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Yield Curve Modeling and Forecasting?, Diebold Francis



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Цена: 4389р.
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Склад Америка: 66 шт.  
При оформлении заказа до: 24 июл 2020
Ориентировочная дата поставки: середина - конец Августа
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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
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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.



Bankruptcy, Credit Risk, and High Yield Junk Bonds

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
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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.

Inside the Yield Book: The Classic That Created the Science of Bond Analysis

Автор: Homer
Название: Inside the Yield Book: The Classic That Created the Science of Bond Analysis
ISBN: 1576601595 ISBN-13(EAN): 9781576601594
Издательство: Wiley
Рейтинг:
Цена: 3114 р.
Наличие на складе: Поставка под заказ.

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
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Цена: 7012 р.
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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.

Fixed Income Strategy: A Practitioner`s Guide to Riding the Curve

Автор: Tamara Mast Henderson
Название: Fixed Income Strategy: A Practitioner`s Guide to Riding the Curve
ISBN: 0470850639 ISBN-13(EAN): 9780470850633
Издательство: Wiley
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Цена: 10346 р.
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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.

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
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Цена: 7105 р.
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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

J Curve Exposure - Managing a Portfolio of Venture Capital and Private Equity Funds

Автор: Mathonet
Название: J Curve Exposure - Managing a Portfolio of Venture Capital and Private Equity Funds
ISBN: 0470033274 ISBN-13(EAN): 9780470033272
Издательство: Wiley
Рейтинг:
Цена: 8359 р.
Наличие на складе: Поставка под заказ.

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.

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.

Modeling Income Distributions and Lorenz Curves

Автор: Chotikapanich
Название: Modeling Income Distributions and Lorenz Curves
ISBN: 0387727566 ISBN-13(EAN): 9780387727561
Издательство: Springer
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Цена: 19542 р.
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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.

Your Financial Edge - How to Take the Curves in Shifting Financial Markets and Keep Your Portfolio on Track

Автор: McCulley
Название: Your Financial Edge - How to Take the Curves in Shifting Financial Markets and Keep Your Portfolio on Track
ISBN: 0470043598 ISBN-13(EAN): 9780470043592
Издательство: Wiley
Рейтинг:
Цена: 1671 р.
Наличие на складе: Поставка под заказ.

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.

Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization [With DVD]

Автор: Mun Johnathan
Название: Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization [With DVD]
ISBN: 0470592214 ISBN-13(EAN): 9780470592212
Издательство: Wiley
Рейтинг:
Цена: 9928 р.
Наличие на складе: Поставка под заказ.

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.

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: 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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