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Author : Peter Carayannopoulos
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.4/5 (91 download)
Download or read book The Mispricing of U.S. Treasury Callable Bonds written by Peter Carayannopoulos and published by . This book was released on 1994 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert R. Bliss
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.0/5 ( download)
Download or read book Callable U.S. Treasury Bonds written by Robert R. Bliss and published by . This book was released on 1997 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas S. Y. Ho
Publisher : Oxford University Press
ISBN 13 : 0199923981
Total Pages : 762 pages
Book Rating : 4.1/5 (999 download)
Download or read book The Oxford Guide to Financial Modeling written by Thomas S. Y. Ho and published by Oxford University Press. This book was released on 2004-01-15 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the context for applications of the models. The book presents the financial models of stock and bond options, exotic options, investment grade and high-yield bonds, convertible bonds, mortgage-backed securities, liabilities of financial institutions--the business model and the corporate model. It also describes the applications of the models to corporate finance. Furthermore, it relates the models to financial statements, risk management for an enterprise, and asset/liability management with illiquid instruments. The financial models are progressively presented from option pricing in the securities markets to firm valuation in corporate finance, following a format to emphasize the three aspects of a model: the set of assumptions, the model specification, and the model applications. Generally, financial modeling books segment the world of finance as "investments," "financial institutions," "corporate finance," and "securities analysis," and in so doing they rarely emphasize the relationships between the subjects. This unique book successfully ties the thought processes and applications of the financial models together and describes them as one process that provides business solutions. Created as a companion website to the book readers can visit www.thomasho.com to gain deeper understanding of the book's financial models. Interested readers can build and test the models described in the book using Excel, and they can submit their models to the site. Readers can also use the site's forum to discuss the models and can browse server based models to gain insights into the applications of the models. For those using the book in meetings or class settings the site provides Power Point descriptions of the chapters. Students can use available question banks on the chapters for studying.
Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
ISBN 13 : 1139431900
Total Pages : 649 pages
Book Rating : 4.1/5 (394 download)
Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2001-11-12 with total page 649 pages. Available in PDF, EPUB and Kindle. Book excerpt: Students and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text, first published in 2002, combines the theory and mathematics behind financial engineering with an emphasis on computation, in keeping with the way financial engineering is practised in capital markets. Unlike most books on investments, financial engineering, or derivative securities, the book starts from very basic ideas in finance and gradually builds up the theory. It offers a thorough grounding in the subject for MBAs in finance, students of engineering and sciences who are pursuing a career in finance, researchers in computational finance, system analysts, and financial engineers. Along with the theory, the author presents numerous algorithms for pricing, risk management, and portfolio management. The emphasis is on pricing financial and derivative securities: bonds, options, futures, forwards, interest rate derivatives, mortgage-backed securities, bonds with embedded options, and more.
Author : Compiled by the British Library of Political and Economic Science at the London School of Economics
Publisher : Psychology Press
ISBN 13 : 9780415152150
Total Pages : 680 pages
Book Rating : 4.1/5 (521 download)
Download or read book Ibss: Economics: 1995 written by Compiled by the British Library of Political and Economic Science at the London School of Economics and published by Psychology Press. This book was released on 1996 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IBSS is the essential tool for librarians, university departments, research institutions and any public or private institutions whose work requires access to up-to-date and comprehensive knowledge of the social sciences.
Author : Miles Livingston
Publisher :
ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.3/5 (512 download)
Download or read book The Stripping of U.S. Treasury Securities written by Miles Livingston and published by . This book was released on 1989 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lionel Martellini
Publisher : John Wiley & Sons
ISBN 13 : 0470852771
Total Pages : 678 pages
Book Rating : 4.4/5 (78 download)
Download or read book Fixed-Income Securities written by Lionel Martellini and published by John Wiley & Sons. This book was released on 2003-07-09 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
Author : Bruce Tuckman
Publisher : John Wiley & Sons
ISBN 13 : 111813396X
Total Pages : 640 pages
Book Rating : 4.1/5 (181 download)
Download or read book Fixed Income Securities written by Bruce Tuckman and published by John Wiley & Sons. This book was released on 2011-10-13 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.
