Автор: Satyajit Das Название: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821655 ISBN-13(EAN): 9780470821657 Издательство: Wiley Рейтинг: Цена: 12705 р. Наличие на складе: Есть (1 шт.) 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: Satyajit Das Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821647 ISBN-13(EAN): 9780470821640 Издательство: Wiley Рейтинг: Цена: 12705 р. Наличие на складе: Есть (1 шт.) Описание: 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.
Описание: The workings of the City are often shrouded in mystery. This book is a highly practical introduction to the principles of bonds and fixed income for those with little or no previous experience.
Автор: Kolb W Robert, Hornsby Jennifer, Janaway Christoph Название: Futures, Options, and Swaps ISBN: 0631232400 ISBN-13(EAN): 9780631232407 Издательство: Wiley Цена: 4619 р. Наличие на складе: Поставка под заказ.
Автор: Choudhry Moorad Название: The Credit Default Swap Basis ISBN: 1576602362 ISBN-13(EAN): 9781576602362 Издательство: Wiley Рейтинг: Цена: 4388 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The growth of the credit derivatives market has meant that credit default swaps (CDSs) have been playing a big part in the credit market situation. An understanding of how these instruments work and what they can, and cannot, offer is vital to knowing how to best use them.
This book investigates the close relationship between the synthetic and cash markets in credit, which manifests in the credit default swap basis. Choudhry covers:
factors that drive the basis
implications for market participants
the CDS index basis
trading the basis
Credit market investors and traders as well as anyone with an interest in the global debt markets will find The Credit Default Swap Basis insightful and rewarding.
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
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
Автор: Richard Flavell Название: Swaps and Other Derivatives ISBN: 0471495891 ISBN-13(EAN): 9780471495895 Издательство: Wiley Рейтинг: Цена: 9818 р. Наличие на складе: Поставка под заказ.
Описание: Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to sulate and build their own spreadsheet models.
Автор: Corb Howard Название: Interest Rate Swaps and Other Derivatives ISBN: 0231159641 ISBN-13(EAN): 9780231159647 Издательство: Wiley Рейтинг: Цена: 6237 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time. The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.
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