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Author : Bing-Huei Lin
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (643 download)
Download or read book Embedded Options and Hedging with Bund Futures written by Bing-Huei Lin and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 0470029463
Total Pages : 256 pages
Book Rating : 4.4/5 (7 download)
Download or read book The Futures Bond Basis written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2007-01-11 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
Author : Andrew Inglis-Taylor
Publisher : Springer
ISBN 13 : 1349135860
Total Pages : 434 pages
Book Rating : 4.3/5 (491 download)
Download or read book The Dictionary of Derivatives written by Andrew Inglis-Taylor and published by Springer. This book was released on 1995-03-20 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: The derivatives market has been the fastest growing area of financial activity in the past few years. The pace of product development is fast, with a myriad of new hybrids being developed every year. This best-selling text is ordered in dictionary format, taking each financial instrument, market or related concept and giving an analysis together with diagrams where applicable. It also includes a comprehensive listing of contracts available on the major exchanges. Crucially, tax and accounting guidelines are included, and all appropriate legal documentation, such as the ISDA master agreement on swaps is reproduced in full.
Author : Filippo Stefanini
Publisher : John Wiley & Sons
ISBN 13 : 1119995280
Total Pages : 399 pages
Book Rating : 4.1/5 (199 download)
Download or read book Investment Strategies of Hedge Funds written by Filippo Stefanini and published by John Wiley & Sons. This book was released on 2010-03-11 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the fastest growing investment sectors ever seen, hedge funds are considered by many to be exotic and inaccessible. This book provides an intensive learning experience, defining hedge funds, explaining hedge fund strategies while offering both qualitative and quantitative tools that investors need to access these types of funds. Topics not usually covered in discussions of hedge funds are included, such as a theoretical discussion of each hedge fund strategy followed by trading examples provided by successful hedge fund managers.
Author : H. Deutsch
Publisher : Springer
ISBN 13 : 0230502105
Total Pages : 614 pages
Book Rating : 4.2/5 (35 download)
Download or read book Derivatives and Internal Models written by H. Deutsch and published by Springer. This book was released on 2016-01-12 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this new edition, Deutsch continues with this philosophy covering new and more advanced topics including terms structure models, second-order value at risk, time series analysis, GARCH models, differential equations, finite difference schemes, Martingales and Numeraires.
Author : John J. Stephens
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.E/5 ( download)
Download or read book Managing Interest Rate Risk written by John J. Stephens and published by John Wiley & Sons. This book was released on 2002-03-12 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Author : Giorgio S. Questa
Publisher : John Wiley & Sons
ISBN 13 : 9780471246534
Total Pages : 388 pages
Book Rating : 4.2/5 (465 download)
Download or read book Fixed-Income Analysis for the Global Financial Market written by Giorgio S. Questa and published by John Wiley & Sons. This book was released on 1999-07-22 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Anwendungsbereite Kenntnisse moderner festverzinslicher Anlageformen erlernen Sie mit diesem Handbuch von Grund auf. Preisgestaltung und Risikoanalysen werden auch dem Leser mit geringen mathematischen Vorkenntnissen schlussig erklart. Instrumente des Geldmarktes, langfristige Anlagen, Optionen, Derivate und viele andere Themen wurden in einer Form aufgearbeitet, die sich besonders zum Selbststudium eignet. (04/99)
Author :
Publisher :
ISBN 13 :
Total Pages : 1036 pages
Book Rating : 4.F/5 ( download)
Download or read book Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards written by and published by . This book was released on 1994 with total page 1036 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theses on any subject submitted by the academic libraries in the UK and Ireland.
Author : Peter Moles
Publisher : OUP Oxford
ISBN 13 : 0191591181
Total Pages : 690 pages
Book Rating : 4.1/5 (915 download)
Download or read book The Handbook of International Financial Terms written by Peter Moles and published by OUP Oxford. This book was released on 1997-03-06 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook aims to be the most comprehensive and up to date reference book available to those who are involved or could be involved in the world of finance. The financial world has a capacity for ingenious innovation and this extends to the often bewildering array and use of terms. Here you can find out what a Circus, a Firewall, an Amazon Bond, a Clean Float, a Cocktail Swap, a Butterfly, a Streaker, a Straddle and a Strangle are. As well as defining terms, the book also shows how they are used differently in different markets and countries. It also has numerous examples showing clearly the use of particular calculations and instruments; and provides details of major markets, acronyms and currencies. Reflecting the development of global financial markets this Handbook will have broad appeal around the world. It will be a reliable guide for practitioners, and those in the related professions of accounting, law and management. At the same time it will be an invaluable companion for advanced students of finance, accounting and business.
Author : M. Desmond Fitzgerald
Publisher : Euromoney Publications
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4.3/5 (21 download)
Download or read book Financial Futures written by M. Desmond Fitzgerald and published by Euromoney Publications. This book was released on 1993 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : BlackRock, Inc.