Author : David Wessel
Publisher : Brookings Institution Press
ISBN 13 : 0815727062
Total Pages : 178 pages
Book Rating : 4.8/5 (157 download)
Download or read book The $13 Trillion Question written by David Wessel and published by Brookings Institution Press. This book was released on 2015-11-24 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: The underexamined art and science of managing the federal government's huge debt. Everyone talks about the size of the U.S. national debt, now at $13 trillion and climbing, but few talk about how the U.S. Treasury does the borrowing—even though it is one of the world's largest borrowers. Everyone from bond traders to the home-buying public is affected by the Treasury's decisions about whether to borrow short or long term and what types of bonds to sell to investors. What is the best way for the Treasury to finance the government's huge debt? Harvard's Robin Greenwood, Sam Hanson, Joshua Rudolph, and Larry Summers argue that the Treasury could save taxpayers money and help the economy by borrowing more short term and less long term. They also argue that the Treasury and the Federal Reserve made a huge mistake in recent years by rowing in opposite directions: while the Fed was buying long-term bonds to push investors into other assets, the Treasury was doing the opposite—selling investors more long-term bonds. This book includes responses from a variety of public and private sector experts on how the Treasury does its borrowing, some of whom have criticized the way the Treasury has been managing its borrowing.
Author : Marcia L. Stigum
Publisher : McGraw-Hill Professional Publishing
ISBN 13 :
Total Pages : 764 pages
Book Rating : 4.:/5 (321 download)
Download or read book The Money Market written by Marcia L. Stigum and published by McGraw-Hill Professional Publishing. This book was released on 1983 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt: **** The first edition (1978) is cited in BCL3 (the 1983 edition was not noticed by the editors?). This is the standard reference on the subject, updated to cover developments since 1983. New or substantially revised chapters cover interest-rate swaps, medium-term notes (including bank deposit notes) futures (Treasury and Euro), options, loan-participation sales, banking (domestic and Euro), and the commercial paper market. Annotation copyrighted by Book News, Inc., Portland, OR
Author : Thordur Jonasson
Publisher : International Monetary Fund
ISBN 13 : 1484350545
Total Pages : 133 pages
Book Rating : 4.4/5 (843 download)
Download or read book A Primer on Managing Sovereign Debt-Portfolio Risks written by Thordur Jonasson and published by International Monetary Fund. This book was released on 2018-04-06 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management strategies analyzed in the context of helping reach debt portfolio targets and attain desired portfolio structures. Also, the paper outlines how LMOs could be integrated into a debt management strategy and serve as policy tools to reduce potential debt portfolio vulnerabilities. Further, the paper presents operational issues faced by debt managers, including the need to develop a risk management framework, interactions of debt management with fiscal policy, monetary policy, and financial stability, as well as efficient government bond markets.
Author : Compiled by the British Library of Political and Economic Science
Publisher : Psychology Press
ISBN 13 : 9780415221054
Total Pages : 644 pages
Book Rating : 4.2/5 (21 download)
Download or read book International Bibliography of Economics 1998 written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 1999-12-16 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: Renowned for its international coverage and rigorous selection procedures, this series provides the most comprehensive and scholarly bibliographic service available in the social sciences. Arranged by topic and indexed by author, subject and place-name, each bibliography lists and annotates the most important works published in its field during the year of 1997, including hard-to-locate journal articles. Each volume also includes a complete list of the periodicals consulted.
Author :
Publisher :
ISBN 13 :
Total Pages : 618 pages
Book Rating : 4.:/5 (318 download)
Download or read book Journal of Economic Literature written by and published by . This book was released on 1998 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lars Kestner
Publisher : McGraw Hill Professional
ISBN 13 : 0071436030
Total Pages : 367 pages
Book Rating : 4.0/5 (714 download)
Download or read book Quantitative Trading Strategies written by Lars Kestner and published by McGraw Hill Professional. This book was released on 2003-07-22 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today's most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known "quants" from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves--and change minds--in the world of technical analysis and trading.
Author :
Publisher :
ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.3/5 (512 download)
Download or read book Journal of Financial Education written by and published by . This book was released on 1995 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Russell Bliss
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.0/5 ( download)
Download or read book Testing Term Structure Estimation Methods written by Robert Russell Bliss and published by . This book was released on 1996 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1296 pages
Book Rating : 4.0/5 ( download)
Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 2000 with total page 1296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
