Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Bond Warrant Pricing full books in PDF, epub, and Kindle. Read online Bond Warrant Pricing ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4./5 ( download)
Download or read book Pricing Commodity Bonds Using Binomial Option Pricing written by and published by World Bank Publications. This book was released on with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Anthony Wong
Publisher : John Wiley & Sons
ISBN 13 : 9780471525608
Total Pages : 318 pages
Book Rating : 4.5/5 (256 download)
Download or read book Trading and Investing in Bond Options written by M. Anthony Wong and published by John Wiley & Sons. This book was released on 1991-09-03 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding of how options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new participants will ask as they become more sophisticated in the bond option market. It describes the U.S. government bond options markets and discusses how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard options terminology, it provides background data on U.S. Treasury bonds, bond options pricing models, advanced pricing models, the fundamentals of bond options dealing, strategies driven by interest rate forecasts, the most widely used structured portfolio strategies involving options, and more.
Author : Sheen T. Kassouf
Publisher : Analytic Investment Management
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (772 download)
Download or read book Evaluation of Convertible Securities written by Sheen T. Kassouf and published by Analytic Investment Management. This book was released on 1969 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Detlef Repplinger
Publisher : Springer Science & Business Media
ISBN 13 : 3540707298
Total Pages : 141 pages
Book Rating : 4.5/5 (47 download)
Download or read book Pricing of Bond Options written by Detlef Repplinger and published by Springer Science & Business Media. This book was released on 2008-08-15 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random Field (RF) models are used to model the dynamics of entire yield curves. The USV models postulate a correlation between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by running a Fractional Fourier Transform or by applying the Integrated Edgeworth Expansion approach. The latter is a new extension of a generalized series expansion of the (log) characteristic function, especially adapted for the computation of exercise probabilities.
Author : Patrick Boyle
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 1547401214
Total Pages : 273 pages
Book Rating : 4.5/5 (474 download)
Download or read book Trading and Pricing Financial Derivatives written by Patrick Boyle and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-12-17 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Author : Moorad Choudhry
Publisher : Elsevier
ISBN 13 : 0080476872
Total Pages : 479 pages
Book Rating : 4.0/5 (84 download)
Download or read book Corporate Bonds and Structured Financial Products written by Moorad Choudhry and published by Elsevier. This book was released on 2004-06-08 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include:*Bond basics*The yield curve*Callable bonds*Convertible bonds*Eurobonds*Warrants*Commercial paper*Corporate bonds credit analysis*Securitisation*Asset-backed securities*Mortgage-backed securities*Collateralised Debt Obligations*Synthetic CDOsWritten by one of the leading names in the fixed income markets today, this book should prove to be an invaluable reference guide for all those with an interest in corporate bond markets, whether as practitioners, consultants or researchers.* Covers every major aspect of corporate credit markets* Features bond instruments as well as aspects of bond analysis* Covers conventional bonds as well as securitisation and structured financial products
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
ISBN 13 : 0080574939
Total Pages : 1152 pages
Book Rating : 4.0/5 (85 download)
Download or read book Bond and Money Markets written by Moorad Choudhry and published by Butterworth-Heinemann. This book was released on 2003-07-04 with total page 1152 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
Author : Brad Feld
Publisher : John Wiley & Sons
ISBN 13 : 1118118642
Total Pages : 245 pages
Book Rating : 4.1/5 (181 download)
Download or read book Venture Deals written by Brad Feld and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: An engaging guide to excelling in today's venture capital arena Beginning in 2005, Brad Feld and Jason Mendelson, managing directors at Foundry Group, wrote a long series of blog posts describing all the parts of a typical venture capital Term Sheet: a document which outlines key financial and other terms of a proposed investment. Since this time, they've seen the series used as the basis for a number of college courses, and have been thanked by thousands of people who have used the information to gain a better understanding of the venture capital field. Drawn from the past work Feld and Mendelson have written about in their blog and augmented with newer material, Venture Capital Financings puts this discipline in perspective and lays out the strategies that allow entrepreneurs to excel in their start-up companies. Page by page, this book discusses all facets of the venture capital fundraising process. Along the way, Feld and Mendelson touch on everything from how valuations are set to what externalities venture capitalists face that factor into entrepreneurs' businesses. Includes a breakdown analysis of the mechanics of a Term Sheet and the tactics needed to negotiate Details the different stages of the venture capital process, from starting a venture and seeing it through to the later stages Explores the entire venture capital ecosystem including those who invest in venture capitalist Contain standard documents that are used in these transactions Written by two highly regarded experts in the world of venture capital The venture capital arena is a complex and competitive place, but with this book as your guide, you'll discover what it takes to make your way through it.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1118178998
Total Pages : 603 pages
Book Rating : 4.1/5 (181 download)
Download or read book Corporate Bond Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-12-14 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: Moorad continues to demonstrate his financial expertise, and shows us why he is one of the best-selling authors in our industry today. - Eric Subliskey, Vice President, Short-Term Fixed Income JPMorgan Securities inc., New York An invaluable reference work for anyone connected with the corporate debt markets, be they issuer, investor or trader. Dr Choudhry writes in his trademark accessible style and provides the reader with a wealth of data and insight on the latest market products and techniques. Highly-recommended. - Ketul Tanna, Assistant Vice President, Market Risk Management JPMorgan Chase Bank, London The Predominant fixed income author is back with this updated version of Corporate Bond Markets. A Comprehensive work on fixed income products and applications, this book is a valuable reference text and teaching tool. Why go anywhere else for bond market information? - Rod Pienaar, Research Partner YieldCurve.com
Author : Kevin B. Connolly
Publisher : Wiley
ISBN 13 : 9780471978725
Total Pages : 272 pages
Book Rating : 4.9/5 (787 download)
Download or read book Pricing Convertible Bonds written by Kevin B. Connolly and published by Wiley. This book was released on 1998-10-15 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles. There are few works on the subject of pricing convertible bonds. Most books discussing derivative products cover all details of pricing futures and options in minute detail. Convertible bonds and warrants are usually mentioned as an after thought in the latter chapters. This is the first book to address the very complex issue of pricing convertible bonds. Kevin Connolly, Researcher of complex volatility trading for Refco Overseas Ltd. and Lecturer at City University Business School and London Guildhall University, has put together an excellent treatment of pricing convertible bonds, delving into topics such as: * Returns distributions and associated descriptive statistics * Modeling the share price process * The basic convertible bond model * Introducing the complications * Convertible bond sensitivities * Using equity warrant models to price CBs * Refix clauses Fund managers, hedge players/traders, undergraduates and postgraduates will find this book invaluable. Easy to understand software on Microsoft Excel spreadsheets is also supplied.
