Analysis of Derivatives for the CFA Program

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Author :
Publisher : Ingram
ISBN 13 :
Total Pages : 682 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Analysis of Derivatives for the CFA Program by : Don M. Chance

Download or read book Analysis of Derivatives for the CFA Program written by Don M. Chance and published by Ingram. This book was released on 2003 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Derivatives for the CFA? Program introduces students and practitioners to a practical risk management approach to derivatives. The textbook captures current practice and reflects what the general investment practitioner needs to know about derivatives. It does not simply deliver an explanation of various derivatives instruments and positions but provides motivation for every derivatives position by explaining what the manager wants to accomplish prior to addressing the details of the position.

Derivatives Markets and Analysis

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118240723
Total Pages : 1001 pages
Book Rating : 4.1/5 (182 download)

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Book Synopsis Derivatives Markets and Analysis by : R. Stafford Johnson

Download or read book Derivatives Markets and Analysis written by R. Stafford Johnson and published by John Wiley & Sons. This book was released on 2017-08-21 with total page 1001 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical, informative guide to derivatives in the real world Derivatives is an exposition on investments, guiding you from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and models. As part of Bloomberg Financial's three part series on securities, Derivatives focuses on derivative securities and the functionality of the Bloomberg system with regards to derivatives. You'll develop a tighter grasp of the more subtle complexities involved in the evaluation, selection, and management of derivatives, and gain the practical skillset necessary to apply your knowledge to real-world investment situations using the tools and techniques that dominate the industry. Instructions for using the widespread Bloomberg system are interwoven throughout, allowing you to directly apply the techniques and processes discussed using your own data. You'll learn the many analytical functions used to evaluate derivatives, and how these functions are applied within the context of each investment topic covered. All Bloomberg information appears in specified boxes embedded throughout the text, making it easy for you to find it quickly when you need or, or easily skip it in favor of the theory-based text. Managing securities in today's dynamic and innovative investment environment requires a strong understanding of how the increasing variety of securities, markets, strategies, and methodologies are used. This book gives you a more thorough understanding, and a practical skillset that investment managers need. Understand derivatives strategies and models from basic to advanced Apply Bloomberg information and analytical functions Learn how investment decisions are made in the real world Grasp the complexities of securities evaluation, selection, and management The financial and academic developments of the past twenty years have highlighted the challenge in acquiring a comprehensive understanding of investments and financial markets. Derivatives provides the detailed explanations you've been seeking, and the hands-on training the real world demands.

Safety and Soundness Issues Related to Bank Derivatives Activities: Minority report

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Author :
Publisher :
ISBN 13 :
Total Pages : 912 pages
Book Rating : 4.:/5 (327 download)

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Book Synopsis Safety and Soundness Issues Related to Bank Derivatives Activities: Minority report by : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs

Download or read book Safety and Soundness Issues Related to Bank Derivatives Activities: Minority report written by United States. Congress. House. Committee on Banking, Finance, and Urban Affairs and published by . This book was released on 1994 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Derivatives Analytics with Python

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119037999
Total Pages : 390 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Derivatives Analytics with Python by : Yves Hilpisch

Download or read book Derivatives Analytics with Python written by Yves Hilpisch and published by John Wiley & Sons. This book was released on 2015-08-03 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.

Derivatives

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470086386
Total Pages : 962 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Derivatives by : Robert E. Whaley

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.

The Financial Crisis Inquiry Report

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Author :
Publisher : Cosimo, Inc.
ISBN 13 : 1616405414
Total Pages : 692 pages
Book Rating : 4.6/5 (164 download)

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Book Synopsis The Financial Crisis Inquiry Report by : Financial Crisis Inquiry Commission

Download or read book The Financial Crisis Inquiry Report written by Financial Crisis Inquiry Commission and published by Cosimo, Inc.. This book was released on 2011-05-01 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after the crisis, what led up to it, and analyses of subprime mortgage lending, credit expansion and banking policies, the collapse of companies like Fannie Mae and Freddie Mac, and the federal bailouts of Lehman and AIG. It also discusses the aftermath of the fallout and our current state. This report should be of interest to anyone concerned about the financial situation in the U.S. and around the world.THE FINANCIAL CRISIS INQUIRY COMMISSION is an independent, bi-partisan, government-appointed panel of 10 people that was created to "examine the causes, domestic and global, of the current financial and economic crisis in the United States." It was established as part of the Fraud Enforcement and Recovery Act of 2009. The commission consisted of private citizens with expertise in economics and finance, banking, housing, market regulation, and consumer protection. They examined and reported on "the collapse of major financial institutions that failed or would have failed if not for exceptional assistance from the government."News Dissector DANNY SCHECHTER is a journalist, blogger and filmmaker. He has been reporting on economic crises since the 1980's when he was with ABC News. His film In Debt We Trust warned of the economic meltdown in 2006. He has since written three books on the subject including Plunder: Investigating Our Economic Calamity (Cosimo Books, 2008), and The Crime Of Our Time: Why Wall Street Is Not Too Big to Jail (Disinfo Books, 2011), a companion to his latest film Plunder The Crime Of Our Time. He can be reached online at www.newsdissector.com.

Technical Report

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Author :
Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Technical Report by : Aeronautical Research Council (Great Britain)

Download or read book Technical Report written by Aeronautical Research Council (Great Britain) and published by . This book was released on 1914 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes its Reports, which are also issued separately.

The President's Working Group on Financial Markets Report on Over-the-counter Derivatives Markets and the Commodity Exchange Act

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Author :
Publisher :
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis The President's Working Group on Financial Markets Report on Over-the-counter Derivatives Markets and the Commodity Exchange Act by : United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management, Research, and Specialty Crops

Download or read book The President's Working Group on Financial Markets Report on Over-the-counter Derivatives Markets and the Commodity Exchange Act written by United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management, Research, and Specialty Crops and published by . This book was released on 2000 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:

OTC Derivatives

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Author :
Publisher : DIANE Publishing
ISBN 13 : 9780788173295
Total Pages : 232 pages
Book Rating : 4.1/5 (732 download)

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Book Synopsis OTC Derivatives by : Cecile O. Trop

Download or read book OTC Derivatives written by Cecile O. Trop and published by DIANE Publishing. This book was released on 1998-12 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reviews the sales practices for over-the-counter (OTC) derivatives, mortgage-backed securities (MBS), and structured notes. Analyzes fed. sales practice requirements applicable to these products and the dealers marketing them. Reports on the extent of end-user satisfaction with sales practices, product use and related disputes and the costs of these disputes. Includes the views of end-users and dealers on the nature of their relationship and responsibilities and the actions dealers and end-users have taken to reduce the potential for sales practice disputes, and the actions regulators have taken to address sales practice issues.

Evaluating Derivatives

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Author :
Publisher : SIAM
ISBN 13 : 0898716594
Total Pages : 448 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Evaluating Derivatives by : Andreas Griewank

Download or read book Evaluating Derivatives written by Andreas Griewank and published by SIAM. This book was released on 2008-11-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.

Safety and Soundness Issues Related to Bank Derivatives Activities

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Author :
Publisher :
ISBN 13 :
Total Pages : 916 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Safety and Soundness Issues Related to Bank Derivatives Activities by : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs

Download or read book Safety and Soundness Issues Related to Bank Derivatives Activities written by United States. Congress. House. Committee on Banking, Finance, and Urban Affairs and published by . This book was released on 1994 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Reports and Memoranda

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Publisher :
ISBN 13 :
Total Pages : 440 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Reports and Memoranda by :

Download or read book Reports and Memoranda written by and published by . This book was released on 1921 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Technical Report

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Author :
Publisher :
ISBN 13 :
Total Pages : 672 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Technical Report by : Great Britain. Advisory Committee for Aeronautics

Download or read book Technical Report written by Great Britain. Advisory Committee for Aeronautics and published by . This book was released on 1914 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Derivatives Handbook

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471157656
Total Pages : 766 pages
Book Rating : 4.1/5 (576 download)

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Book Synopsis Derivatives Handbook by : Robert J. Schwartz

Download or read book Derivatives Handbook written by Robert J. Schwartz and published by John Wiley & Sons. This book was released on 1997-05-23 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein.

Report

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Author :
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Report by : United States. National Advisory Committee for Aeronautics

Download or read book Report written by United States. National Advisory Committee for Aeronautics and published by . This book was released on 1952 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Merton Miller on Derivatives

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471183402
Total Pages : 266 pages
Book Rating : 4.1/5 (834 download)

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Book Synopsis Merton Miller on Derivatives by : Merton H. Miller

Download or read book Merton Miller on Derivatives written by Merton H. Miller and published by John Wiley & Sons. This book was released on 1997-08-25 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses Buch ist die sorgfältig umgeschriebene und redigierte Bearbeitung von Reden und Aufsätzen des Nobelpreisträgers Merton Miller, die seine persönlichen Einschätzungen des Marktes widerspiegeln. Gut verständlich wird die Problematik der Derivative sowie wichtige Themen der modernen Finanzwelt - jedoch ohne mathematische Formeln - erörtert. (10/97)

Fixed-Income Securities and Derivatives Handbook

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1576603342
Total Pages : 499 pages
Book Rating : 4.5/5 (766 download)

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Book Synopsis Fixed-Income Securities and Derivatives Handbook by : Moorad Choudhry

Download or read book Fixed-Income Securities and Derivatives Handbook written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2010-08-02 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.