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About Michael C. S. Wong
Dr. Cameron Wicentowich
Vice President, Treasury Analytics
Canadian Imperial Bank of Commerce (CIBC)
"Spreadsheet modeling for finance has become a standard course in the curriculum of many Quantitative Finance programs since the Excel-based Visual Basic programming is now widely used in constructing optimal portfolios, pricing structured products and managing risks. Professional Financial Computing Using Excel and VBA is written by a unique team of finance, physics and computer academics and practitioners. It is a good reference for those who are studying for a Masters degree in Financial Engineering and Risk Management. It can also be useful for financial engineers to jump-start a project on designing structured products, modeling interest term structure or credit risks."
Dr. Jin Zhang
Director of Master of Finance Program and Associate Professor
The University of Hong Kong
"Excel has been one of the most powerful tools for financial planning and computing over the last few years. Most users utilize a fraction of its capabilities. One of the reasons is the limited availability of books that cover the advanced features of Excel for Finance. Professional Financial Computing Using Excel and VBA goes the extra mile and deals with the Excel tools many professionals call for. This book is a must for professionals or students dealing with financial engineering, financial risk management, computational finance or mathematical finance. I loved the way the authors covered the material using real life, hands-on examples."
Dr. Isaac Gottlieb
Author, Next Generation Excel: Modeling in Excel for Analysts and MBAs
Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely.
Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics.
Foreword by Ali M. Kutan
- Concentrates on post-crisis roles of emerging markets in the global economy
- Reports on key theoretical and technical developments in emerging financial markets
- Forecasts future developments in linkages among developed and emerging economies
A major sovereign default crisis is looming for the so-called developed economies of the world. The result will be a major redistribution of economic wealth and an overhaul of the international financial system on an epic scale. Investing in the Age of Sovereign Defaults: How to Preserve your Wealth in the Coming Crisis explains what lies ahead, and offers invaluable suggestions to help investors avoid massive losses.
- Explains why the West is headed for a major default crisis and how investors can protect themselves
- Contends that the value of gold will continue to rise and that sooner or later government debt, including that of the U.S. and Japan, will be shunned
- Written by investment experts Peter Treadway and Michael Wong
The days of the economic status quo are coming to an end. Investing in the Age of Sovereign Defaults shows investors what's coming and what investors must do if they want to escape unscathed.
Make the post-meltdown markets work for you, using the unparalleled insight of today’s top global investing experts!
“This book provides a collection of papers that examine trading execution, technical trading, and trading strategies, as well as algorithms in different markets (equities, forex, fixed income, exchange traded funds, derivatives, and commodities) around the world. This is particularly relevant given the recent explosion in trading volumes.”
Tarun Chordia, R. Howard Dobbs Chair in Finance, Goizueta Business School, Emory University
“This book uses a number of well-respected authors in the area of asset trading. It provides a comprehensive analysis of trading-related issues covering momentum trading, algorithmic trading, the use of technical trading rules, strategies for ETFs, and the role of trading volume.”
Professor John Cotter, Director of the Centre for Financial Markets, University College Dublin School of Business, University College Dublin
“The Handbook of Trading is a good reference tool for both practitioners and academics. The contents cover a wide range of topical issues.”
Professor Robert McGee, Director of the Center for Accounting, Auditing, and Tax Studies, College of Business Administration, Florida International University
About the Book:
Given today’s market volatility, even the most advanced investors can be unsure of their next move. Rather than rely on one or two individuals who claim general knowledge on any given investing topic, you need the advice of professionals who have spent their entire careers developing real expertise on more focused sectors of the market.
The Handbook of Trading is the only book available that provides just that. Greg N. Gregoriou has amassed forty of the world’s top academics, researchers, and practitioners who explain how to make today’s markets work for you. With this highly technical but ultimately practical guide, you have access to a broad array of trading strategies that will put you light years ahead of the competition—regardless of the state of the market.
From technical analysis and momentum trading to algorithmic and FOREX trading, The Handbook of Trading introduces you to techniques and insights never before published, each of which has been rigorously back-tested and analyzed. Chapters include:
- Performance Leakage and Value Discounts on the Toronto Stock Exchange
Lawrence Kryzanowski and Skander Lazrak
- Trading in Turbulent Markets: Does Momentum Work?
Tim A. Herberger and Daniel M. Kohlert
- Profitability of Technical Trading Rules in an Emerging Market
Dimitris Kenourgios and Spyros Papathanasiou
- Leveraged Exchange-Traded Funds and Their Trading Strategies
- The Impact of Algorithmic Trading Models on the Stock Market
Ohannes G. Paskelian
Applying critical lessons learned from the financial crisis of 2008–2009, the contributors explain how to approach turbulent market environments and adjust your trading methodologies
- Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issues
- Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment
- Presents material in a homogenous, practical, clear, and not overly technical manner
This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market forces and can yield profitable trades.
- Combines academic and professional research on short selling in all major financial markets
- Emphasizes details about strategies, implementations, regulation, and tax advantages
- Chapters provide summaries for readers who want up-to-date maps of subject landscapes