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Author :
Publisher : Alchemy Technologies
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4./5 ( download)
Download or read book Pricing Interest Rate Swaps - Module I - Term Structure written by and published by Alchemy Technologies. This book was released on with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wiley
Publisher : John Wiley & Sons
ISBN 13 : 1119930642
Total Pages : 423 pages
Book Rating : 4.1/5 (199 download)
Download or read book Wiley's Level I CFA Program 11th Hour Final Review Study Guide 2023 written by Wiley and published by John Wiley & Sons. This book was released on 2022-12-08 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Saied Simozar
Publisher : John Wiley & Sons
ISBN 13 : 1119014174
Total Pages : 368 pages
Book Rating : 4.1/5 (19 download)
Download or read book The Advanced Fixed Income and Derivatives Management Guide written by Saied Simozar and published by John Wiley & Sons. This book was released on 2015-04-23 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models. Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak. Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures Learn to estimate recovery value from market data, and the impact of recovery value on risks Gain deeper insight into partial yields, product design, and portfolio construction Discover the proof that corporate bonds cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.
Author :
Publisher : Alchemy Technologies
ISBN 13 :
Total Pages : 11 pages
Book Rating : 4./5 ( download)
Download or read book How to use the results of a Black Derman Toy (BDT) Model written by and published by Alchemy Technologies. This book was released on with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aditya Gadge
Publisher : AIWMI
ISBN 13 : 9350713810
Total Pages : 429 pages
Book Rating : 4.3/5 (57 download)
Download or read book Certified Credit Research Analyst (CCRA) Level 2 written by Aditya Gadge and published by AIWMI. This book was released on 2013-12-25 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Certified Credit Research Analyst (CCRATM) is a comprehensive global education program designed to give an expert level understanding of credit markets to fresh graduates and experienced professionals. It integrates the fundamentals of financial analysis, credit analysis, rating methodologies, credit strategy and structuring. It offers the tools a candidate needs to occupy key positions in the world of finance, private banking, credit ratings and fixed income domain
Author : Ádám Kóbor
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.F/5 ( download)
Download or read book What Determines U.S. Swap Spreads? written by Ádám Kóbor and published by World Bank Publications. This book was released on 2005 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: References p. 45-47.
Author : Jack Xu
Publisher : UniCAD
ISBN 13 : 0979372569
Total Pages : 652 pages
Book Rating : 4.9/5 (793 download)
Download or read book Practical Quantitative Finance with ASP.NET Core and Angular written by Jack Xu and published by UniCAD. This book was released on 2019-03 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides comprehensive details of developing ultra-modern, responsive single-page applications (SPA) for quantitative finance using ASP.NET Core and Angular. It pays special attention to create distributed web SPA applications and reusable libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: Overview of ASP.NET Core and Angular, which is necessary to create SPA for quantitative finance. Step-by-step approaches to create a variety of Angular compatible real-time stock charts and technical indicators using ECharts and TA-Lib. Introduction to access market data from online data sources using .NET Web API and Angular service, including EOD, intraday, real-time stock quotes, interest rates. Detailed procedures to price equity options and fixed-income instruments using QuantLib, including European/American/Barrier/Bermudan options, bonds, CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. Detailed explanation to linear analysis and machine learning in finance, which covers linear regression, PCA, KNN, SVM, and neural networks. In-depth descriptions of trading strategy development and back-testing for crossover and z-score based trading signals.
Author : CFA Institute
Publisher : John Wiley & Sons
ISBN 13 : 1394316178
Total Pages : 6057 pages
Book Rating : 4.3/5 (943 download)
Download or read book 2025 CFA Program Curriculum Level I Box Set written by CFA Institute and published by John Wiley & Sons. This book was released on 2024-10-16 with total page 6057 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover the official resource for success on the 2025 CFA Level I exam. Get your copy of the CFA® Program Curriculum now. The 2025 CFA Program Curriculum Level I Box Set contains the content you need to perform well on the Level I CFA exam in 2025. Designed for candidates to use for exam preparation and professional reference purposes, this set includes the full official curriculum for Level I and is part of the larger CFA Candidate Body of Knowledge (CBOK). Covering all ten core topics found on the Level I exam, the 2025 CFA Program Curriculum Level I Box Set helps you: Develop critical knowledge and skills essential in the industry. Learn from financial thought leaders. Access market-relevant instruction. The set also features practice questions to assist with your mastery of key terms, concepts, and formulas. Volumes include: Volume 1: Quantitative Methods Volume 2: Economics Volume 3: Corporate Issuers Volume 4: Financial Statement Analysis Volume 5: Equity Investments Volume 6: Fixed Income Volume 7: Derivatives Volume 8: Alternative Investments Volume 9: Portfolio Management Volume 10:Ethical and Professional Standards Indispensable for anyone preparing for the 2025 Level I CFA exam, the 2025 CFA Program Curriculum Level I Box Set is a must-have resource for those seeking the foundational skills required to become a Chartered Financial Analyst®.
