Suchergebnisse

Das vorliegende Lehr- und Übungsbuch behandelt die klassischen Gebiete der Finanzmathematik: Abschreibungen, Zinsrechnung, Renten- und Tilgungsrechnung sowie Kursrechnung mit ihren wichtigsten Zusammenhängen und Formeln. Die Inhalte werden jeweils sofort an Beispielen anschaulich gemacht und können mit in den Text eingestreuten Aufgaben eingeübt werden. Dem theoretischen Teil ist ein Kapitel 0 vorangestellt, das die erforderlichen mathematischen Grundlagen bereitstellt. Auf diese Weise kann das Buch auch zur selbständigen Erarbeitung der Finanzmathematik verwendet werden. Der zweite Teil enthä

This volume includes a selection of the contributions presented at the Wroclaw conference in Finance, covering a wide range of topics in the area of finance. The articles reflect the extent, diversity and richness of research areas in the field. Discussing both fundamental and applied finance, it offers a detailed analysis of current financial-market problems including specifics of Polish and Central European markets. It also examines the results of advanced financial modeling. These proceedings are a valuable resource for researchers in universities and research and policy institutions, graduate students and practitioners in economics, finance and international economics in both private and government institutions.

Chapter 1. The relationship between ethnic diversity and stock market development: A global perspective -- Chapter 2. Does Withholding Tax Reduce International Income-Shifting by FDI? -- Chapter 3. The relationship between trading volume and returns volatility on Warsaw Stock Exchange -- Chapter 4. Factors influencing individual investor participation in stock market -- Chapter 5. Model Risk of VaR and ES using Monte Carlo: Study on Financial Institutions from Paris and Frankfurt Stock Exchanges -- Chapter 6. Tick Size Reduction and Liquidity Dimensions – Evidence from an Emerging Market -- Chapter 7. Cryptocurrency portfolio construction using machine learning models -- Chapter 8. Development factors of blockchain technology within banking sector -- Chapter 9. Does competition matter for the effects of macroprudential policy on bank asset growth? -- Chapter 10. Systemic risk in selected countries of Western and Central Europe -- Chapter 11. Industry and Size Effect in the Relation between Corporate Material and Financial Decisions: Findings from the EU Countries -- Chapter 12. Technology level and financial constraints of public listed companies -- Chapter 13. Differences in use of credit products between the old and new member states of the European Union -- Chapter 14. Diversified risky financial assets in portfolios of risk-averse households – what determines their occurrence? -- Chapter 15. Financial Behavior: Preliminary Survey Results.

Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets' exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The relationships between beta coefficients in the classical and downside framework: Evidence from Warsaw Stock Exchange -- Intraday Trading Patterns on the Warsaw Stock Exchange -- Testing Stability of Correlations between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange -- Validating Downside Accounting Beta: Evidence from the Polish Construction Industry -- Part III: International Finance -- Application of S-curve and modified S-curve in transition economies' GDP forecasting. Visegrad Four countries case -- Financialization of commodity markets -- Part IV: Banking -- The production or intermediation approach? ‒ it matters -- Competitiveness and Concentration of the Banking Sector as a Measure of Banks' Credit Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the Polish Banking Industry -- Contemporary Challenges in the Asset Liability Management -- Part V: Corporate Finance -- Does it pay off to change the CEO? Changes in operating performance - preliminary results -- The capitalistic firm as a system that produces economic and social values -- Corporate cash holdings and tax changes. Evidence from some CEE countries -- Determinants of Capital Structure across European Countries -- Profitability of serial acquirers on the Polish capital market -- Failure Models for Insolvency and Bankruptcy -- Part VI: Personal Finance -- Parental Influence on Financial Knowledge of University Students -- Does Households' Financial Well-being Determine the Levels of Their Sight Deposits under Turmoil?