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

Автор: Satyajit Das
Название: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821655 ISBN-13(EAN): 9780470821657
Издательство: Wiley
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Цена: 17424.00 р.
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Описание: 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).

Автор: Lionel Martellini
Название: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
Издательство: Wiley
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Цена: 6817.00 р.
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Описание: This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a `Hull--type` book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.

Автор: Swindle
Название: Valuation and Risk Management in Energy Markets
ISBN: 1107036844 ISBN-13(EAN): 9781107036840
Издательство: Cambridge Academ
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Цена: 19800.00 р.
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Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.

Автор: Swindle
Название: Valuation and Risk Management in Energy Markets
ISBN: 1107539889 ISBN-13(EAN): 9781107539884
Издательство: Cambridge Academ
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Цена: 6018.00 р.
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Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.

Автор: Dermine, Jean
Название: Bank valuation and value-based management
ISBN: 0071624996 ISBN-13(EAN): 9780071624992
Издательство: McGraw-Hill
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Цена: 16302.00 р.
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Описание: 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.

Автор: Satyajit Das
Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
Издательство: Wiley
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Цена: 17424.00 р.
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Описание: 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