Author : Wiley
Publisher : John Wiley & Sons
ISBN 13 : 1119930677
Total Pages : 308 pages
Book Rating : 4.1/5 (199 download)
Download or read book Wiley's Level II CFA Program 11th Hour Final Review Study Guide 2023 written by Wiley and published by John Wiley & Sons. This book was released on 2023-03-21 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Banish test anxiety before taking Level II of the CFA certification exam Wiley's Level II CFA Program 11th Hour Final Review Study Guide 2023 is a concise summary of the concepts covered on Level II of the CFA certification exams. Rather than act as a primary study tool, the book offers an effective and efficient way to review the subjects covered by the exam. The book covers: · Ethical and professional standards · Financial analysis tools, including quantitative methods, economics, and financial reporting and analysis · Portfolio management and analysis, including corporate finance · Assets, including equity investments, derivatives, fixed income, and alternative investments Perfect for any prospective CFA Level II exam taker seeking to improve their confidence with the test’s subject matter, Wiley's Level II CFA Program 11th Hour Final Review Study Guide 2023 is a must-have resource for improving your retention and understanding of core concepts licensed CFAs use every day.
Author : J Hamish M Darbyshire
Publisher : Aitch & Dee Limited
ISBN 13 : 9780995455535
Total Pages : 0 pages
Book Rating : 4.4/5 (555 download)
Download or read book Pricing and Trading Interest Rate Derivatives written by J Hamish M Darbyshire and published by Aitch & Dee Limited. This book was released on 2022-08-07 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most professional and industry relatable text currently available for linear interest rate derivatives. Written by a practicing derivatives portfolio manager with over fifteen years of fixed income trading experience, this book focuses on core trading concepts; pricing, curve building (single and multi-currency), risk, credit and CSAs, regulations, VaR and PCA, volatility, cross-gamma, trade strategy analysis and market moving influences. The book's focus is interest rate swaps and cross-currency swaps, updated for a risk free rate (RFR, such as SOFR and ESTR) framework as opposed to LIBOR. Topics are presented from that perspective, outlining the importance of regulations in an IRD capacity, with volatility and swaptions taught from a practical point of view rather than an overly cumbersome academic one. This third edition (2022) markedly expands the second edition (2017), by not only providing extensive analysis but also building up a modern codebase, step-by-step, in Python. It constructs and solves interest rate curves and goes on to implement risk and cross-gamma calculations, demonstrating the implementation of automatic differentiation for superior efficiency. Read more at https: //github.com/attack68/book_irds3. The treatment of risk is expansive and thorough. The author formally analyses modern market-maker techniques to accurately predict PnL, and successfully implement multiple, consistent perspectives to view all details of risks. Almost everything included here is compulsory knowledge for a modern, successful, swaps trader or interest rate risk portfolio manager. Certainly this book sets the benchmark for the level of expertise that swaps traders should strive for, and the style is aimed at the novice and professional alike.
Author : Francesco Cesarone
Publisher : Routledge
ISBN 13 : 1000168972
Total Pages : 236 pages
Book Rating : 4.0/5 (1 download)
Download or read book Computational Finance written by Francesco Cesarone and published by Routledge. This book was released on 2020-06-11 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability, and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance.
Author : Damiano Brigo
Publisher : John Wiley & Sons
ISBN 13 : 047074846X
Total Pages : 469 pages
Book Rating : 4.4/5 (77 download)
Download or read book Counterparty Credit Risk, Collateral and Funding written by Damiano Brigo and published by John Wiley & Sons. This book was released on 2013-04-22 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered.
Author : DIWAKAR EDUCATION HUB
Publisher : DIWAKAR EDUCATION HUB
ISBN 13 :
Total Pages : 602 pages
Book Rating : 4./5 ( download)
Download or read book JAIIB Question Bank Book 4000+MCQ with Explanation Module Wise Paper 1,2,3&4 As Per Updated Syllabus written by DIWAKAR EDUCATION HUB and published by DIWAKAR EDUCATION HUB. This book was released on 2023-11-23 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: IIBF -JAIIB Junior Associate of the Indian Institute of the Bankers. Complete Practice Question Answer Sets 4000 +[MCQ] Include Paper 1: Indian Economy and Indian Financial System (IE & IFS) Paper 2: Principles and Practices of Banking (PPB) Paper 3: Accounting and Financial Management for Bankers (AFM) Paper 4: Retail Banking and Wealth Management (RBWM) 4000+ Questions and Answer Included With an Explanation 1000 MCQ of Each Paper With detail Solution Questions Based on Modules given in Each Paper [Subject] As Per Updated Syllabus All Questions Design by Expert Faculties of Banking.