Author : Jerry Marlow
Publisher : John Wiley & Sons
ISBN 13 : 9780471436416
Total Pages : 358 pages
Book Rating : 4.4/5 (364 download)
Download or read book Option Pricing, + Website written by Jerry Marlow and published by John Wiley & Sons. This book was released on 2001-10-29 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text and CD-ROM tutorial provides traders with an accessible, interactive approach to understanding and using the Black-Scholes approach to options pricing. Integrating text and interactive computer animation, it teaches readers the basics of good options trading.
Author : American Bar Association. House of Delegates
Publisher : American Bar Association
ISBN 13 : 9781590318737
Total Pages : 216 pages
Book Rating : 4.3/5 (187 download)
Download or read book Model Rules of Professional Conduct written by American Bar Association. House of Delegates and published by American Bar Association. This book was released on 2007 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.
Author : Patrick J. Ryan
Publisher : Routledge
ISBN 13 : 1135931429
Total Pages : 103 pages
Book Rating : 4.1/5 (359 download)
Download or read book Bond Markets written by Patrick J. Ryan and published by Routledge. This book was released on 2020-11-25 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: As cross-market bond trading has increased, it has become vital for international participants to understand the many different features that characterize the various international bond markets. Of particular interest to bond traders and investors are such factors as calculation of prices, accrued interest, yields, and durations. Bond Markets compares and contrasts all major bond markets with particular attention to: how different instruments are normally quoted; how much accrued interest is payable by the buyer in addition to traded price; the cost of a bond if quoted on a yield basis; normal settlement terms; rules for adjusting coupon rates; and how yields are quoted and calculated.
Author : Ralf Korn
Publisher : American Mathematical Soc.
ISBN 13 : 9780821821237
Total Pages : 272 pages
Book Rating : 4.8/5 (212 download)
Download or read book Option Pricing and Portfolio Optimization written by Ralf Korn and published by American Mathematical Soc.. This book was released on 2001 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Itô calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the way it will be used, rather than by the goal of optimal generality. Indeed, most of purely mathematical topics are treated in extended "excursions" from the applications into the theory. Thus, with the main topic of financial modelling and optimization in view, the reader also obtains a self-contained and complete introduction to the underlying mathematics. This book is specifically designed as a graduate textbook. It could be used for the second part of a course in probability theory, as it includes as applied introduction to the basics of stochastic processes (martingales and Brownian motion) and stochastic calculus. It would also be suitable for a course in continuous-time finance that assumes familiarity with stochastic processes. The prerequisites are basic probability theory and calculus. Some background in stochastic processes would be useful, but not essential.
Author : Robert E. Whaley
Publisher : John Wiley & Sons
ISBN 13 : 0470086386
Total Pages : 962 pages
Book Rating : 4.4/5 (7 download)
Download or read book Derivatives written by Robert E. Whaley and published by John Wiley & Sons. This book was released on 2007-02-26 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Author : Gary R. Trugman
Publisher : John Wiley & Sons
ISBN 13 : 1119533759
Total Pages : 292 pages
Book Rating : 4.1/5 (195 download)
Download or read book Understanding Business Valuation Workbook written by Gary R. Trugman and published by John Wiley & Sons. This book was released on 2018-08-27 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the workbook to be used in conjunction with Understanding Business Valuation, Fifth Edition, covering various valuation approaches, methods, and techniques. This fifth edition simplifies a technical and complex area of practice with real-world experience and examples.
Author : Thomas C. Noddings
Publisher : Global Professional Publishi
ISBN 13 : 9781888998900
Total Pages : 400 pages
Book Rating : 4.9/5 (989 download)
Download or read book The International Handbook of Convertible Securities written by Thomas C. Noddings and published by Global Professional Publishi. This book was released on 2001 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Aimed at all investors seeking exceptional risk-adjusted returns in the financial markets � Essential for all students and researchers attempting to understand this phenomena The global market for convertible bonds, preferred stock and equity warrants has grown in excess of $400 billion. Long overlooked by mainstream money managers, convertible securities are catching fire within the alternative investment community. Taking advantage of their systematic undervaluation relative to conventional stocks and bonds, investors are now using convertibles within a broad spectrum of investment strategies, ranging from high-performance cash alternatives to low-risk, high performance alternatives to small company stocks.
