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Bunds And Bund Futures
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Book Synopsis Bunds and Bund Futures by : Daniel Corrigan
Download or read book Bunds and Bund Futures written by Daniel Corrigan and published by Springer. This book was released on 2016-01-06 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: The German bond market is one of the world's most liquid and diversified capital markets. As the world's debt and derivative products become more closely linked, investors and traders are increasingly more interested in the security offered by German government debt, as well as the profitable opportunities.
Book Synopsis Bunds and Bund Futures by : Daniel Corrigan
Download or read book Bunds and Bund Futures written by Daniel Corrigan and published by . This book was released on 1991-01-01 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bund Options written by Robert Tompkins and published by Springer. This book was released on 2016-07-27 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1989 and 1990 the German capital markets reached a milestone as regulations were clarified regarding the use of derivative products for German institutional and private clients. This book analyzes this market and explains its current interest to investors.
Book Synopsis Electronic Versus Open Outcry Markets by : Francis J. Breedon
Download or read book Electronic Versus Open Outcry Markets written by Francis J. Breedon and published by . This book was released on 1997 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Handbook of European Fixed Income Securities by : Frank J. Fabozzi
Download or read book The Handbook of European Fixed Income Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2004-02-03 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
Book Synopsis Perspectives on International Fixed Income Investing by : Frank J. Fabozzi, CFA
Download or read book Perspectives on International Fixed Income Investing written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 1998-02-15 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: U.S. investors are pouring billions of dollars into the international fixed income markets. In Perspectives on International Fixed Income Investing, an international cast of experts discusses proven strategies for investing successfully in these challenging markets. Topics addressed include assessing credit risk, managing currency volatility, understanding local markets, and maximizing yields.
Book Synopsis Principles of Financial Engineering by : Salih N. Neftci
Download or read book Principles of Financial Engineering written by Salih N. Neftci and published by Academic Press. This book was released on 2008-12-09 with total page 697 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act The Solutions Manual enhances the text by presenting additional cases and solutions to exercises
Book Synopsis German Bond Yields and Debt Supply: Is There a “Bund Premium”? by : Anne-Charlotte Paret
Download or read book German Bond Yields and Debt Supply: Is There a “Bund Premium”? written by Anne-Charlotte Paret and published by International Monetary Fund. This book was released on 2019-11-01 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: Are Bunds special? This paper estimates the “Bund premium” as the difference in convenience yields between other sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A higher premium suggests less substitutability of sovereign bonds. We document a rise in the “Bund premium” in the post-crisis period. We show that there is a negative relationship of the premium with the relative supply of German sovereign bonds, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going forward, we expect German government debt supply to remain scarce, with important implications for the ECB’s monetary policy strategy.
Book Synopsis Fixed Income Relative Value Analysis, + website by : Doug Huggins
Download or read book Fixed Income Relative Value Analysis, + website written by Doug Huggins and published by John Wiley & Sons. This book was released on 2024-05-13 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR Since its first edition in 2013, Fixed Income Relative Value Analysis: A Practitioner’s Guide to the Theory, Tools, and Trades has become the gold standard for guides linking financial theories with practical analysis tools. The newly revised second edition reflects both the progress in statistical tools over the last decade and the impact of the transition to SOFR on swap spreads. You’ll find a set of statistical and financial tools, a multitude of actual trades resulting from the application of these tools, as well as access to a companion website featuring spreadsheets illustrating some of the models contained in the book. This book covers: Statistical models for quantitative market analysis, in particular mean reversion models and principal component analysis, now including the multivariate Ornstein-Uhlenbeck model. An in-depth approach to understanding swap spreads in theory and practice. A comprehensive discussion of the various basis swaps and their combinations. The incorporation of credit default swaps in yield curve analysis. A classification of option trades into three types and the appropriate analysis tools. Fitted curve techniques for identifying relative value among different bonds. A multi-factor delivery option model for bond future contracts. Fixed Income Relative Value Analysis has proven to be an indispensable desk reference for buy- and sell-side fixed income professionals, including traders, quantitative analysts, portfolio managers, financial engineers, fixed income salespeople with sophisticated clientele and risk managers.