Author : CFA Institute
Publisher : John Wiley & Sons
ISBN 13 : 1394220820
Total Pages : 10361 pages
Book Rating : 4.3/5 (942 download)
Download or read book 2024 CFA Program Curriculum Level I Box Set written by CFA Institute and published by John Wiley & Sons. This book was released on 2023-05-23 with total page 10361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover the official resource for success on the 2024 CFA Level I exam. Get your copy of the CFA® Program Curriculum now. The 2024 CFA Program Curriculum Level I Box Set contains the content you need to perform well on the Level I CFA exam in 2024. Designed for candidates to use for exam preparation and professional reference purposes, this set includes the full official curriculum for Level I and is part of the larger CFA Candidate Body of Knowledge (CBOK). Covering all ten core topics found on the Level I exam, the 2024 CFA Program Curriculum Level I Box Set helps you: Develop critical knowledge and skills essential in the industry. Learn from financial thought leaders. Access market-relevant instruction. The set also features practice questions to assist with your mastery of key terms, concepts, and formulas. Volumes include: Volume 1: Quantitative Methods Volume 2: Economics and Financial Statement Analysis Volume 3: Financial Statement Analysis and Corporate Issuers Volume 4: Corporate Issuers, Equity Investments, and Fixed Income Volume 5: Fixed Income, Derivatives, Alternative Investments, and Portfolio Management Volume 6: Portfolio Management and Ethical and Professional Standards Indispensable for anyone preparing for the 2024 Level I CFA exam, the 2024 CFA Program Curriculum Level I Box Set is a must-have resource for those seeking the foundational skills required to become a Chartered Financial Analyst®.
Author : Yuxing Yan
Publisher : Packt Publishing Ltd
ISBN 13 : 1787125025
Total Pages : 586 pages
Book Rating : 4.7/5 (871 download)
Download or read book Python for Finance written by Yuxing Yan and published by Packt Publishing Ltd. This book was released on 2017-06-30 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn and implement various Quantitative Finance concepts using the popular Python libraries About This Book Understand the fundamentals of Python data structures and work with time-series data Implement key concepts in quantitative finance using popular Python libraries such as NumPy, SciPy, and matplotlib A step-by-step tutorial packed with many Python programs that will help you learn how to apply Python to finance Who This Book Is For This book assumes that the readers have some basic knowledge related to Python. However, he/she has no knowledge of quantitative finance. In addition, he/she has no knowledge about financial data. What You Will Learn Become acquainted with Python in the first two chapters Run CAPM, Fama-French 3-factor, and Fama-French-Carhart 4-factor models Learn how to price a call, put, and several exotic options Understand Monte Carlo simulation, how to write a Python program to replicate the Black-Scholes-Merton options model, and how to price a few exotic options Understand the concept of volatility and how to test the hypothesis that volatility changes over the years Understand the ARCH and GARCH processes and how to write related Python programs In Detail This book uses Python as its computational tool. Since Python is free, any school or organization can download and use it. This book is organized according to various finance subjects. In other words, the first edition focuses more on Python, while the second edition is truly trying to apply Python to finance. The book starts by explaining topics exclusively related to Python. Then we deal with critical parts of Python, explaining concepts such as time value of money stock and bond evaluations, capital asset pricing model, multi-factor models, time series analysis, portfolio theory, options and futures. This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems, such as estimating IBM's market risk, running a Fama-French 3-factor, 5-factor, or Fama-French-Carhart 4 factor model, estimating the VaR of a 5-stock portfolio, estimating the optimal portfolio, and constructing the efficient frontier for a 20-stock portfolio with real-world stock, and with Monte Carlo Simulation. Later, we will also learn how to replicate the famous Black-Scholes-Merton option model and how to price exotic options such as the average price call option. Style and approach This book takes a step-by-step approach in explaining the libraries and modules in Python, and how they can be used to implement various aspects of quantitative finance. Each concept is explained in depth and supplemented with code examples for better understanding.
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 :
Publisher :
ISBN 13 :
Total Pages : 772 pages
Book Rating : 4.F/5 ( download)
Download or read book Risk written by and published by . This book was released on 1998 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:
