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Yield Curve Modeling and Forecasting?, Diebold Francis



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Цена: 4389р.
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Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 1 шт.  Склад Америка: 66 шт.  
При оформлении заказа до: 10 апр 2020
Ориентировочная дата поставки: середина Мая

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Автор: Diebold Francis
Название:  Yield Curve Modeling and Forecasting?   (Фрэнсис Диболд: Графические Моделирование и прогнозирование)
Издательство: Wiley
Классификация:
Теория и философия экономики
Эконометрика
Экономический прогноз
Финансы

ISBN: 0691146802
ISBN-13(EAN): 9780691146805
ISBN: 0-691-14680-2
ISBN-13(EAN): 978-0-691-14680-5
Обложка/Формат: Hardback
Страницы: 176
Вес: 0.38 кг.
Дата издания: 15.01.2013
Серия: The econometric and tinbergen institutes lectures
Язык: ENG
Иллюстрации: 12 line illus. 6 tables.
Размер: 241 X 165 X 27
Читательская аудитория: Tertiary education (us: college)
Подзаголовок: The dynamic nelson-siegel approach
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: Offers an understanding of the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, and valuing capital goods. This title contains essential tools for academics, central banks, and more.



Interest Rate Modelling in the Multi-Curve Framework

Автор: Henrard Marc
Название: Interest Rate Modelling in the Multi-Curve Framework
ISBN: 1137374659 ISBN-13(EAN): 9781137374653
Издательство: Springer
Рейтинг:
Цена: 7012 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.

Leveraged Financial Markets: A Comprehensive Guide to Loans, Bonds, and Other High-Yield Instruments

Автор: Maxwell William, Shenkman Mark
Название: Leveraged Financial Markets: A Comprehensive Guide to Loans, Bonds, and Other High-Yield Instruments
ISBN: 0071746684 ISBN-13(EAN): 9780071746687
Издательство: McGraw-Hill
Рейтинг:
Цена: 7105 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

The most complete guide available to the high-yield and distressed-debt markets

"Leveraged Financial Markets" opens up a world where investors take short and long positions on the riskiest forms of debt financing. Through the eyes of the players and thinkers who live in the high-yield and distressed debt markets, this timely book gives you the background and strategies you need to successfully diversify your portfolio and capture a higher return on your investment.

You'll hit the ground running with this book's proven models and formulas for implementing covered strategies in the real world. Leveraged Financial Markets features perspectives from the world's top authorities on high-yield bonds, credit derivatives, and other forms of distressed debt. It's a must-have for every investor who wants to: Diversify risk in a meritable asset class Lock in an excellent risk return profile Develop significant annual cash flows

From the nuts and bolts of leveraged finance to the differences between CLOs and structured finance CDOs to common pitfalls of high-yield assets--"Leveraged Financial Markets" helps you master one of the riskiest yet most profitable markets in finance today.

Table of Contents

Part I: Market Structure
Chapter 1. The High Yield Market
Chapter 2. The Globalization of the High-Yield Market
Chapter 3. Bond Ratings

Part II: High-Yield Bonds
Chapter 4. High-Yield Bonds as an Asset Class
Chapter 5. The Issuers and Investors in the High-Yield Bond Market
Chapter 6. Bond Indentures and Bond Characteristics
Chapter 7. Default and Migration Probabilities of High-Yield Bonds
Chapter 8. Analyzing a High-Yield Debt Issuance
Chapter 9. Valuation of Callable, Floating and PIK High Yield Instruments
Chapter 10. Analytical Model of Default Probabilities

Part III: High-Yield Bonds at the Portfolio Level
Chapter 11. Managing a High-Yield Portfolio
Chapter 12. Monitoring a High-Yield Portfolio
Chapter 13. High Yield Index Products
Chapter 14. Aggregate Market Valuation

Part IV: Leveraged Loans and CDOs
Chapter 15. Leveraged Loans as an Asset Class
Chapter 16. The Issuers and Investors in Leveraged Loans
Chapter 17. Collateralized Debt Obligations and Securitization

Part V: Distressed Debt
Chapter 18. Recovery Rates on Defaulted Bonds
Chapter 19. Analyzing the Credit Risk of Distressed Securities
Chapter 20. Debtor-in-Possession Financing
Chapter 21. Vulture Investing

Part VI: Credit Derivative Swaps
Chapter 22. Credit Derivative Swaps

Beyond the J Curve: Managing a Portfolio of Venture Capital and Private Equity Funds

Автор: Thomas Meyer
Название: Beyond the J Curve: Managing a Portfolio of Venture Capital and Private Equity Funds
ISBN: 047001198X ISBN-13(EAN): 9780470011980
Издательство: Wiley
Рейтинг:
Цена: 5748 р.
Наличие на складе: Поставка под заказ.

Описание: In recent times, venture capital and private equity funds have become household names, but so far little has been written for the investors in such funds, the so--called limited partners. There is far more to the management of a portfolio of venture capital and private equity funds than usually perceived.

Developments in Macro-Finance Yield Curve Modelling

Автор: Chadha
Название: Developments in Macro-Finance Yield Curve Modelling
ISBN: 1107044553 ISBN-13(EAN): 9781107044555
Издательство: Cambridge Academ
Рейтинг:
Цена: 8326 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.

