Fixed Income Synthetic Assets

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Fixed-Income Synthetic Assets

Author : Perry H. Beaumont
Publisher : John Wiley & Sons
ISBN 13 : 9780471551621
Total Pages : 332 pages
Book Rating : 4.5/5 (516 download)

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Book Synopsis Fixed-Income Synthetic Assets by : Perry H. Beaumont

Download or read book Fixed-Income Synthetic Assets written by Perry H. Beaumont and published by John Wiley & Sons. This book was released on 1992-11-11 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The comprehensive guide to creating, valuing, and trading today'smost innovative fixed-income securities . Financial marketsworldwide are being flooded with a wealth of innovative andincreasingly complex securities. Now, more than ever, fixed-incomeprofessionals must understand how these synthetic instruments arestructured and traded, and how to profitably integrate them into anoverall financial strategy. Fixed-Income Synthetic Assets suppliesthis crucial working knowledge. This results-driven primer deliversthe proven tools and techniques for packaging, pricing, and tradingthese innovative products. From A-tranche CMOs to Zero couponbonds, this unique sourcebook guides both the novice and theprofessional through the full range of innovative syntheticstructures and their manifold uses. It's packed with easy-to-useformulas and charts, as well as clear, step-by-step discussions offinancial theory that promote clear understanding of the mostcomplex fixed-income financial engineering strategies andpractices. This timely sourcebook is designed to help traders,arbitrageurs, speculators, and financial executives profit from thefinancial markets of today, and successfully prepare for theopportunities of tomorrow. "Perry H. Beaumont offers a logical,well organized book filled with examples. His step-by-stepexplanations make it easy to decipher some of today's mostsophisticated financial instruments." --Ira G. Kawaller VicePresident, Director of New York Office, Chicago Mercantile Exchange"Fixed-Income Synthetic Assets is a practical guide tostate-of-the-art financial practice. An excellent tool for thefinancial manager trading in the markets and applying the latestfinancial techniques." --David Robison Vice President &Treasurer Chrysler Financial Corporation

Synthetic and Structured Assets

Author : Erik Banks
Publisher : John Wiley & Sons
ISBN 13 : 0470031530
Total Pages : 280 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Synthetic and Structured Assets by : Erik Banks

Download or read book Synthetic and Structured Assets written by Erik Banks and published by John Wiley & Sons. This book was released on 2006-02-03 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities. Two introductory chapters will outline the scope of the market, key definitions, participant motivations/goals, economics of structuring and synthetic replication, and the central "building blocks" used in the creation of synthetic/structured assets (including on-balance sheet assets and liabilities, derivatives, shelf registration debt programs, private placements, trusts, and special purpose entities). Eight product chapters will then examine the main instruments of the marketplace: mortgage- and asset-backed securities, stripped/reconstituted government securities, collateralized debt obligations, structured notes, insurance-linked securities, exchange-traded funds, convertible bond variations, and derivatives/synthetic asset replication. Each product chapter will contain product descriptions, structural features (e.g., trading conventions, settlement), arbitrage/investment drivers, and various worked examples and diagrams that emphasize practical investment and risk applications; financial mathematics will be kept to a minimum. A concluding chapter will review the essential risk, legal, regulatory, and accounting features of synthetic and structured assets in the world's major markets.

Risk Management

Author : Bennett W. Golub
Publisher : John Wiley & Sons
ISBN 13 : 9780471332114
Total Pages : 368 pages
Book Rating : 4.3/5 (321 download)

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Book Synopsis Risk Management by : Bennett W. Golub

Download or read book Risk Management written by Bennett W. Golub and published by John Wiley & Sons. This book was released on 2000-07-11 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bei Finanzinstituten spielt das Risikomanagement eine immer größere Rolle. Dieses Buch wendet die neuesten Techniken zur Erstellung von Finanzmodellen auf das Risikomanagement festverzinslicher Wertpapiere an. Geschrieben von zwei erfahrenen Experten im Bereich Risikomanagement, bietet dieser Band eine faszinierende Mischung aus Wirtschaft und Finanzen, Mathematik und gesundem Menschenverstand.

