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


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÷ена: 18563р.
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јвтор: Robert E.
Ќазвание:  Whaley Derivatives: Markets, Valuation, and Risk Management
ѕеревод названи€: ѕроизводные ”эйли: рынки, оценка и управление риском
ISBN: 9780471786320
»здательство: Wiley
 лассификаци€:
ISBN-10: 0471786322
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



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: 5203 р.
Ќаличие на складе: Ќет в наличии.

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.

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: 15125 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: 9239 р.
Ќаличие на складе: 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: 25473 р.
Ќаличие на складе: Ќет в наличии.

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.

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

јвтор: Lionel Martellini
Ќазвание: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
»здательство: Wiley
–ейтинг:
÷ена: 6188 р.
Ќаличие на складе: Ќет в наличии.

ќписание: 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.

Default Risk in Bond and Credit Derivatives Markets

јвтор: Benkert Christoph
Ќазвание: Default Risk in Bond and Credit Derivatives Markets
ISBN: 3540220410 ISBN-13(EAN): 9783540220411
»здательство: Springer
–ейтинг:
÷ена: 8084 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia.

Investments: Spot and Derivatives Markets

јвтор: Keith Cuthbertson
Ќазвание: Investments: Spot and Derivatives Markets
ISBN: 0471495832 ISBN-13(EAN): 9780471495833
»здательство: Wiley
÷ена: 5086 р.
Ќаличие на складе: Ќет в наличии.

Risk management in emerging markets

Ќазвание: Risk management in emerging markets
ISBN: 1403991537 ISBN-13(EAN): 9781403991539
»здательство: Springer
–ейтинг:
÷ена: 15014 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: This book provides a thorough analysis of risk management in emerging markets. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at Risk models to emerging markets.

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: 4923 р.
Ќаличие на складе: Ќевозможна поставка.

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

Valuation and Risk Management in Energy Markets

јвтор: Swindle
Ќазвание: Valuation and Risk Management in Energy Markets
ISBN: 1107539889 ISBN-13(EAN): 9781107539884
»здательство: Cambridge Academ
–ейтинг:
÷ена: 4655 р.
Ќаличие на складе: Ќет в наличии.

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.

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: 13063 р.
Ќаличие на складе: Ќет в наличии.

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: 15125 р.
Ќаличие на складе: Ќет в наличии.

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


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