Thursday, January 1, 2009

Recruitment and Selection or Risk Neutral Valuation

Recruitment and Selection: A Framework for Success: Psychology @ Work Series

Author: Dominic Cooper

The emphasis on high quality personnel recruitment is fast becoming a key concern in today's business environment. Organizations are moving away from what was traditionally a lottery when recruiting staff. Drawing on the latest scientific research this guide offers a 'framework for action' to assist selectors, and students studying in this field, in this difficult task. The framework covers topics such as identifying customer needs, setting decision-making standards, developing ideas for continuous improvements and optimizing the design and return on investment of selection procedures. This framework enables the selector to predict future job performances with much greater accuracy, while helping their company to survive, prosper and grow. In addition to managers and HR professionals, students of management and occupational psychology at undergraduate and MBA level will benefit from the clear and concise coverage of this important topic.



Read also Ultimate Tailgaters SEC Handbook or Susanna Foo Fresh Inspiration

Risk-Neutral Valuation (Springer Finance Series): Pricing and Hedging of Financial Derivatives

Author: Nicholas H Bingham

Since its introduction in the early 80s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. This book provides a self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated.These foundation and general principles of modern stochastic finance are established in the first six chapters, which are essentially revised and updated versions of the corresponding chapters in the first edition. Chapters 7 and 8, which treat incomplete markets and interest rate theory, are completely restructured and greatly expanded in order to include recent developments. A new ninth chapter discusses aspects of modelling credit risk.



Table of Contents:
Preface to the second edition
Preface to the first edition
1Derivative background1
2Probability background29
3Stochastic processes in discrete time75
4Mathematical finance in discrete time101
5Stochastic processes in continuous time153
6Mathematical finance in continuous time229
7Incomplete markets28д
8Interest rate theory327
9Credit risk375
AHilbert space409
BProjections and conditional expectations411
CThe separating hyperplane theorem415
Bibliography417
Index433

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