Payments and financial market infrastructures are vital components of modern economies, yet they have often been overlooked by economists. However, any economic exchange, including financial market transactions, is matched by a payment leg, and the safety, efficiency, and immediacy of the...

1. Enterprise Risk Management in Supply Chains -- 2. Risk Matrices -- 3. Value-Focused Supply Chain Risk Analysis -- 4. Examples of Supply Chain Decisions Trading-off Criteria -- 5. Simulation of Supply Chain Risk -- 6. Value at Risk Models -- 7. Chance-Constrained Models -- 8. Data Envelopment...

Chapter 1. Introduction -- Chapter 2. Main Features of the Banking Business Model -- Chapter 3. Valuing a Bank in Going Concern -- Chapter 4. Banks M&a: Strategy and Valuation -- Chapter 5. Valuation in Resolution -- Chapter 6. Valuation in Liquidation -- Chapter 7. Loan Valuation -- Chapter 8....

1. Monopoly -- 2. Simultaneous quantity competition -- 3. Simultaneous price competition -- 4. Sequential competition -- 5. Regulating imperfectly competitive markets -- 6. R&D incentives -- 7. Mergers and Collusion -- 8. Bundling incentives -- 9. Incomplete information, signaling, and...

Chapter 1. Introduction -- Chapter 2. Rationality of choices made by individual consumer -- Chapter 3. Rationality of choices made by groups of consumers -- Chapter 4. Rationality of choices made by individual producer -- Chapter 5. Rationality of choices made by groups of producers by...

Basic Concepts -- Valuation Tools -- The Relationship Between Risk and Return -- Business Analysis -- Debt Valuation -- Equity Valuation -- Capital Structure -- Company Valuation -- Financial and Real Options -- Long-Term Financing -- Working Capital Management -- Financial Planning --...

Introduction -- Basic Concepts of Valuation -- The Ownership and Objectives of the Firm -- Financial Statements and Financial Ratios -- Opportunity Cost and Investment Criteria -- Internal Rate of Return, Profitability Index and Payback Period Methods -- Risk and Return -- Capital Structure in a...

Introduction -- ARMA(p,q) Processes -- Model Selection in ARMA(p,q) processes -- Stationarity and Invertibility -- Non-stationarity and ARIMA(p,d,q) processes -- Seasonal ARMA(p,q) processe -- Unit root tests -- Structural Breaks -- ARCH, GARCH and Time-varying Variance -- Vector Autoregressions...

Basic products and interest calculations -- Derivatives and trading in derivatives, basic concepts and strategies -- Basics of derivative valuation -- The Wiener Stock Price Model and the basic principles of Black-Scholes theory.

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...