(Paperback)

(Paperback)

(Paperback)

(Paperback, 2nd edition)

(Hardback, Revised Edition)

This revised edition unifies and brings the science of asset pricing up to date for advanced students and professionals.

(Hardback)

(Paperback, First Trade Paper Edition)

The 'gripping' (New York Times) and 'Hitchcockian'(Publishers Weekly) story of how a nurse, a car dealership worker, and a forensic expert took on the nation's largest banks.

(Hardback)

(Hardback, Third Edition)

Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

(Hardback)

Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money--and why they somet

(Paperback)

Financial market behavior and key trading strategies are illuminated by interviews with top hedge fund experts in a work that demystifies the secret world of active investing.

(Hardback)

This book evaluates new opportunities such as life settlements, litigation funding, farmlands, royalties, weather derivatives, collectables and other unique asset classes. It provides an in-depth analysis of the returns, risks, opportunities and portfolio effects for investors, advisors and academics and anyone who wants to expand their investment horizons.

(Paperback)

Offers an alternative for identifying value-price gaps, built around a deceptively simple and obvious tool: a company's stock price. This title reveals how portfolio managers, security analysts, and individual investors can evaluate established and "new economy" stocks alike - and translate shareholder value from theory to reality.

(Paperback, Revised edition)

The reputation of the financial industry could hardly be worse than it is today in the painful aftermath of the 2008 financial crisis. This title explains how people in financial careers - from CEO, investment manager, and banker to insurer, lawyer, and regulator - can and do manage, protect, and increase these assets.

(Paperback)

Managers in various businesses are expected to use financial data to make decisions, allocate resources, and budget expenses. This work presents the uses of finance specifically for managers involved in entrepreneurial ventures. It provides entrepreneurs with an understanding of the basics of financial management and measurement.

(Paperback)

Managers in every business are expected to use financial data to make decisions, allocate resources, and budget expenses. But the truth is, many of us are uncomfortable incorporating hard numbers into our day-to-day work. This book presents the uses of finance specifically for people with information technology expertise.

(Paperback)

(Paperback)

The field of financial mathematics has developed over the years, and the underlying models that have taken shape in interest rate markets and bond markets, being richer in structure than equity-derivative models, are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets.

(Hardback)

(Hardback)

(Hardback)

Provides a concise and powerful account of the underlying principles of modern finance, drawing on a generation of theoretical and empirical advances in the field.

(Paperback)

(Paperback)

(Hardback, Revised Edition)

This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems.