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Author : L. P. Hughston
Publisher :
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.:/5 (31 download)
Download or read book Vasicek and Beyond written by L. P. Hughston and published by . This book was released on 1996 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joe Vasicek
Publisher : Joe Vasicek
ISBN 13 :
Total Pages : 175 pages
Book Rating : 4./5 ( download)
Download or read book Beyond World's End written by Joe Vasicek and published by Joe Vasicek. This book was released on 2022-05-21 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eleven short stories and a poem that show us what comes after the end of all we know. This is the fourth volume of the collected short stories of Joe Vasicek. It includes: The Manchurian Paradox We have met our timeline's enemy and he is us. A Fatal Rebirth Nothing in this world should live forever—not even civilization itself. The Final Turning This is how the world ends: not with a bang, but with a whimper—thanks to me. The New Covenant To restore a fallen America, an ancient and terrible covenant must be renewed. Hearken and Behold (by J.M. Wight) "Hearken, oh ye hypocrites, and behold the desolation that is already come upon you!" The End of Elysium For the promise of paradise, the last civilization will surrender to the apocalypse. The Promise of King Washington When the aliens came, it wasn't a military invasion: it was an economic one. (Again, Hazardous Imaginings, December 2020) Lord of the Slaves "Everyone secretly wants to be a slave. Those who deny it simply haven't found the right master." The Other Side of Reality What if your future self came back to give you advice, and all it did was confuse you? Schrödinger's Diaper “Stays clean and dry until you’re free to change it!” …except not quite. (Bards and Sages Quarterly, April 2022) Two Hours Ago A time machine without paradoxes, so long as it's not abused. Welcome to Our Crazy Family Two genderqueer lesbians and a tranny have a rebellious daughter who does the unthinkable and decides to marry a Christian.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1118177215
Total Pages : 1444 pages
Book Rating : 4.1/5 (181 download)
Download or read book Bank Asset and Liability Management written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2011-12-27 with total page 1444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 0470879076
Total Pages : 497 pages
Book Rating : 4.4/5 (78 download)
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 2010-05-18 with total page 497 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.
Author : Apostolos-Paul N. Refenes
Publisher : Springer Science & Business Media
ISBN 13 : 1461556252
Total Pages : 472 pages
Book Rating : 4.4/5 (615 download)
Download or read book Decision Technologies for Computational Finance written by Apostolos-Paul N. Refenes and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1118171756
Total Pages : 708 pages
Book Rating : 4.1/5 (181 download)
Download or read book Fixed Income Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2014-06-17 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
Author : Moorad Choudhry
Publisher : FT Press
ISBN 13 : 9780273654124
Total Pages : 470 pages
Book Rating : 4.6/5 (541 download)
Download or read book Capital Market Instruments written by Moorad Choudhry and published by FT Press. This book was released on 2002 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This software will enable the user to learn about capital market.
Author : Marek Musiela
Publisher : Springer Science & Business Media
ISBN 13 : 3662221322
Total Pages : 521 pages
Book Rating : 4.6/5 (622 download)
Download or read book Martingale Methods in Financial Modelling written by Marek Musiela and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
Author : Gianluca Fusai
Publisher : Springer Science & Business Media
ISBN 13 : 3540499598
Total Pages : 606 pages
Book Rating : 4.5/5 (44 download)
Download or read book Implementing Models in Quantitative Finance: Methods and Cases written by Gianluca Fusai and published by Springer Science & Business Media. This book was released on 2007-12-20 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
Author : Joe Vasicek
Publisher : Joe Vasicek
ISBN 13 :
Total Pages : 246 pages
Book Rating : 4./5 ( download)
Download or read book The Solace of Truth written by Joe Vasicek and published by Joe Vasicek. This book was released on with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ten stories that show why the freedom of truth is worth the price of loneliness. This is the fifth volume of the collected short stories of Joe Vasicek. It includes: Love and Truth at Universe End Where have all the aliens gone? Calling Scam Likely An auto warranty scam he was sure to never forget! Prison of Dreams A boy, a girl, and a starship gone mad. Blight of Empire A dying world. A decadent empire. A discovery that can save them both. The Library of Fate He rewrote his past in the library of fate. Now, his kingdom is falling. In the Wake of Zedekiah Wight (J.M. Wight) Woe unto them that call evil good, and good evil! Hunter, Lover, Cyborg, Slave A woman needs a man like an authorized cyborg assassin needs an AI familiar. The Body Tax Our government's most heinous crimes are the ones we never question. We Should Have Named You Corona Why do hard times break some men, while making others stronger? The Freedom of Second Chances Family isn't just where you came from, but where you're going too.
Author : Craig Turnbull
Publisher : Springer
ISBN 13 : 3319331833
Total Pages : 350 pages
Book Rating : 4.3/5 (193 download)
Download or read book A History of British Actuarial Thought written by Craig Turnbull and published by Springer. This book was released on 2016-12-07 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the first book of its kind, Turnbull traces the development and implementation of actuarial ideas, from the conception of Equitable Life in the mid-18th century to the start of the 21st century. This book analyses the historical development of British actuarial thought in each of its three main practice areas of life assurance, pensions and general insurance. It discusses how new actuarial approaches were developed within each practice area, and how these emerging ideas interacted with each other and were often driven by common external factors such as shocks in the economic environment, new intellectual ideas from academia and developments in technology. A broad range of historically important actuarial topics are discussed such as the development of the blueprint for the actuarial management of with-profit business; historical developments in mortality modelling methods; changes in actuarial thinking on investment strategy for life and pensions business; changing perspectives on the objectives and methods for funding Defined Benefit pensions; the application of risk theory in general insurance reserving; the adoption of risk-based reserving and the Guaranteed Annuity Option crisis at the end of the 20th century. This book also provides an historical overview of some of the most important external contributions to actuarial thinking: in particular, the first century or so of modern thinking on probability and statistics, starting in the 1650s with Pascal and Fermat; and the developments in the field of financial economics over the third quarter of the twentieth century. This book identifies where historical actuarial thought heuristically anticipated some of the fundamental ideas of modern finance, and the challenges that the profession wrestled with in reconciling these ideas with traditional actuarial methods. Actuaries have played a profoundly influential role in the management of the United Kingdom’s most important long-term financial institutions over the last two hundred years. This book will be the first to chart the influence of the actuarial profession to modern day. It will prove a valuable resource for actuaries, actuarial trainees and students of actuarial science. It will also be of interest to academics and professionals in related financial fields such as accountants, statisticians, economists and investment managers.
Author :
Publisher :
ISBN 13 :
Total Pages : 648 pages
Book Rating : 4.F/5 ( download)
Download or read book Risk written by and published by . This book was released on 2001 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Field
Publisher :
ISBN 13 :
Total Pages : 660 pages
Book Rating : 4.:/5 (318 download)
Download or read book Modern Risk Management written by Peter Field and published by . This book was released on 2003 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uniting the most eminent names within the risk industry, this commemorative title chronicles the major historical developments within the derivatives industry whilst presenting a wealth of new insights, perspectives and case-studies on assorted risk management issues.
Author : Oldrich A. Vasicek
Publisher : John Wiley & Sons
ISBN 13 : 1119122201
Total Pages : 370 pages
Book Rating : 4.1/5 (191 download)
Download or read book Finance, Economics, and Mathematics written by Oldrich A. Vasicek and published by John Wiley & Sons. This book was released on 2015-12-14 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life's work of an industry leader. Going beyond the papers, you'll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking. Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again. Explore Vasicek's insights on topics he helped create Discover his research and ideas that have gone unpublished—until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in quantitative finance Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs.
Author : Riccardo Rebonato
Publisher :
ISBN 13 : 1107165857
Total Pages : 781 pages
Book Rating : 4.1/5 (71 download)
Download or read book Bond Pricing and Yield Curve Modeling written by Riccardo Rebonato and published by . This book was released on 2018-06-07 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author : Michael Koller
Publisher : Springer Science & Business Media
ISBN 13 : 3642207219
Total Pages : 345 pages
Book Rating : 4.6/5 (422 download)
Download or read book Life Insurance Risk Management Essentials written by Michael Koller and published by Springer Science & Business Media. This book was released on 2011-05-04 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the book is to provide an overview of risk management in life insurance companies. The focus is twofold: (1) to provide a broad view of the different topics needed for risk management and (2) to provide the necessary tools and techniques to concretely apply them in practice. Much emphasis has been put into the presentation of the book so that it presents the theory in a simple but sound manner. The first chapters deal with valuation concepts which are defined and analysed, the emphasis is on understanding the risks in corresponding assets and liabilities such as bonds, shares and also insurance liabilities. In the following chapters risk appetite and key insurance processes and their risks are presented and analysed. This more general treatment is followed by chapters describing asset risks, insurance risks and operational risks - the application of models and reporting of the corresponding risks is central. Next, the risks of insurance companies and of special insurance products are looked at. The aim is to show the intrinsic risks in some particular products and the way they can be analysed. The book finishes with emerging risks and risk management from a regulatory point of view, the standard model of Solvency II and the Swiss Solvency Test are analysed and explained. The book has several mathematical appendices which deal with the basic mathematical tools, e.g. probability theory, stochastic processes, Markov chains and a stochastic life insurance model based on Markov chains. Moreover, the appendices look at the mathematical formulation of abstract valuation concepts such as replicating portfolios, state space deflators, arbitrage free pricing and the valuation of unit linked products with guarantees. The various concepts in the book are supported by tables and figures.
Author : Mark Nathan Broadie
Publisher :
ISBN 13 :
Total Pages : 288 pages
Book Rating : 4.3/5 (91 download)
Download or read book Hedging with Trees written by Mark Nathan Broadie and published by . This book was released on 1998 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: An insightful collection of 35+ articles encapsulating advances in financial derivatives, selected by two well-respected academics.
