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Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation, Choudhry Moorad



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: Choudhry Moorad
 Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
: Wiley
:

ISBN: 1576601641
ISBN-13(EAN): 9781576601648
/: Hardcover
: 355
: 0.743 .
: 30.04.2005
: English
: 24.33 x 16.76 x 2.79 cm
: General (us: trade)
: Link
:



      
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.



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.

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.

Handbook of Fixed-Income Securities

: Veronesi Pietro
: Handbook of Fixed-Income Securities
ISBN: 1118709195 ISBN-13(EAN): 9781118709191
: Wiley
:
: 13745 .
  : .

: Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fix

The Handbook of European Fixed Income Securities

: Frank J. Fabozzi
: The Handbook of European Fixed Income Securities
ISBN: 0471430390 ISBN-13(EAN): 9780471430391
: Wiley
:
: 12128 .
  : .

: A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.

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.

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.

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: Dynamic Methods for Interest Rate Risk Pricing and Hedging

: Lionel Martellini
: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
ISBN: 0471495026 ISBN-13(EAN): 9780471495024
: Wiley
:
: 10973 .
  : .

: This work aims to provide a thorough explanation of moder methods for pricing and hedging with descriptions of the various modelling techniques that can be used to price the various securities, such as government bonds, treasury bills, and interest rate derivatives.

Fixed Income Securities, 2nd Edition

: Frank J. Fabozzi
: Fixed Income Securities, 2nd Edition
ISBN: 0471218308 ISBN-13(EAN): 9780471218302
: Wiley
:
: 10395 .
  : .

: A Comprehensive Guide to All Aspects of Fixed Income Securities
Fixed Income Securities, Second Edition sets the standard for a concise, complete explanation of the dynamics and opportunities inherent in today's fixed income marketplace. Frank Fabozzi combines all the various aspects of the fixed income market, including valuation, the interest rates of risk measurement, portfolio factors, and qualities of individual sectors, into an all-inclusive text with one cohesive voice.
This comprehensive guide provides complete coverage of the wide range of fixed income securities, including:
* U.S. Treasury securities
* Agencies
* Municipal securities
* Asset-backed securities
* Corporate and international bonds
* Mortgage-backed securities, including CMOs
* Collateralized debt obligations (CDOs)
For the financial professional who needs to understand the fundamental and unique characteristics of fixed income securities, Fixed Income Securities, Second Edition offers the most up-to-date facts and formulas needed to navigate today's fast-changing financial markets. Increase your knowledge of this market and enhance your financial performance over the long-term with Fixed Income Securities, Second Edition.

Modeling Fixed Income Securities and Interest Rate Options

: Jarrow, Robert A.
: Modeling Fixed Income Securities and Interest Rate Options
ISBN: 0804744386 ISBN-13(EAN): 9780804744386
: Eurospan
:
: 8590 .
  : .

: This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," Jarrow is more concerned with presenting a coherent framework for understanding all basic models.

Fixed income securities

: Veronesi, Pietro
: Fixed income securities
ISBN: 0470109106 ISBN-13(EAN): 9780470109106
: Wiley
:
: 23447 .
  : .

: The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity.

Frontier Emerging Equity Markets Securities Price Behavior and Valuation

: Kratz
: Frontier Emerging Equity Markets Securities Price Behavior and Valuation
ISBN: 0792385853 ISBN-13(EAN): 9780792385851
: Springer
:
: 17764 .
  : .

: Uses a Russian example to illustrate the intricate mechanics of frontier emerging equity market analysis. This book develops a comprehensive framework for valuing a frontier equity market. It also discusses the philology of the frontier market valuation debate.


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