Developments in Macro-Finance Yield Curve Modelling

Автор: Chadha
Название: Developments in Macro-Finance Yield Curve Modelling
ISBN: 1316623165 ISBN-13(EAN): 9781316623169
Издательство: Cambridge Academ
Рейтинг:
Цена: 3330 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the recent financial crises have created a challenge to the management of monetary policy, demanding a revision in the way that policymakers model expected changes in the economy. This volume brings together central bank economists and leading academic monetary economists to propose new methods for modelling the behaviour of interest rates. Topics covered include: the analysis and extraction of expectations of future monetary policy and inflation; the analysis of the short-term dynamics of money market interest rates; the reliability of existing models in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond yields and spreads. This book will interest financial researchers and practitioners as well as academic and central bank economists.

Analysing and interpreting the yield curve

Автор: Choudhry, Moorad
Название: Analysing and interpreting the yield curve
ISBN: 0470821256 ISBN-13(EAN): 9780470821251
Издательство: Wiley
Рейтинг:
Цена: 9405 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The yield curve is the defining indicator of the global debt capital markets, and an understanding of it is vital to the smooth running of the economy as a whole. All participants in the market, be they issuers of capital, investors or banking intermediaries, will have a need to estimate, interpret and understand the yield curve.

Yield curve modelling

Автор: Stander, Yolanda
Название: Yield curve modelling
ISBN: 1403947260 ISBN-13(EAN): 9781403947260
Издательство: Springer
Рейтинг:
Цена: 18699 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.

Quantitative Analytics in Debt Valuation & Management: A Breakthrough Methodology for Analyzing the High-Yield and Distressed Debt Market

Автор: Guthner, Guthner Mark
Название: Quantitative Analytics in Debt Valuation & Management: A Breakthrough Methodology for Analyzing the High-Yield and Distressed Debt Market
ISBN: 0071790616 ISBN-13(EAN): 9780071790611
Издательство: McGraw-Hill
Рейтинг:
Цена: 7523 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

A breakthrough methodology for profiting in the high-yield and distressed debt market

Global advances in technology give investors and asset managers more information at their fingertips than ever before. With "Quantitative Analytics in Debt Valuation and Management," you can join the elite club of quantitative investors who know how to use that information to beat the market and their competitors.

This powerful guide shows you how to sharpen your analytical process by considering valuable information hidden in the prices of related assets. "Quantitative Analytics in Debt Valuation and Management" reveals a progressive framework incorporating debt valuation based on the interrelationships among the equity, bond, and options markets. Using this cutting-edge method in conjunction with traditional debt and equity analysis, you will reduce portfolio risk, find assets with the highest returns, and generate dramatically greater profits from your transactions.

This book's "fat-free" presentation and easy-to-navigate format jump-starts busy professionals on their way to mastering proven techniques to: Determine the "equity risk" inherent in corporate debt to establish the causal relationship between a company's debt, equity, and asset values Price and analyze corporate debt in real time by going beyond traditional methods for computing capital requirements and anticipated losses Look with an insider's eye at risk management challenges facing banks, hedge funds, and other institutions operating with financial leverage Avoid the mistakes of other investors who contribute to the systemic risk in the financial system

Additionally, you will be well prepared for the real world with the book's focus on practical application and clear case studies. Step-by-step, you will see how to improve bond pricing and hedge debt with equity, and how selected investment management strategies perform when the model is used to drive decision making.

Free Cash Flow and Shareholder Yield - New Priorities for the Global Investor

Автор: Priest
Название: Free Cash Flow and Shareholder Yield - New Priorities for the Global Investor
ISBN: 047012833X ISBN-13(EAN): 9780470128336
Издательство: Wiley
Рейтинг:
Цена: 2925 р.
Наличие на складе: Поставка под заказ.

Описание: Praise for "Free Cash Flow and Shareholder Yield" includes: ""Free Cash Flow and Shareholder Yield" provides a provocative solution to the profound paradigm shift now redefining valuation standards for markets around the globe. In commonsense terms, it defines how the investment community has begun the journey of shifting to the more dependable, robust metric of free cash flow." - Rob Brown, Chief Investment Officer, Genworth Financial Asset Management, Inc. This graph tells a singularly compelling story of the changing order of the drivers of total equity returns.

In "Free Cash Flow and Shareholder Yield", you will learn how this story is the key to informed investing in an evolving global marketplace.

High Yield Debt

Автор: Bagaria Rajay
Название: High Yield Debt
ISBN: 1119134412 ISBN-13(EAN): 9781119134411
Издательство: Wiley
Рейтинг:
Цена: 6270 р.
Наличие на складе: Поставка под заказ.

Описание: PRAISE FOR HIGH YIELD DEBT "Rajay Bagaria has written the first book that captures a 360 degree view of the high yield debt market. Whether you are an investor, investment banker, corporate lawyer, CFO or layperson simply trying to gain insights into the

Inside the Yield Book

Автор: Homer Sidney
Название: Inside the Yield Book
ISBN: 111839013X ISBN-13(EAN): 9781118390139
Издательство: Wiley
Рейтинг:
Цена: 6009 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A completely updated edition of the guide to modern bond analysis First published in 1972, Inside the Yield Book revolutionized the fixed-income industry and forever altered the way investors looked at bonds. Over forty years later, it remains a standard primer and reference among market professionals.

A Guide to High Yield Bonds - Debt Financing for Asia`s Growth Enterprises

Автор: Schmidt
Название: A Guide to High Yield Bonds - Debt Financing for Asia`s Growth Enterprises
ISBN: 0470823917 ISBN-13(EAN): 9780470823910
Издательство: Wiley
Рейтинг:
Цена: 5800 р.
Наличие на складе: Поставка под заказ.

Описание: A book on high yield, written by bond market professionals. It provides an overview of the market. It offers analysis of the buy-side for Asian high yield and a guide to structuring and executing transactions.


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