag Heidelberg | ISBN 3790815810 | 2005-10-26 | PDF | 174 pages | 2.34 MB
The book presents the results of an empirical investigation of the behaviour of Hungarian firms during the transition process focusing in particular on the role of financial market imperfections for corporate capital structure and investment decisions. The results suggest that financial market reforms have succeeded, albeit partially, in hardening firms's budget constraints and improving the efficiency of the credit allocation process. In particular, following the introduction of the banking sector reform and of the new bankruptcy law, budget constraints became more binding for small private firms, while informational costs became less relevant for foreign-owned firms.
George Lindsay and the Art of Technical Analysis: Trading Systems of a Market Master (Repost)

Ed Carlson, "George Lindsay and the Art of Technical Analysis: Trading Systems of a Market Master"
2011 | ISBN: 0132699060 | 256 pages | PDF | 3,6 MB

Eight months in advance, one eccentric genius predicted the start of historys greatest bull market accurate to within 17 days and 7 Dow Jones points. Then, days before his death, he called its end precisely. Louis Rukeyser called him uncannily accurate.

Stephen F. LeRoy, Jan Werner, Stephen A. Ross - Principles of Financial Economics [Repost]  eBooks & eLearning

Posted by rotten comics at Nov. 20, 2016
Stephen F. LeRoy, Jan Werner, Stephen A. Ross - Principles of Financial Economics [Repost]

Stephen F. LeRoy, Jan Werner, Stephen A. Ross - Principles of Financial Economics
2000 | ISBN: 0521586054 | English | 300 pages | PDF | 1.2 MB

Financial Market Imperfections and Corporate Decisions  eBooks & eLearning

Posted by tanas.olesya at Nov. 3, 2016
Financial Market Imperfections and Corporate Decisions

Financial Market Imperfections and Corporate Decisions: Lessons from the Transition Process in Hungary by Emilio Colombo
English | 13 Jun. 2008 | ISBN: 3790815810 | 184 Pages | PDF | 2 MB

We would like to thank Akos Valentinyi and Mark Schaffer for their advice on various stages of this research project. We also would like to thank our col­ leagues at the Department of Economics of the University of Milan - Bicocca for their advice and support.
A Game Theory Analysis of Options: Contributions to the Theory of Financial Intermediation in Continuous Time

A Game Theory Analysis of Options: Contributions to the Theory of Financial Intermediation in Continuous Time by Alexandre Ziegler
English | July 15, 1999 | ISBN: 3540656286 | 154 Pages | PDF | 5 MB

This book presents a method that combines game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The basic intuition of the method is to separate the problem of the valuation of payoffs from the analysis of strategic interactions.