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Author : Chia-Wen Lee
Publisher :
ISBN 13 :
Total Pages : 638 pages
Book Rating : 4.:/5 (33 download)
Download or read book The Pricing of the Intersected Contingent Claims and the Fixed Rate Mortgage written by Chia-Wen Lee and published by . This book was released on 1992 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jose Antonio de Azevedo Pereira
Publisher :
ISBN 13 :
Total Pages : 331 pages
Book Rating : 4.:/5 (643 download)
Download or read book Fixed Rate Mortgage Valuation Using a Contingent Claims Approach written by Jose Antonio de Azevedo Pereira and published by . This book was released on 1997 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chung-Sik Chang
Publisher :
ISBN 13 :
Total Pages : 418 pages
Book Rating : 4.:/5 (89 download)
Download or read book A Contingent Claims Valuation and Simulation Analysis of Standard Fixed Payment and Variable Rate Mortgage Loans written by Chung-Sik Chang and published by . This book was released on 1981 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yongheng Deng
Publisher :
ISBN 13 :
Total Pages : 180 pages
Book Rating : 4.:/5 (33 download)
Download or read book The Contingent Claims and Competing Risks for Mortgage Termination by Prepayment and Default written by Yongheng Deng and published by . This book was released on 1995 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fernando Diz
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.E/5 ( download)
Download or read book Pricing Fixed Rate Mortgages written by Fernando Diz and published by . This book was released on 1989 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bjarne Astrup Jensen
Publisher :
ISBN 13 : 9788788951349
Total Pages : 31 pages
Book Rating : 4.9/5 (513 download)
Download or read book Pricing Contingent Claims written by Bjarne Astrup Jensen and published by . This book was released on 1990 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Ralph Asay
Publisher :
ISBN 13 :
Total Pages : 222 pages
Book Rating : 4.:/5 (249 download)
Download or read book A Theory of the Rational Pricing of Mortgage Contracts written by Michael Ralph Asay and published by . This book was released on 1977 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paul D. Childs
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book The Pricing of Multi-Class Commercial Mortgage-Backed Securities written by Paul D. Childs and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers the pricing of multi-class commercial mortgage-backed securities. A contingent-claims pricing methodology that overcomes state variable dimensionality problems is developed to examine mortgage pools with many distinct underlying assets and whose loan cash flow values are subject to interest rate uncertainty. Security structure and the correlation structure of collateralizing assets within a pool are found to be important determinants of tranche price and required yield spread. By disentang- ling default loss risk from default-related call risk, we show it is possible that mezzanine investment classes may require lower yield spreads than higher priority investment classes. Of particular interest is the finding that reduced cash flow volatility obtained through pool diversification may actually decrease the value of the first-loss (junior) tranche. When examining the relationship of pool size and tranche value, we find that five to ten distinct mortgages are required to realize most of the effects of asset diversification.
Author : Kevin Dowd
Publisher : John Wiley & Sons
ISBN 13 : 0470855207
Total Pages : 304 pages
Book Rating : 4.4/5 (78 download)
Download or read book An Introduction to Market Risk Measurement written by Kevin Dowd and published by John Wiley & Sons. This book was released on 2003-03-14 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.
Author : Bernd Schmid
Publisher : Springer Science & Business Media
ISBN 13 : 3540247165
Total Pages : 388 pages
Book Rating : 4.5/5 (42 download)
Download or read book Credit Risk Pricing Models written by Bernd Schmid and published by Springer Science & Business Media. This book was released on 2012-11-07 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments. In addition, the book can be used by students and academics for a comprehensive overview of the most important credit risk modelling issues.
Author : Didier Cossin
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 384 pages
Book Rating : 4.F/5 ( download)
Download or read book Advanced Credit Risk Analysis written by Didier Cossin and published by John Wiley & Sons. This book was released on 2001 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
Author :
Publisher :
ISBN 13 :
Total Pages : 1148 pages
Book Rating : 4.:/5 (49 download)
Download or read book Journal of Mathematical Economics written by and published by . This book was released on 2000 with total page 1148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aswath Damodaran
Publisher : Now Publishers Inc
ISBN 13 : 1601980140
Total Pages : 102 pages
Book Rating : 4.6/5 (19 download)
Download or read book Valuation Approaches and Metrics written by Aswath Damodaran and published by Now Publishers Inc. This book was released on 2005 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: Valuation lies at the heart of much of what we do in finance, whether it is the study of market efficiency and questions about corporate governance or the comparison of different investment decision rules in capital budgeting. In this paper, we consider the theory and evidence on valuation approaches. We begin by surveying the literature on discounted cash flow valuation models, ranging from the first mentions of the dividend discount model to value stocks to the use of excess return models in more recent years. In the second part of the paper, we examine relative valuation models and, in particular, the use of multiples and comparables in valuation and evaluate whether relative valuation models yield more or less precise estimates of value than discounted cash flow models. In the final part of the paper, we set the stage for further research in valuation by noting the estimation challenges we face as companies globalize and become exposed to risk in multiple countries.
