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Whaley Derivatives: Markets, Valuation, and Risk Management, Robert E.


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јвтор: Robert E.
Ќазвание:  Whaley Derivatives: Markets, Valuation, and Risk Management   (ѕроизводные ”эйли: рынки, оценка и управление риском)
»здательство: Wiley
 лассификаци€:
‘инансы
»нвестиции и ценные бумаги

ISBN: 0471786322
ISBN-13(EAN): 9780471786320
ISBN: 0-471-78632-2
ISBN-13(EAN): 978-0-471-78632-0
ќбложка/‘ормат: Hardback
—траницы: 930
¬ес: 1.804 кг.
ƒата издани€: 31/10/2006
—ери€: Wiley finance series
язык: English
»ллюстрации: Illustrations
–азмер: 25.50 x 18.69 x 4.93
„итательска€ аудитори€: Professional & vocational
ѕодзаголовок: Markets, valuation, and risk management
—сылка на »здательство: Link
–ейтинг:
ѕоставл€етс€ из: јнглии
ќписание: Robert Whaley has more than twenty five years of experience in the world of finance, and with this book he shares his hard won knowledge in the field of derivatives with you. Divided into ten information packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations. Note: CD ROM/DVD and other supplementary materials are not included as part of e-Book file.



Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised

јвтор: Satyajit Das
Ќазвание: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821655 ISBN-13(EAN): 9780470821657
»здательство: Wiley
–ейтинг:
÷ена: 12705 р.
Ќаличие на складе: ≈сть (1 шт.)
ќписание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).

Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives

јвтор: Bingham Nicholas H., Kiesel R√Љdiger
Ќазвание: Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives
ISBN: 1852334584 ISBN-13(EAN): 9781852334581
»здательство: Springer
–ейтинг:
÷ена: 8359 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of вАШRisk-Neutral ValuationвАЩ, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of L√©vy finance, there is considerable new material on: ¬Ј Infinite divisibility and L√©vy processes ¬Ј L√©vy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

Risk management and value: valuation and asset pricing

Ќазвание: Risk management and value: valuation and asset pricing
ISBN: 9812770739 ISBN-13(EAN): 9789812770738
»здательство: World Scientific Publishing
–ейтинг:
÷ена: 21397 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: This book presents a comprehensive discussion of the issues related to risk, volatility, value and risk management. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation.

The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.

Risk management and financial institutions, 4th ed

јвтор: John C. Hull
Ќазвание: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
»здательство: Wiley
–ейтинг:
÷ена: 11550 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbookЦlevel instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this topЦselling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fastЦpaced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a mustЦhave reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Valuation and Risk Management in Energy Markets

јвтор: Swindle
Ќазвание: Valuation and Risk Management in Energy Markets
ISBN: 1107036844 ISBN-13(EAN): 9781107036840
»здательство: Cambridge Academ
–ейтинг:
÷ена: 11158 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups.

Derivatives: Valuation and Risk Management

јвтор: Dubofsky, David A. (Virginia Commonwealth Universi
Ќазвание: Derivatives: Valuation and Risk Management
ISBN: 0195114701 ISBN-13(EAN): 9780195114706
»здательство: Oxford Academ
–ейтинг:
÷ена: 4370 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. This work focuses more on intuitive understanding on how to value each contract, and how to compute the relevant price. It also shows how each contract can be used to manage financial risk.

Financial Institutions Management: A Risk Management Approach

јвтор: Saunders
Ќазвание: Financial Institutions Management: A Risk Management Approach
ISBN: 1259010856 ISBN-13(EAN): 9781259010859
»здательство: McGraw-Hill
–ейтинг:
÷ена: 4135 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: Provides an approach that focuses on managing return and risk in modern financial institutions.

Bank valuation and value-based management

јвтор: Dermine, Jean
Ќазвание: Bank valuation and value-based management
ISBN: 0071624996 ISBN-13(EAN): 9780071624992
»здательство: McGraw-Hill
–ейтинг:
÷ена: 10973 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Addresses such bank management issues as Basel II and other capital management methods, securitization, resolution for non-performing loans and investments, and the measurement of interest rate risk. This title presents a valuation model that enables institutional bank managers and bank regulators to assess and control value creation and risk.

Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised

јвтор: Satyajit Das
Ќазвание: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
»здательство: Wiley
–ейтинг:
÷ена: 12705 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets.
EQUITY LINKED STRUCTURES
55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps
56. Convertible Securities
57. Structured Convertible Securities
58. Equity Linked Notes
59. Equity Derivatives - Investor Applications
60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives
COMMODITY LINKED STRUCTURES
61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes
62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets
63. Commodity Derivatives - Metal Markets
64. Commodity Derivatives - Agricultural and Other Markets
CREDIT DERVIATIVES
65. Credit Derivative Products
66. Credit Linked Notes/Collateralised Debt Obligations
67. Credit Derivatives/Default Risk - Pricing and Modelling
68. Credit Derivatives - Applications/Markets
NEW MARKETS
69. Inflation Indexed Notes and Derivatives.
70. Alternative Risk Transfer/Insurance Derivatives
71. Weather Derivatives
72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives
73. Tax and Structured Derivatives Transactions
EVOLUTION OF DERIVATIVES MARKETS
74. Electronic Markets and Derivatives Trading
75. Financial Derivatives - Evolution and Prospects

Financial Engineering: Derivatives and Risk Management

јвтор: Keith Cuthbertson
Ќазвание: Financial Engineering: Derivatives and Risk Management
ISBN: 0471495840 ISBN-13(EAN): 9780471495840
»здательство: Wiley
–ейтинг:
÷ена: 5658 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: This title provides a treatment of futures, "plain vanilla" options, swaps and the use of exotic, interest rate options in speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Monte Carlo simulation and finite difference methods as well as solutions via continuous time stochastic processes are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology stocks provide practical applications. In addition, the authors also present the coverage of derivatives within a wider risk management context.

Credit Derivatives: Risk Management, Trading and Investing

јвтор: Geoff Chaplin
Ќазвание: Credit Derivatives: Risk Management, Trading and Investing
ISBN: 047002416X ISBN-13(EAN): 9780470024164
»здательство: Wiley
–ейтинг:
÷ена: 7796 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: This book gives a practical and comprehensive account of the theory, modelling and implementation of credit derivatives and cash products. It provides extensive coverage of a number of topics, including the case for practical vs theoretical models, counterparty risk and single name and correlation products, all with a wealth of examples.

Shipping derivatives and risk management

јвтор: Alizadeh, Amir Nomikos, Nikos
Ќазвание: Shipping derivatives and risk management
ISBN: 0230215912 ISBN-13(EAN): 9780230215917
»здательство: Springer
–ейтинг:
÷ена: 14629 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications.


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