Author: Publisher:
ISBN:
Category : Corporations
Languages : en
Pages : 652
Book Description
Capital Access Derivatives Desk Reference
Author: Treasury Securities and Derivatives
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 9781883249236
Category : Business & Economics
Languages : en
Pages : 324
Book Description
Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.
Capital Access Mortgage & Asset-backed Desk Reference
Author: Capital Access InternationalPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 816
Book Description
Accounting and Tax Rules for Derivatives
Author: Mark J. P. AnsonPublisher: John Wiley & Sons
ISBN: 9781883249694
Category : Business & Economics
Languages : en
Pages : 202
Book Description
Derivatives and credit derivatives have emerged as significant areas of interest in portfolio planning and risk management. In this book, Mark Anson examines the accounting and taxation implications of these instruments, including the new accounting rules for derivative instruments promulgated by the financial Accounting Standards in the United States, the Accounting Standards Board in Great Britain, and the International Accounting Standards Committee. Regulatory requirements for disclosing derivatives and tax considerations for derivative instruments are discussed (including TRA-97.) Additionally, the book reviews the regulatory accounting deadlines introduced by the Securities and Exchange Commission and the Commodity Futures Trading Commission.
Credit Derivatives
Author: Mark J. P. AnsonPublisher: John Wiley & Sons
ISBN: 9781883249618
Category : Business & Economics
Languages : en
Pages : 228
Book Description
Credit derivatives have become one of the fastest-growing areas of interest in global derivatives and risk management. In Credit Derivatives, Mark Anson skillfully examines this unique investment tool that is now being used to manage credit risk in banking and capital markets around the world. Credit Derivatives discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. This essential guidebook to credit derivatives covers key topics including, credit swaps, credit forwards, credit linked notes, and credit derivative pricing models. Anson also touches on other important credit derivative issues by discussing the implications of credit risk management as well as credit derivative regulation.
Duration, Convexity, and Other Bond Risk Measures
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 9781883249632
Category : Business & Economics
Languages : en
Pages : 270
Book Description
Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and convexity. Whether you're a novice trader or experienced money manager, if you need to understand the interest rate risk of a portfolio Duration, Convexity and other Bond Risk Measures is the only book you'll need.
Perspectives on Interest Rate Risk Management for Money Managers and Traders
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 9781883249298
Category : Business & Economics
Languages : en
Pages : 296
Book Description
Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.
International Convergence of Capital Measurement and Capital Standards
Author: Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
Dictionary of Financial Risk Management
Author: Gary L. GastineauPublisher: John Wiley & Sons
ISBN: 9781883249571
Category : Business & Economics
Languages : en
Pages : 368
Book Description
Gary Gastineau and Mark Kritzman team up once again for the third edition of this classic reference tool designed for financial analysts and managers. Anyone involved in financial risk management must have a proper understanding of the words, terms, and phrases used in this fast paced field-and Dictionary of Financial Risk Management clearly provides that understanding. Risk management terminology is a part of almost any financial operation, including cash, forwards/futures, swaps, options-and is found in many disciplines: probability and statistics, tax and financial accounting, and law. The vocabulary of the risk manager continues to expand with the creation of new products and new concepts. This volume carefully defines and illustrates all the words and phrases that financial professionals need to know and understand. The Dictionary of Financial Risk Management includes listings of common acronyms, profit/loss diagrams of new financial instruments, and extensive coverage of derivatives and quantitative techniques. This invaluable reference guide provides comprehensive definitions of the key terms and concepts that many financial professionals need to know on a day-to-day basis.
Business Information at Work
Author: Michael LowePublisher: Routledge
ISBN: 1135477345
Category : Reference
Languages : en
Pages : 428
Book Description
As businesses grow less capital and infrastructure intensive and more people and knowledge intensive it becomes increasingly vital for today's managers to know what business information is available and how to apply it to their own decision-making processes. This book relates organisations' real information needs to specific types and named examples of information sources and services. The final chapter shows how to exploit the vast array of available information systematically, looking, for example, at the role of the information intermediary, the Internet and online hosts. This is a book no well-informed business should be without.