Handbook of Fixed-Income Securities

Author : Pietro Veronesi
Publisher : John Wiley & Sons
ISBN 13 : 1118709195
Total Pages : 630 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Handbook of Fixed-Income Securities by : Pietro Veronesi

Download or read book Handbook of Fixed-Income Securities written by Pietro Veronesi and published by John Wiley & Sons. This book was released on 2016-04-04 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.

Floating-Rate Securities

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249656
Total Pages : 250 pages
Book Rating : 4.2/5 (496 download)

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Book Synopsis Floating-Rate Securities by : Frank J. Fabozzi

Download or read book Floating-Rate Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Floating-Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.

Professional Perspectives on Fixed Income Portfolio Management, Volume 1

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249779
Total Pages : 280 pages
Book Rating : 4.2/5 (497 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 1 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 1 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Managing Fixed Income Portfolios

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249274
Total Pages : 572 pages
Book Rating : 4.2/5 (492 download)

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Book Synopsis Managing Fixed Income Portfolios by : Frank J. Fabozzi

Download or read book Managing Fixed Income Portfolios written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1997-06-15 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: A contributed handbook on the complexities of portfolio management that includes the most up-to-date findings from leading practitioners in the fixed income securities market.

Asset Securitisation and Synthetic Structures

Author : Rick Watson
Publisher : Euromoney Books
ISBN 13 : 9781843742005
Total Pages : 332 pages
Book Rating : 4.7/5 (42 download)

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Book Synopsis Asset Securitisation and Synthetic Structures by : Rick Watson

Download or read book Asset Securitisation and Synthetic Structures written by Rick Watson and published by Euromoney Books. This book was released on 2006 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain an in-depth analysis, expert opinion and practical advice from the experts in the European credit markets.

Financial Condition, Investment Practices, and the Board Composition of Corporate Credit Unions

Author : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs
Publisher :
ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Financial Condition, Investment Practices, and the Board Composition of Corporate Credit Unions by : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs

Download or read book Financial Condition, Investment Practices, and the Board Composition of Corporate Credit Unions written by United States. Congress. House. Committee on Banking, Finance, and Urban Affairs and published by . This book was released on 1995 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Distributed to some depository libraries in microfiche.

Credit Risk and Exposure in Securitization and Transactions

Author : T.H. Donaldson
Publisher : Springer
ISBN 13 : 1349103616
Total Pages : 178 pages
Book Rating : 4.3/5 (491 download)

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Book Synopsis Credit Risk and Exposure in Securitization and Transactions by : T.H. Donaldson

Download or read book Credit Risk and Exposure in Securitization and Transactions written by T.H. Donaldson and published by Springer. This book was released on 2015-12-25 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book defines the various risks which banks face and relates them to products. Major types of risk and main instruments are surveyed as well as capital needs and returns. Credit risk is given particular priority and the book is aimed at bankers facing credit risk for the first time.

Advanced Fixed Income Analysis

Author : Moorad Choudhry
Publisher : Elsevier
ISBN 13 : 0080488188
Total Pages : 199 pages
Book Rating : 4.0/5 (84 download)

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Book Synopsis Advanced Fixed Income Analysis by : Moorad Choudhry

Download or read book Advanced Fixed Income Analysis written by Moorad Choudhry and published by Elsevier. This book was released on 2004-06-08 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:Relative value tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate bond defaults* Aspects of advanced analysis for experienced bond market practitioners* Complex topics described in an accessible style* Brings together a wide range of topics in one volume

Offerings of Asset-Backed Securities, 4th Edition

Author : Auerbach, Sweet
Publisher : Wolters Kluwer
ISBN 13 : 1543803555
Total Pages : 1778 pages
Book Rating : 4.5/5 (438 download)

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Book Synopsis Offerings of Asset-Backed Securities, 4th Edition by : Auerbach, Sweet

