Author: Publisher:
ISBN:
Category :
Languages : en
Pages : 114
Book Description
The Feasibility of Hedging Treasury Inflation Protected Securities
Author: Quantitative Analysis, Derivatives Modeling, and Trading Strategies
Author: Yi TangPublisher: World Scientific
ISBN: 9812706658
Category : Business & Economics
Languages : en
Pages : 523
Book Description
This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authorsOCO own research and practice. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, and foreign exchange markets. This book, which assumes that the reader is familiar with the basics of stochastic calculus and derivatives modeling, is written from the point of view of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader develop intuitions. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies, which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, credit extinguishers."
Understanding Treasury Inflation Protected Securties
Author: Proceedings in Finance and Risk Perspectives ‘12
Author: Publisher: Othmar M. Lehner
ISBN: 3950351809
Category :
Languages : en
Pages : 655
Book Description
The Theory and Practice of Investment Management
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 0470929901
Category : Business & Economics
Languages : en
Pages : 708
Book Description
An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition of The Theory and Practice of Investment Management is the ultimate guide to understanding the various aspects of investment management and investment vehicles. Tying together theoretical advances in investment management with actual practical applications, this book gives you a unique opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances. Contains new material on the latest tools and strategies for both equity and fixed income portfolio management Includes key take-aways as well as study questions at the conclusion of each chapter A timely updated guide to an important topic in today's investment world This comprehensive investment management resource combines real-world financial knowledge with investment management theory to provide you with the practical guidance needed to succeed within the investment management arena.
Joint Report on the Government Securities Market
Author: United States. Department of the TreasuryPublisher: Treasury
ISBN:
Category : Business & Economics
Languages : en
Pages : 208
Book Description
International Convergence of Capital Measurement and Capital Standards
Author: Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
International Handbook on Ageing and Public Policy
Author: Sarah HarperPublisher: Edward Elgar Publishing
ISBN: 0857933914
Category : Social Science
Languages : en
Pages : 527
Book Description
With the collective knowledge of expert contributors in the field, The International Handbook on Ageing and Public Policy explores the challenges arising from the ageing of populations across the globe. With an expansive look at the topic, this com
The Management of Bond Investments and Trading of Debt
Author: Dimitris N. ChorafasPublisher: Elsevier
ISBN: 0080497284
Category : Business & Economics
Languages : en
Pages : 377
Book Description
Written for managers and professionals in business and industry, and using a minimum of mathematical language, The Management of Bond Investments and the Trading of Debt addresses three key issues: - Bondholder's options, risks and rewards in making investments in debt instruments; - The dynamics of inflation, and how they affect both trading in the bond market, and investment decisions; and - The democratization of lending, socialization of risk, and effect of the global economy on the bond market.Financial expert Dimitris Chorafas discusses these issues in straightforward language for managers and professionals in commercial banks, securities houses, financial services companies, merchandising firms, manufacturing companies, and consulting firms, placing the mathematical treatment of the issues in the appendices, available for study but not necessary for understanding the business issues addressed in the book. - Focuses on new issues of central importance in bond and debt trading today - Uses clear, straightforward language for managers and professionals in business and industry, with mathematical treatment provided in appendices - Thorough treatment of operational risk new to books on this topic
Handbook of Finance, Financial Markets and Instruments
Author: Frank J. FabozziPublisher: John Wiley & Sons
ISBN: 0470391073
Category : Business & Economics
Languages : en
Pages : 868
Book Description
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume II: Investment Management and Financial Management and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.