Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Описание: The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a CVA desk is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Описание: First published in 1996. Routledge is an imprint of Taylor & Francis, an informa company.
Автор: William Baumol; Stephen M. Goldfeld; Lilli A. Gord Название: The Economics of Mutual Fund Markets: Competition Versus Regulation ISBN: 0792390431 ISBN-13(EAN): 9780792390435 Издательство: Springer Рейтинг: Цена: 27245.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The original impetus for this research was provided several years ago by a request to assist Counsel for Fidelity Management and Research Corporation in analyzing the mutual fund industry, with particular emphasis on money market mutual funds.
Автор: Albert Verheirstraeten Название: Competition and Regulation in Financial Markets ISBN: 1349055875 ISBN-13(EAN): 9781349055876 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: William Baumol; Stephen M. Goldfeld; Lilli A. Gord Название: The Economics of Mutual Fund Markets: Competition Versus Regulation ISBN: 9401074798 ISBN-13(EAN): 9789401074797 Издательство: Springer Рейтинг: Цена: 27245.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The original impetus for this research was provided several years ago by a request to assist Counsel for Fidelity Management and Research Corporation in analyzing the mutual fund industry, with particular emphasis on money market mutual funds.
Описание: A timely follow-up to the widely successful Managing Credit Risk , which is regarded as essential reading for anyone involved within the field of credit. Everything is expanding enormously, and Managing Credit Risk, Second Edition will provide practitioners with the resources they need to keep up with such changes to the field of credit.
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