Leading Corporate Citizens or Elementary Introduction to Mathematical Finance

Leading Corporate Citizens: Vision, Values, Value Added

Author: Sandra Waddock

Waddock's Leading Corporate Citizens is designed for the instructor interested in cutting-edge thinking and research in the 21st century. This innovative text incorporates important new features of the modern business landscape yet to be brought into Business and Society texts. Leading Corporate Citizens operates at 3 levels of leadership: individual, organizational, and societal. The premise is that businesses operate successfully in society when they respect and are responsible to stakeholders, that a balance is needed among sectors in society, and that vision and values can result in distinctive competencies that lead to value-added for companies of the 21st century.

Table of Contents:

Ch. 1	Leading corporate citizenship : vision, values, value added	3
Ch. 2	The three spheres of human civilization	33
Ch. 3	Personal and organizational vision	77
Ch. 4	Values in management practice : operating with integrity	113
Ch. 5	Value added : the impact of vision and values	143
Ch. 6	Stakeholders : the relationship key	169
Ch. 7	Managing responsibility and corporate citizenship	209
Ch. 8	Investment and assessment for corporate citizenship	231
Ch. 9	Sustainability and the global village	265
Ch. 10	Global standards/global village	295
Ch. 11	Values added : global futures	329
Ch. 12	Leading global futures : the emerging paradigm of leading corporate citizenship	357

New interesting book: Handbook of Mental Health Administration and Management or The Leadership Lifecycle

Elementary Introduction to Mathematical Finance: Options and other Topics

Author: Sheldon M Ross

This original text on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published nearly 100 articles and a variety of textbooks in the areas of statistics and applied probability including Topics in Finite and Discrete Mathematics (Cambridge University Press, 2000), An Introduction to Probability Methods, Seventh Edition (Harcourt Science snd Technology Company, 2000), Introduction to Probability and Statistics for Engineers and Scientists (Academic Press, 1999), A First Course in Probability, Sixth Edition (Prentice-Hall, 2001), Simulation,Third Edition (Academic Press, 2002), and Stochastic Processes (John Wiley & Sons, 1982). He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt U.S. Senior Scientist Award.