Описание: A guide to fixed income securities. It offers information on the advanced products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. It provides you with the best techniques for taking advantage of this market.
Описание: The definitive guide to fixed-come securities-revised to reflecttoday's dynamic financial environment
The Second Edition of the Fixed-Income Securities andDerivatives Handbook offers a completely updated and revisedlook at an important area of today's financial world. In additionto providing an accessible description of the main elements of thedebt market, concentrating on the instruments used and theirapplications, this edition takes into account the effect of therecent financial crisis on fixed income securities andderivatives.
As timely as it is timeless, the Second Edition of theFixed-Income Securities and Derivatives Handbook includes awealth of new material on such topics as covered and convertiblebonds, swaps, synthetic securitization, and bond portfoliomanagement, as well as discussions regarding new regulatory twistsand the evolving derivatives market.
Offers a more detailed look at the basic principles ofsecuritization and an updated chapter on collateralized debtobligations
Covers bond mathematics, pricing and yield analytics, and termstructure models
Includes a new chapter on credit analysis and the differentmetrics used to measure bond-relative value
Contains illustrative case studies and real-world examples ofthe topics touched upon throughout the book
Written in a straightforward and accessible style, MooradChoudhry's new book offers the ideal mix of practical tips andacademic theory within this important field.
Автор: Veronesi Pietro Название: Handbook of Fixed-Income Securities ISBN: 1118709195 ISBN-13(EAN): 9781118709191 Издательство: Wiley Рейтинг: Цена: 13745 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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 fix
Описание: Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus and also covers the pricing theory.
Описание: This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a flexible economic framework based on the firmвЂ™s EBIT, the reader is taken from the economic principles of firm value models to the empirical implementation. Analytical solutions are provided if EBIT follows an arithmetic or geometric Brownian motion. In addition, numerical methods are proposed to solve more advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily accessible and show its ability to reproduce empirical observations. An econometric implementation guides towards practical application. Hence, the book provides a state-of-the-art exposition of corporate securities pricing for academics and practitioners alike.
Автор: Zhu You-lan, Wu Xiaonan, Chern I-Liang Название: Derivative Securities and Difference Methods ISBN: 0387208429 ISBN-13(EAN): 9780387208428 Издательство: Springer Рейтинг: Цена: 8041 р. Наличие на складе: Поставка под заказ.
Описание: This book provides an overview of the theory of pricing financial derivatives and presents finite difference methods for numerically approximating derivative prices.
Описание: The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.
Описание: Presenting an explanation of speculative trading and risk management from the practitioner`s point of view, this text on financial risk management departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. It offers a general framework for risk management and speculation using derivative securities.
Автор: Veronesi, Pietro Название: Fixed income securities ISBN: 0470109106 ISBN-13(EAN): 9780470109106 Издательство: Wiley Рейтинг: Цена: 23447 р. Наличие на складе: Поставка под заказ.
Описание: The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity.
Автор: Tuckman Bruce Название: Fixed Income Securities ISBN: 0470904038 ISBN-13(EAN): 9780470904039 Издательство: Wiley Рейтинг: Цена: 8663 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Newly created fixed income securities and traditional ones alike are topics of concern for students looking towards a career in finance. This fully updated and revised University Edition of Fixed Income Securities provides the most advanced thinking in this field and comprehensively shows how to value the complete universe of fixed income securities. Readers will come away with invaluable knowledge of this topic after using Fixed Income Securities, Third Edition as their learning tool.
Описание: An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in continuous time, using the Martingale approach; and the BlackScholes and Gaussian one-factor models of the term structure of interest rates.
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