Download or read book Offerings of Asset-Backed Securities, 4th Edition written by Auerbach, Sweet and published by Wolters Kluwer. This book was released on 2018-12-20 with total page 1778 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regulation AB has made a tremendous impact on the asset-backed securities markets. Where only imprecise, interpretive regulation previously existed, the new Regulation and related rules changes have imposed an extensive array of disclosure requirements. presents the only detailed guidance on the recently adopted securities offering reform rules and their effect on asset-backed securities offerings. It is the first genuine practice manual for this area of the law, covering the critical issues that arise in all relevant areas, including: securities law, tax, bankruptcy, accounting, and more. Offerings of Asset-Backed Securities, Fourth Edition tells you how to do asset-backed deals from a very practical perspective. It does not concern itself with legal theory. Instead, this unique resource focuses on real-world know-how, delivering: A step-by-step approach to spotting issues and solving problems Practical, transaction-oriented advice from the perspective of experienced practitioners Insights into specific issues that frequently arise in transactions Solutions to common problems Includes "issue-spotting" checklists and other formatting tools to ensure that this resource serves as a reliable, quick reference. Offerings of Asset-Backed Securities, Fourth Edition is the only practical, accessible, easy-to-use guide to the new SEC rules and the key issues associated with structuring and executing securitization transactions. Previous Edition: Offerings of Asset-Backed Securities, Third Edition, ISBN 9781454874201

The Employers' Handbook to 401(k) Savings Plans

Author : Christian D Rahaim
Publisher : iUniverse
ISBN 13 : 0595336302
Total Pages : 218 pages
Book Rating : 4.5/5 (953 download)

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Book Synopsis The Employers' Handbook to 401(k) Savings Plans by : Christian D Rahaim

Download or read book The Employers' Handbook to 401(k) Savings Plans written by Christian D Rahaim and published by iUniverse. This book was released on 2005 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Employer's Handbook to 401(k) Savings Plans is a must-have resource for any company that is considering implementing, or is already sponsoring, an employee benefits plan. Author Christian D. Rahaim expertly guides employers through the challenging, ever-changing, and heavily scrutinized processes involved with employee benefits and compensation. Employee participation in 401(k) plans now exceeds eighty percent, making this approachable guide more invaluable than ever before. Rahaim covers the three major components of offering a 401(k) savings plan: preparation, implementation, and maintenance. Rahaim walks employers through the plan-selection process, which involves careful research, analysis, and, most importantly, the assistance of outside experts. He continues with advice on putting the plan into practice, investing 401(k) monies, understanding fiduciary responsibilities, and improving communications. The Employers' Handbook to 401(k) Savings Plans also includes a thorough discussion of recent laws, such as the Sarbanes-Oxley Act of 2002 Economic Growth and the Tax Relief Reconciliation Act (EGTTRA). Comprehensive but easily understood, The Employers' Handbook to 401(k) Savings Plans is the only source employers, fiduciaries, advisors, and administrators need to remain informed and updated on the increasingly controversial, legislated, and litigated topic.

Managing Risk in Thrift Institutions

Author : Richard Roll
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Managing Risk in Thrift Institutions by : Richard Roll

Download or read book Managing Risk in Thrift Institutions written by Richard Roll and published by . This book was released on 1987 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Even if thrift institutions were exposed only to interest rate risk, gap management using simple duration would be an imperfect method, particularly for callable assets and liabilities. Duration measures interest rate risk for parallel shifts in the yield curve, but actual yield curve shifts should not be, and usually are not, parallel. An alternative to duration is a multi-factor model such as the Arbitrage Pricing Model (APT). An empirical investigation of a sample of large thrifts disclosed that they are exposed to APT factors such as inflation, investor confidence, and the term structure. The level of thrift exposure to these risk factors is twice that of the average industrial company and thrifts also exhibit an unusually large amount of non-systematic risk.

Valuation of Fixed Income Securities and Derivatives

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249250
Total Pages : 296 pages
Book Rating : 4.2/5 (492 download)

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Book Synopsis Valuation of Fixed Income Securities and Derivatives by : Frank J. Fabozzi

Download or read book Valuation of Fixed Income Securities and Derivatives written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1998-01-15 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

The Handbook of Fixed Income Securities

Author : Frank J. Fabozzi
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 1384 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The Handbook of Fixed Income Securities by : Frank J. Fabozzi