Author : Ronald Jay Allen
Publisher : Aspen Publishers
ISBN 13 :
Total Pages : 1224 pages
Book Rating : 4.F/5 ( download)
Download or read book Evidence written by Ronald Jay Allen and published by Aspen Publishers. This book was released on 1997 with total page 1224 pages. Available in PDF, EPUB and Kindle. Book excerpt: New material, a new co-author, and a new student friendly uniform chaper organization highlight the second edition of this chapter organization highlight the seconde of of this incisive evidence casebook. Authors Allen, Kuhns, and Swift enliven otherwise abstract concepts as they reveal the foundations of the law and rules of evidence. EVIDENCE: Text, Cases, and Problems, Second Edition, emphasizes two main themes: Analytic approach - First, The authors address each major topic as a problem of relevancy. Then they discuss the evidence policy underlying each rule in terms of its effect on jury reasoning. Diagrams illustrate this approach throughout the book. Contextual approach - Issues of admission and exclusion of evidence are analyzed from the perspectives of the major players in the trial process - advocates, judges, and juries. To increase accessibility and facilitate learning, The Second Edition: opens with a criminal trial transcript which serves as a basis for illustrations and problems throughout the book follows a consistent chapter structure of three sections: Interpretation and Illustration to introduce and apply the rule, Elaboration to analyze the policy and draft questions, and Reflections to offer in-depth analysis and new perspectives offers separate and unique chapters on Presumptions and Burdens of Proof in Civil Cases and Presumptions and Burdens of Proof in Criminal Cases New material includes: significant judicial opinions, such as Daubert v. Dow-Merrill Pharmaceuticals and Tome v. United States new Federal Rules of Evidence 413-415 Rule Amendments and Proposed Revisions to FRE new problems With EVIDENCE: Text, Cases, and Problems, Second Edition, students grasp the pivotal role of the rules of evidence in the adversary system.
Author : Jaksa Cvitanic
Publisher : MIT Press
ISBN 13 : 9780262033206
Total Pages : 528 pages
Book Rating : 4.0/5 (332 download)
Download or read book Introduction to the Economics and Mathematics of Financial Markets written by Jaksa Cvitanic and published by MIT Press. This book was released on 2004-02-27 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: An innovative textbook for use in advanced undergraduate and graduate courses; accessible to students in financial mathematics, financial engineering and economics. Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial problems at three different degrees of sophistication: single-period, multi-period, and continuous-time. The single-period and multi-period models require only basic calculus and an introductory probability/statistics course, while an advanced undergraduate course in probability is helpful in understanding the continuous-time models. In this way, the material is given complete coverage at different levels; the less advanced student can stop before the more sophisticated mathematics and still be able to grasp the general principles of financial economics. The book is divided into three parts. The first part provides an introduction to basic securities and financial market organization, the concept of interest rates, the main mathematical models, and quantitative ways to measure risks and rewards. The second part treats option pricing and hedging; here and throughout the book, the authors emphasize the Martingale or probabilistic approach. Finally, the third part examines equilibrium models—a subject often neglected by other texts in financial mathematics, but included here because of the qualitative insight it offers into the behavior of market participants and pricing.
Author : Lawrence G. Goldberg
Publisher : Beard Books
ISBN 13 : 158798167X
Total Pages : 370 pages
Book Rating : 4.5/5 (879 download)
Download or read book The Deregulation of the Banking and Securities Industries written by Lawrence G. Goldberg and published by Beard Books. This book was released on 2003 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reprint of a previously published book. It is composed of a series of papers written for a two-day conference at NYU in 1978 dealing with the problems involved in the deregulation of the banking and securities industries.
Author :
Publisher :
ISBN 13 :
Total Pages : 2668 pages
Book Rating : 4.F/5 ( download)
Download or read book The Martindale-Hubbell Law Directory written by and published by . This book was released on 1945 with total page 2668 pages. Available in PDF, EPUB and Kindle. Book excerpt:
