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Risk Management, Speculation, and Derivative Securities,, Geoffrey Poitras



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: Geoffrey Poitras
 Risk Management, Speculation, and Derivative Securities,
: Elsevier Science
:

ISBN: 0125588224
ISBN-13(EAN): 9780125588225
/: Hardback
: 601
: 0.95 .
: 12.07.2002
: Psych Neuro&For
: English
: Illustrations
: 23.42 x 16.00 x 3.43
: Professional & vocational
: Link
:
:
: 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.



Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

: Choudhry Moorad
: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576603342 ISBN-13(EAN): 9781576603345
: Wiley
:
: 9240 .
  : .

: 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.

Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised

: Satyajit Das
: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821647 ISBN-13(EAN): 9780470821640
: Wiley
:
: 12705 .
  : (1 .)
: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futur and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

The Handbook of Fixed Income Securities, Eighth Edition

: Fabozzi Frank J., Mann Steven V.
: The Handbook of Fixed Income Securities, Eighth Edition
ISBN: 0071768467 ISBN-13(EAN): 9780071768467
: McGraw-Hill
:
: 13859 .
  : .

: 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.

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

: Lionel Martellini
: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
: Wiley
:
: 5198 .
  : .

: This textbook is designed for fixed-income securities courses taught on MSc Finance and MBA courses, and contains numerous worked examples and Excel spreadsheets, with a building-block approach throughout. A key feature of the book is coverage of both traditional and alternative investment strategies in the fixed-income market. For example, it covers the modern strategies used by fixed-income hedge funds. The text is supported by a set of PowerPoint slides for use by the lecturer and includes in its topics: deriving the zero yield curve, deriving credit spreads, hedging, and interest rate and credit derivatives.

Anglo-American Securities Regulation

: Stuart Banner
: Anglo-American Securities Regulation
ISBN: 0521521130 ISBN-13(EAN): 9780521521130
: Cambridge Academ
:
: 3105 .
  : .

: This book examines the regulation of the earliest securities markets in England and the United States, from their origins in the 1690s until the 1850s. Professor Banner argues that during the reign of Queen Anne a complex and moderately effective body of regulatory control was already extant, reflecting widespread Anglo-American attitudes toward securities speculation. He uses both traditional legal materials (including court opinions, statutes, and legal treatises) and as a broad range of non-legal sources (novels, broadsides, contemporary engravings) to examine contemporary images of stock markets and speculation practices, and he shows that securities regulation has a much longer ancestry than is often supposed. Insights from both legal and cultural history are utilised to explain how popular thought about the securities market was translated into regulation and, reciprocally, how that regulation influenced market structures and the activities of speculators.

Introduction to Mortgages & Mortgage Backed Securities,

: Richard K. Green
: Introduction to Mortgages & Mortgage Backed Securities,
ISBN: 0124017436 ISBN-13(EAN): 9780124017436
: Elsevier Science
:
: 6996 .
  : .

: In Introduction to Mortgages & Mortgage Backed Securities, author Richard Green combines current practices in real estate capital markets with financial theory so readers can make intelligent business decisions. After a behavioral economics chapter on the nature of real estate decisions, he explores mortgage products, processes, derivatives, and international practices. By focusing on debt, his book presents a different view of the mortgage market than is commonly available, and his primer on fixed-income tools and concepts ensures that readers understand the rich content he covers. Including commercial and residential real estate, this book explains how the markets work, why they collapsed in 2008, and what countries are doing to protect themselves from future bubbles. Green's expertise illuminates both the fundamentals of mortgage analysis and the international paradigms of products, models, and regulatory environments.

Securities Operations: A Guide to Trade and Position Management

: Michael Simmons
: Securities Operations: A Guide to Trade and Position Management
ISBN: 0471497584 ISBN-13(EAN): 9780471497585
: Wiley
:
: 10973 .
  : .

: There are certain risks associated with the conclusion of securities transactions, but good training and a firm understanding of post-transaction operations can lessen that risk. This comprehensive guide is dedicated to serving the needs of the operational staff responsible for these settlements. With Securities operations: A Guide to Trade & Position Management readers will learn how to deal efficiently with the operational aspects of securities trading.

The Risk of Trading: Mastering the Most Important Element in Financial Speculation

: Toma
: The Risk of Trading: Mastering the Most Important Element in Financial Speculation
ISBN: 1118100832 ISBN-13(EAN): 9781118100837
: Wiley
:
: 6641 .
  : .

: Trading Risk takes an in-depth look at the challenges traders have in regards to one of the most critical facets of trading: risk management. The book takes a magnifying look at risk that every trader needs to have and understand in order to be successful in trading. Most traders look at risk in terms of a "stop-loss" that enables them to exit a losing trade quickly. In Trading Risk, Michael Toma explains that risk is ever-present in every aspect of trading and advocates that traders adopt a more comprehensive view of risk that encompasses the strategic trading plan; account size; drawdowns; maximum possible losses; psychological capital; and crisis management. He advocates that traders conduct a detailed statistical analysis of their methodology through backtesting and real-time results so as to identify when the methodology may be breaking down in actual trading. Ultimately, Toma asserts, traders should look at themselves more as project managers who are constantly managing risk rather than gamblers placing bets and hoping over time to come out ahead. In so doing, traders will begin to operate more as business managers and are much likely to avoid market-busting losses and achieve consistently good results.

Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

: Choudhry Moorad
: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576601641 ISBN-13(EAN): 9781576601648
: Wiley
: 6970 .
  : .

Mathematics of Derivatives Securities with Applications in M

: Cerrato Mario
: Mathematics of Derivatives Securities with Applications in M
ISBN: 0470683694 ISBN-13(EAN): 9780470683699
: Wiley
:
: 4909 .
  : .

: The book is divided into two parts the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples. Contents: Chapter 1 Introduction Overview of MatLab Using various MatLab `s toolboxes Mathematics with MatLab Statistics with MatLab Programming in MatLab Part 1 Chapter 2 Probability Theory Set and sample space Sigma algebra, probability measure and probability space Discrete and continuous random variables Measurable mapping Joint, conditional and marginal distributions Expected values and moment of a distribution Appendix 1: Bernoulli law of large numbers Appendix 2: Conditional expectations Appendix 3: Hilbert spaces. Chapter 3 Stochastic Processes Martingales processes Stopping times The optional stopping theorem Local martingales and semi-martingales Brownian motions Brownian motions and reflection principle Martingales separation theorem of Brownian motions Appendix 1: Working with Brownian motions. Chapter 4 Ito Calculus and Ito Integral Quadratic variation of Brownian motions The construction of Ito integral with elementary process The general Ito integral Construction of the Ito integral with respect to semi-martingales integrators Quadratic variation and general bounded martingales Ito lemma and Ito formula Appendix 1: Ito Integral and Riemann-Stieljes integral Part 2 Chapter 5 The Black and Scholes Economy and Black and Scholes Formula The fundamental theorem of asset pricing Martingales measures The Girsanov Theorem The Randon-Nikodym The Black and Scholes Model The Black and Scholes formula The Black and Scholes in practice The Feyman-Kac formula Appendix 1: The Kolmogorov Backword equation Appendix 2: Change of numeraire Chapter 6 Monte Carlo Methods for Options Pricing Basic concepts and pricing European style

Fixed Income Securities

: Tuckman Bruce
: Fixed Income Securities
ISBN: 0470904038 ISBN-13(EAN): 9780470904039
: Wiley
:
: 8663 .
  : .

: 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.

Pricing and Hedging of Derivative Securities

: Nielsen, Lars Tyge
: Pricing and Hedging of Derivative Securities
ISBN: 0198776195 ISBN-13(EAN): 9780198776192
: Oxford Academ
:
: 12367 .
  : .

: 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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