Описание: The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment
The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.
As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.
Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
Covers bond mathematics, pricing and yield analytics, and term structure models
Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value
Contains illustrative case studies and real-world examples of the topics touched upon throughout the book
Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
Автор: Erik Banks Название: Emerging Asian Fixed Income Markets ISBN: 1349136352 ISBN-13(EAN): 9781349136353 Издательство: Springer Рейтинг: Цена: 32004.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The text from credit risk authority Erik Banks provides a detailed review of the emerging Asian fixed income markets and their primary instruments, along with a discussion of market participants, market mechanics and associated hedging and financing instruments.
Автор: Robert E. Название: Derivatives: Markets, Valuation, and Risk Management ISBN: 0471786322 ISBN-13(EAN): 9780471786320 Издательство: Wiley Рейтинг: Цена: 21384.00 р. Наличие на складе: Поставка под заказ.
Описание: Derivative contracts are incredibly powerful tools for managing expected return and risk. In order to take full advantage of the opportunities they afford, practitioners need to have a thorough understanding of how derivative contracts are valued.
Автор: Carreira Marco C S Название: Brazilian Derivatives and Securities ISBN: 1137477261 ISBN-13(EAN): 9781137477262 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Brazilian financial markets operate in a very different way to G7 markets.
Описание: Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Автор: Kathrin Glau; Zorana Grbac; Matthias Scherer; Rudi Название: Innovations in Derivatives Markets ISBN: 331933445X ISBN-13(EAN): 9783319334455 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Foreword.- Preface.- Part I: Valuation Adjustments.- Part II: Fixed Income Modeling.- Part III: Financial Engineering.
Описание: A New Framework for Analyzing and Managing Fixed Income Portfolios Global traders implementing alpha transfer or complex fixed income strategies need a stable and accurate term structure of interest rates (TSIR) for all fundamental rates. However, theore
Автор: Erik Banks Название: The Credit Risk of Complex Derivatives ISBN: 0333694627 ISBN-13(EAN): 9780333694626 Издательство: Springer Рейтинг: Цена: 32004.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
Автор: F. Hagenstein; Tim Bangemann Название: Active Fixed Income and Credit Management ISBN: 0333993683 ISBN-13(EAN): 9780333993682 Издательство: Springer Рейтинг: Цена: 41925.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach.
Автор: Erik Banks Название: The Credit Risk of Complex Derivatives ISBN: 134914486X ISBN-13(EAN): 9781349144860 Издательство: Springer Рейтинг: Цена: 30606.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
Автор: H. Deutsch Название: Derivatives and Internal Models ISBN: 1403921504 ISBN-13(EAN): 9781403921505 Издательство: Springer Рейтинг: Цена: 30745.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provids an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and covering all relevant topics using consistent and exact notation. It also includes risk adjusted performance and portfolio optimization.
Автор: David Murphy Название: OTC Derivatives: Bilateral Trading and Central Clearing ISBN: 1349451371 ISBN-13(EAN): 9781349451371 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: After the credit crisis, supervisors enacted a range of financial reforms. In particular, they radically changed the nature of the OTC derivatives market via a number of measures, notably mandatory central clearing. This book discusses the market before the crisis, explains what central clearing is, and outlines the consequences of the new rules.
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