Book Synopsis Quantitative Management of Bond Portfolios by : Lev Dynkin
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.
Book Synopsis CFA Program Curriculum 2020 Level III, Volumes 1 - 6 by : CFA Institute
Download or read book CFA Program Curriculum 2020 Level III, Volumes 1 - 6 written by CFA Institute and published by John Wiley & Sons. This book was released on 2019-08-08 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Apply CFA Program concepts and skills to real-world wealth and portfolio management for the 2019 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2020 Level III, Volumes 1-6 provides complete, authoritative guidance on synthesizing the entire CFA Program Candidate Body of Knowledge (CBOK) into professional practice for the 2020 exam. This book helps you bring together the skills and concepts from Levels I and II to formulate a detailed, professional response to a variety of real-world scenarios. Coverage spans all CFA Program topics and provides a rigorous treatment of portfolio management, all organized into individual study sessions with clearly defined Learning Outcome Statements. Visual aids clarify complex concepts, and practice questions allow you to test your understanding while reinforcing major content areas. Levels I and II equipped you with foundational investment tools and complex analysis skill; now, you'll learn how to effectively synthesize that knowledge to facilitate effective portfolio management and wealth planning. This study set helps you convert your understanding into a professional body of knowledge that will benefit your clients' financial futures. Master essential portfolio management and compliance topics Synthesize your understanding into professional guidance Reinforce your grasp of complex analysis and valuation Apply ethical and professional standards in the context of real-world cases CFA Institute promotes the highest standards of ethics, education, and professional excellence among investment professionals. The CFA Program curriculum guides you through the breadth of knowledge required to uphold these standards. The three levels of the program build on each other. Level I provides foundational knowledge and teaches the use of investment tools; Level II focuses on application of concepts and analysis, particularly in the valuation of assets; and Level III builds toward synthesis across topics with an emphasis on portfolio management.
Book Synopsis The Dictionary of Derivatives by : Andrew Inglis-Taylor
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.
Book Synopsis Volatility Patterns and Spillovers in Bund Futures by : Philip Hans Franses
Download or read book Volatility Patterns and Spillovers in Bund Futures written by Philip Hans Franses and published by . This book was released on 1994 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Market Analysis by : David Blake
Download or read book Financial Market Analysis written by David Blake and published by John Wiley & Sons. This book was released on 1999-10-07 with total page 759 pages. Available in PDF, EPUB and Kindle. Book excerpt: The eagerly awaited second edition of this highly successful book has been greatly expanded from 400 to over 700 pages and contains new material on value at risk, speculative bubbles, volatility effects in financial markets, chaos and neural networks. Financial Market Analysis deals with the composition of financial markets and the analysis and valuation of traded securities. It describes the use of securities both in constructing and managing portfolios and in contributing to portfolio performance. Particular attention is paid to new types of investment product, different portfolio management strategies, speculation, arbitrage and risk management strategies and to financial market failure. Financial Market Analysis is an essential text for all finance-related degree courses at undergraduate, postgraduate, and MBA level. It also provides a useful source of reference for financial institutions and professionals in the financial markets.
Author : Publisher : ISBN 13 :9781579580025 Total Pages :428 pages Book Rating :4.5/5 (8 download)
Download or read book written by and published by . This book was released on with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The ... Guide to Developments in the World's Equity and Bond Markets by :
Download or read book The ... Guide to Developments in the World's Equity and Bond Markets written by and published by . This book was released on 1995 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Derivatives written by CFA Institute and published by John Wiley & Sons. This book was released on 2021-11-04 with total page 899 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complete guide to derivatives, from experts working with CFA Institute Derivatives is the definitive guide to derivatives and derivative markets. Written by experts working with CFA Institute, this book is an authoritative reference for students and investment professionals interested in the role of derivatives within comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivative markets and their instruments. The companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential for effective financial risk management and for creating synthetic exposure to asset classes. This book builds a conceptual framework for grasping derivative fundamentals, with systematic coverage and thorough explanations. Readers will: Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the role of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management CFA Institute is the world's premier association for investment professionals, and the governing body for CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA Institute brings to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their use in investment management.
