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(ISSN: 2010-1082)
Series Editor
William T Ziemba (University of British Columbia (Emeritus), ICMA Centre, University of Reading and Visiting Professor of University of Cyprus, Luiss Guido Carli University, Rome, Sabanci University, Istanbul and Korea Institute of Science and Technology)
Advisory Editors
Greg Connor (National University of Ireland, Maynooth, Ireland)
George Constantinides (University of Chicago, USA)
Espen Eckbo (Dartmouth College, USA)
Hans Foellmer (Humboldt University, Germany)
Christian Gollier (Toulouse School of Economics, France)
Thorsten Hens (University of Zurich)
Robert Jarrow (Cornell University, USA)
Hayne Leland (University of California, Berkeley, USA)
Haim Levy (The Hebrew University of Jerusalem, Israel)
John Mulvey (Princeton University, USA)
Marti Subrahmanyam (New York University, USA)
This series of books is intended to provide up to date presentations of key topics in finance through single and multiple authored monographs, collected works of noted scholars, surveys of defined subfields of finance, research reference volumes written or edited, textbooks and other publications.
The following are topics that might appear in the series: asset pricing, investment management, private value markets, speculative trading, private equities, hedge funds and absolute return investing, arbitrage, stochastic dominance, risk measures, utility and risk aversion theory and practice, incomplete markets, insurance, financial institutions, capital markets, market microstructure, the VIX volatility index, corporate restructuring, financial contracting, game theory in economics and in corporate finance and other areas, empirical aspects of corporate finance and governance, short term financial management, law in finance, financial regulation, analysis of financial market crises, stock and other market imperfections, international finance, behavioral finance, experimental finance, bond pricing, bond portfolio management, swaps, currency forecasting, long-short equity modeling, derivative pricing, exotic derivatives, bond and interest rate derivatives, financial volatility, risk management, credit risk, credit risk derivatives, bond rating, futures markets, security analysis accounting, emerging markets, the BRICs, the Chinese economy and stock markets.
Please address all queries and send book proposals to Professor William T Ziemba at wtzimi@mac.com.
Published title
Vol. 1
Bridging the GAAP
Recent Advances in Finance and Accounting
edited by Itzhak Venezia & Zvi Wiener
Forthcoming titles
Calendar Anomalies and Arbitrage
by William T Ziemba
Quantitative Methods in Risk Analysis
A Practioner's Guide
by Michael Foster & Leonard Maclean
Stochastic Programming
Applications in Finance, Energy, Planning and Logistics
edited by Horand Gassmann, Stein Wallace & William T Ziemba
Under Contract
Volatility and Implied Volatility: The History of VIX
Menachem Brenner (New York University) and Dan Galai (The Hebrew University of Jerusalem)
Euro Bonds — Markets, Infrastructure and Trends
Marida Bertocchi, Giorgio Consigli, Rosella Giacometti, Vittorio Moriggia, Sergio Ortobelli (University of Bergamo) and Rita D’Ecclesia (University of Rome "La Sapienza")
Direct Share Trade Signaling
Mathew J Ratty, John L Simpson and Peter D Mayall (Curtin University, Australia)
High Frequency Trading: Risks, Rewards, and Regulation
Barbara J Mack (Pingry Hill Enterprises, Inc.)
Financial Crisis, Risk and Regulation
C Coþkun Küçüközmen (Ýzmir Ekonomi Üniversitesi) and Burak Saltoglu (Bosphorus University)
Investing in the Modern Age
Rachel E S Ziemba (Roubini Global Economics, UK) and William T Ziemba (University of British Columbia (Emeritus) & ICMA Centre, University of Reading)
Investment Decison Making — Financial Economics, Financial Engineering, Asset-Liability Management, Stochastic Risk Control Optimization Anomalies, Japanese Financial Markets and Capital Growth: The Collected Works of William T Ziemba
William T Ziemba (University of British Columbia, Emeritus & ICMA Centre, University of Reading)
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