Publisher : John Wiley & Sons
ISBN 13 : 111988487X
Total Pages : 455 pages
Book Rating : 4.1/5 (198 download)
Download or read book BlackRock's Guide to Fixed-Income Risk Management written by BlackRock, Inc. and published by John Wiley & Sons. This book was released on 2023-10-31 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: An irreplaceable roadmap to modern risk management from renowned experts on the subject Edited by a co-founder and the former Chief Risk Officer of BlackRock—the world’s largest asset manager—BlackRock’s Guide to Fixed-Income Risk Management delivers an insightful blueprint to the implementation of a comprehensive investment risk management framework for buy-side firms. Leveraging the unprecedented academic and professional experience of current and former senior leaders in BlackRock’s risk and portfolio management functions, as well as trading, financial modeling, and analytics experts, the book serves a practitioner’s guide to investment risk management, leveraging BlackRock’s risk management framework. The included chapters combine to provide chief investment officers, risk managers, portfolio managers, researchers, and compliance professionals an approach to investment risk management well-suited for today's and tomorrow's markets. The book also presents: Critical elements that underpin a strong risk management program and culture Fixed income risk management concepts and theories that can be applied to other asset classes Lessons learned from financial crises and the COVID-19 Pandemic Ideal for undergraduate students and students and scholars of business, finance, and risk management, BlackRock’s Guide to Fixed-Income Risk Management is a one-of-a-kind combination of modern theory with proven, practical risk management strategies.
Author : Marc Levinson
Publisher : The Economist
ISBN 13 : 1541742516
Total Pages : 250 pages
Book Rating : 4.5/5 (417 download)
Download or read book Guide to Financial Markets written by Marc Levinson and published by The Economist. This book was released on 2018-07-24 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Author : Jan R. M. Röman
Publisher : Springer
ISBN 13 : 3319525840
Total Pages : 741 pages
Book Rating : 4.3/5 (195 download)
Download or read book Analytical Finance: Volume II written by Jan R. M. Röman and published by Springer. This book was released on 2017-11-30 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Mälardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application. Coverage includes: • Date arithmetic’s, quote types of interest rate instruments • The interbank market and reference rates, including negative rates• Valuation and modeling of IR instruments; bonds, FRN, FRA, forwards, futures, swaps, CDS, caps/floors and others • Bootstrapping and how to create interest rate curves from prices of traded instruments• Risk measures of IR instruments• Option Adjusted Spread and embedded options• The term structure equation, martingale measures and stochastic processes of interest rates; Vasicek, Ho-Lee, Hull-While, CIR• Numerical models; Black-Derman-Toy and forward induction using Arrow-Debreu prices and Newton–Raphson in 2 dimension• The Heath-Jarrow-Morton framework• Forward measures and general option pricing models• Black log-normal and, normal model for derivatives, market models and managing exotics instruments• Pricing before and after the financial crisis, collateral discounting, multiple curve framework, cheapest-to-deliver curves, CVA, DVA and FVA
Author : A. Sutherland
Publisher : Springer
ISBN 13 : 1137030690
Total Pages : 315 pages
Book Rating : 4.1/5 (37 download)
Download or read book The Front Office Manual written by A. Sutherland and published by Springer. This book was released on 2013-11-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work. From how to build a yield curve, to how a swap works, to what exactly 'product control' is supposed to do, this book is essential reading for anyone who works (or wants to work) on the 'sell side'.
Author : Lev Dynkin
Publisher : Princeton University Press
ISBN 13 : 0691210616
Total Pages : 1000 pages
Book Rating : 4.6/5 (912 download)
Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2020-05-26 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Author : Tamara Mast Henderson
Publisher : John Wiley & Sons
ISBN 13 : 0470869577
Total Pages : 222 pages
Book Rating : 4.4/5 (78 download)
Download or read book Fixed Income Strategy written by Tamara Mast Henderson and published by John Wiley & Sons. This book was released on 2004-04-21 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market players put their jobs on the line with every position they take. Any fixed income investor in the circumstance of being granted one wish would probably want to know what interest rates are going to do in the future. Economists and others have constructed models of interest rate behaviour, but no model works in all circumstances. The main aim of this book is to straddle the different worlds of theoretical models and practical market experience, while offering an interdisciplinary framework for fixed income investing and trading. A focussed but very practical approach to fixed-income investment, aimed at practitioner market Contains investment checklists and interviews with market practitioners Offers an interdisciplinary framework for fixed-income investing and trading, and combines worlds of theoretical models and practical market experience
Author : Julian A. Wiseman
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.0/5 ( download)
Download or read book Pricing Money written by Julian A. Wiseman and published by John Wiley & Sons. This book was released on 2001-11-28 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pricing Money provides a highly practical introduction to the principles of bonds and fixed income and is aimed at readers who have little prior knowledge. The book is written in a style that is not overly mathematical or theoretical but takes a practical approach focusing on the aspects of pricing and trading fixed-income securities that are most relevant to the day-to-day activities of people working in the markets. Starting at a basic level the author explains the concepts and principles behind fixed income in an informative way using every day examples that can be understood by the layman. It includes a listing of the terms used; the rules and conventions; the techniques for valuation and pricing and a description of the different roles within the industry. This book will be an excellent training tool for new recruits to the financial markets.
