Yield Curve Modeling and Forecasting?, Diebold Francis
Автор: Altman Edward, Burkhauser Richard V, Moon Marilyn, Название: Bankruptcy, Credit Risk, and High Yield Junk Bonds ISBN: 0631225633 ISBN-13(EAN): 9780631225638 Издательство: Wiley Рейтинг: Цена: 8883 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is the authoritative collection of the writings of Dr. Edward I. Altman, the worlda s leading authority on bankruptcy, corporate distress, and defaults, and creator of the widely--used Z--Score model.
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.
Описание: Market players put their jobs on the line with every position they take. Any fixed income investor in the circumstance of being granted one wish would probably want to know what interest rates are going to do in the future. Economists and others have constructed models of interest rate behaviour, but no model works in all circumstances. The main aim of this book is to straddle the different worlds of theoretical models and practical market experience, while offering an interdisciplinary framework for fixed income investing and trading.
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
Описание: Building on the success of the author`s previous book Beyond the J Curve:Managing a Portfolio of Venture Capital and Private Equity Funds, this work covers new and additional material and offers advanced guidance on the practical questions faced by institutions when setting up and managing a successful private equity investment programme.
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.
Описание: The parameterization of income distributions using Lorenz Curves is a useful technique to analyze the characteristics of income inequality within a given population. This book brings together classic papers in the field including cutting-edge contributions.
Описание: Shows how to understand the dynamics of the shifting markets and how to evaluate which investments meet their needs. This book also shows investors how to cope and profit from these shifting economic times. It explains the events affecting financial markets, so that readers can prepare themselves for what is likely to occur in the future.
Описание: An updated guide to risk analysis and modeling
Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the "Second Edition" of "Analyzing and Modeling Risk, " expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it.
This "Second Edition" provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007 Book supported by author's proprietary risk analysis software found on the companion CD-ROM Offers both a qualitative and quantitative description of risk
Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis.
Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Автор: Homer Sidney Название: Inside the Yield Book ISBN: 111839013X ISBN-13(EAN): 9781118390139 Издательство: Wiley Рейтинг: Цена: 6009 р. Наличие на складе: 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.
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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