World Scientific Series in Finance cover

Book Series: World Scientific Series in Finance

ISSN (print): 2010-1082

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Series Editor
Leonard C MacLean (Dalhousie University, Canada)

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 Leonard MacLean at L.C.MacLean@Dal.Ca.

Forthcoming-Quantitative Methods in Risk Analysis: A Practitioner's Guide
- By (author):
- Michael Foster (Dalhousie University, Canada) and
- Leonard MacLean (Emeritus, Dalhousie University, Canada)
Volume 21-Selected Works of William T Ziemba: A Memorial Volume
- Edited by:
- Leonard MacLean (Dalhousie University, Canada) and
- Sébastien Lleo (NEOMA Business School, France)
Volume 20-Essays on Trading Strategy
- By (author):
- Graham L Giller (Giller Investments, USA)
Volume 19-Adventures in Financial Data Science: The Empirical Properties of Financial and Economic Data2^nd edition
- By (author):
- Graham L Giller (Giller Investments, USA)
Volume 18-Sports Analytics
- By (author):
- Leonard C MacLean (Dalhousie University, Canada) and
- William T Ziemba (University of British Columbia, Canada)
Volume 17-Investment in Startups and Small Business Financing
- Edited by:
- Farhad Taghizadeh-Hesary (Tokai University, Japan),
- Naoyuki Yoshino (Keio University, Japan),
- Chul Ju Kim (Asian Development Bank Institute, Japan),
- Peter J Morgan (Asian Development Bank Institute, Japan), and
- Daehee Yoon (Korea Credit Guarantee Fund, South Korea)
Volume 16-Cultural Finance: A World Map of Risk, Time and Money
- By (author):
- Thorsten Hens (University of Zurich, Switzerland),
- Marc Oliver Rieger (University of Trier, Germany), and
- Mei Wang (WHU – Otto Beisheim School of Management, Germany)
Volume 15-Exotic Betting at the Racetrack
- By (author):
- William T Ziemba (University of British Columbia, Canada & London School of Economics, UK)
Volume 14-Dr Z's NFL Guidebook
- By (author):
- William T Ziemba (University of British Columbia, Canada) and
- Leonard C MacLean (Dalhousie University, Canada)
Volume 13-Stock Market Crashes: Predictable and Unpredictable and What to do About Them
- By (author):
- William T Ziemba (UBC & London School of Economics, UK),
- Mikhail Zhitlukhin (The Russian Academy of Sciences, Russia), and
- Sebastien Lleo (NEOMA Business School, France)
Volume 12-The Adventures of a Modern Renaissance Academic in Investing and Gambling
- By (author):
- William T Ziemba (UBC)
Volume 11-World Scientific Reference on The Strategic Analysis of Financial Markets: (In 2 Volumes)
Volume 1: Framework
Volume 2: Trading System Analytics
- By (author):
- Steven D Moffitt (Stuart School of Business, USA & Market Pattern Research, Inc., USA)
Volume 10-Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
- By (author):
- Leonard C MacLean (Dalhousie University, Canada) and
- William T Ziemba (University of British Columbia, Canada)
Volume 9-Great Investment Ideas
- By (author):
- William T Ziemba (UBC & London School of Economics, UK)
Volume 8-Risk, Value and Default
- By (author):
- Oliviero Roggi (University of Florence, Italy & New York University, USA)
Volume 7-Euro Bonds: Markets, Infrastructure and Trends
- By (author):
- Marida Bertocchi (University of Bergamo, Italy),
- Giorgio Consigli (University of Bergamo, Italy),
- Rita D'Ecclesia (University of Sapienza, Rome, Italy),
- Rosella Giacometti (University of Bergamo, Italy),
- Vittorio Moriggia (University of Bergamo, Italy), and
- Sergio Ortobelli (University of Bergamo, Italy)
Volume 6-Investing in the Modern Age
- By (author):
- Rachel E S Ziemba (Roubini Global Economics, UK) and
- William T Ziemba (University of British Columbia, Canada)
Volume 5-Managing and Measuring Risk: Emerging Global Standards and Regulations After the Financial Crisis
- Edited by:
- Oliviero Roggi (University of Florence, Italy & New York University, USA) and
- Edward I Altman (New York University, USA)
Volume 4-Stochastic Programming: Applications in Finance, Energy, Planning and Logistics
- Edited by:
- Horand I Gassmann (Dalhousie University, Canada) and
- William T Ziemba (University of British Columbia, Canada & University of Reading, UK)
Volume 3-Social Security's Investment Shortfall: $8 Trillion Plus — and The Way Forward: Plus How the US Government's Financial Deficit Reporting = 64 Madoffs
- By (author):
- Nils H Hakansson (UC Berkeley)
Volume 2-Calendar Anomalies and Arbitrage
- By (author):
- William T Ziemba (University of British Columbia, Canada & ICMA Centre, University of Reading, UK)
Volume 1-Bridging the GAAP: Recent Advances in Finance and Accounting
- Edited by:
- Itzhak Venezia (The Hebrew University of Jerusalem, Israel) and
- Zvi Wiener (The Hebrew University of Jerusalem, Israel)

Under Contract

Financial Crisis, Risk and Regulation
C Coşkun Küçüközmen (İzmir University of Economics, Turkey) and Burak Saltoglu (Boğaziçi University, Turkey)

Investment Decision 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 (In 5 Volumes)
William T Ziemba (University of British Columbia, Canada, London School of Economics, UK & Korea Institute of Science and Technology, Korea)

Gambling and Investing
William T Ziemba (University of British Columbia, Canada, London School of Economics, UK & Korea Institute of Science and Technology, Korea)

Director Share Trade Signaling
Mathew J Ratty, John L Simpson and Peter Douglas Mayall (Curtin University, Australia)

Stock Market Anomalies, Prediction and Risk Management
William T Ziemba (University of British Columbia, Canada, London School of Economics, UK & Korea Institute of Science and Technology, Korea)

Quantitative Methods in Risk Analysis: A Practitioner's Guide
Michael E Foster (Dalhousie University, Canada) & Leonard C MacLean (Dalhousie University, Canada)

The Greatest Performers in Sports
Leonard C MacLean (Dalhousie University, Canada) & William T Ziemba (University of British Columbia, Canada, London School of Economics, UK & Korea Institute of Science and Technology, Korea)

Volatility and Implied Volatility: The History of VIX
Menachem Brenner (New York University, USA) and Dan Galai (The Hebrew University of Jerusalem, Israel)

Financial Hedonism: "The Dorian Gray Phenomenon"
Ajay Makhija (Singapore Management University, Singapore)

Regime Switching Models in Finance
Leonard C MacLean (Dalhousie University, Canada) & Yonggan Zhao (Dalhousie University, Canada)

Quantitative Finance: Corporate Finance and Investments
John B Guerard Jr (Mckinley Capital Management, USA)

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