Download or read book The Handbook of Fixed Income Securities written by Frank J. Fabozzi and published by Irwin Professional Publishing. This book was released on 1997 with total page 1384 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This updated and revised edition of editor Frank J. Fabozzi's classic resource includes the most current information available about fixed income securities, how to evaluate this information and how it can be used to enhance returns. In particular, there is updated and expanded coverage on bond market indexes, the high-yield bond market, international bond markets and instruments, brady bonds, standard & poor's sovereign ratings criteria, high-yield analysis of emerging markets debt, mortgages and overview of mortgage-backed securities, collateralized mortgage obligations, nonagency CMOs, commercial mortgage-backed securities, auto-loan-backed securities, home equity loans (HELs) and HEL-backed securities, manufactured housing-backed ABS, credit card ABS, evaluating amortizing ABS: a primer on static spread, global corporate bond portfolio management, and international bond investing and portfolio management."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Chaos and Order in the Capital Markets

Author : Edgar E. Peters
Publisher : John Wiley & Sons
ISBN 13 : 9780471139386
Total Pages : 296 pages
Book Rating : 4.1/5 (393 download)

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Book Synopsis Chaos and Order in the Capital Markets by : Edgar E. Peters

Download or read book Chaos and Order in the Capital Markets written by Edgar E. Peters and published by John Wiley & Sons. This book was released on 1996-08-30 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest developments in chaos theory - from an industry expert Chaos and Order in the Capital Markets was the first book to introduce and popularize chaos as it applies to finance. It has since become the classic source on the topic. This new edition is completely updated to include the latest ripples in chaos theory with new chapters that tie in today's hot innovations, such as fuzzy logic, neural nets, and artificial intelligence. Critical praise for Peters and the first edition of Chaos and Order in the Capital Markets "The bible of market chaologists." - BusinessWeek "Ed Peters has written a first-class summary suitable for any investment professional or skilled investor." - Technical Analysis of Stocks & Commodities "It ranks among the most provocative financial books of the past few years. Reading this book will provide a generous payback for the time and mental energy expended." - Financial Analysts Journal This second edition of Chaos and Order in the Capital Markets brings the topic completely up to date with timely examples from today's markets and descriptions of the latest wave of technology, including genetic algorithms, wavelets, and complexity theory. Chaos and Order in the Capital Markets was the very first book to explore and popularize chaos theory as it applies to finance. It has since become the industry standard, and is regarded as the definitive source to which analysts, investors, and traders turn for a comprehensive overview of chaos theory. Now, this invaluable reference - touted by BusinessWeek as "the bible of market chaologists" - has been updated and revised to bring you the latest developments in the field. Mainstream capital market theory is based on efficient market assumptions, even though the markets themselves exhibit characteristics that are symptomatic of nonlinear dynamic systems. As it explores - and validates - this nonlinear nature, Chaos and Order repudiates the "random walk" theory and econometrics. It shifts the focus away from the concept of efficient markets toward a more general view of the forces underlying the capital market system. Presenting new analytical techniques, as well as reexamining methods that have been in use for the past forty years, Chaos and Order offers a thorough examination of chaos theory and fractals as applied to investments and economics. This new edition includes timely examples from today's markets and descriptions of cutting-edge technologies-genetic algorithms, wavelets, complexity theory-and hot innovations, such as fuzzy logic and artificial intelligence. Beyond the history of current capital market theory, Chaos and Order covers the crucial characteristics of fractals, the analysis of fractal time series through rescaled range analysis (R/S), the specifics of fractal statistics, and the definition and analysis of chaotic systems. It offers an in-depth exploration of: * Random walks and efficient markets - the development of the efficient market hypothesis (EMH) and modern portfolio theory * The linear paradigm - why it has failed * Nonlinear dynamic systems - phase space, the Henon Map, Lyapunov exponents * Applying chaos and nonlinear methods - neural networks, genetic algorithms * Dynamical analysis of time series - reconstructing a phase space, the fractal dimension Tonis Vaga's Coherent Market Hypothesis - the theory of social imitation, control parameters, Vaga's implementations Plus, Chaos and Order now contains a Windows-compatible disk including data sets for running analyses described in the appendices. Written by a leading expert in the field, Chaos and Order in the Capital Markets has all the information you need for a complete, up-to-date look at chaos theory. This latest edition will undoubtedly prove to be as invaluable as the first.