Real estate investment and finance

The fully revised and updated version of the leading textbook on real estate investment, emphasising real estate cycles and the availability and flow of global capital Real Estate Investment remains the most influential textbook on the subject, used in top-tier colleges and universities worldwide. Its ...

Behavioral finance for private banking

from the art of advice to the science of advice

Behavioral Finance for Private Banking provides a complete framework for wealth management tailored to the unique needs of each client. Merging behavioral finance with private banking, this framework helps you gain a greater understanding of your client’s wants, needs, and perspectives to streamline the ...

Foreign exchange option pricing

a practitioner's guide

This book covers foreign exchange options from the point of view of the finance practitioner

Optimizing the aging, retirement, and pensions dilemma

This is a straightforward guide focused on life cycle investing-namely aging, retirement, and pensions. Life cycle investing and the implications of aging, retirement, and pensions continues to grow in importance. With people living longer, the relative and absolute number of retirees is growing while the ...

Fund of funds investing

a roadmap to portfolio diversification

This title offers valuable guidance on fund of funds investing. While capital markets have become more complex, investors are still looking to increase portfolio performance without increasing risk. Fund of funds investing is one such avenue to pursue. This practical guide provides you with the ...

Counterparty credit risk

the new challenge for global financial markets

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 ...

The future of hedge fund investing

a regulatory and structural solution for a fallen industry

This work offers a detailed look at how to fix the hedge fund industry. "The Future of Hedge Fund Investing" spells out in refreshingly stark terms exactly how the industry let down its clients, and the changes needed to restore their confidence. Written by Monty ...

Credit models and the crisis

a journey into CDOs, copulas, correlations and dynamic models

The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming ...

The trade lifecycle

behind the scenes of the trading process

Every person working in an investment bank or hedge fund has a large part of his work connected to the lifecycle of a trade. It is the glue by which all the departments are bound and the aggregated success or failure of each trade determines ...

The exchange-traded funds manual

This title offers full coverage of ETF investments from an expert in the field. The initial edition of Gary Gastineau's "The Exchange-Traded Fund Manual" was one of the first books to describe and analyze ETFs. It made the case for the superiority of the ...

Modeling risk

applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization

It accompanies DVD. 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 ...

Bank and insurance capital management

In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the ...

Extreme events

robust portfolio construction in the presence of fat tails

With slight exaggeration, a case can be made that modern finance has been built, in practice, if not in theory, on implicit tolerance and widespread ignorance of extreme events." -Jean Pierre Landau, Deputy Governor, Banque du France Markets are fat-tailed; extreme outcomes occur more often ...

The future of finance

a new model for banking and investment

Foreword by Frank J. Fabozzi. New banking and investment business models to navigate the post- financial crisis environment The financial crisis of 2007-2008 has discredited business models in the banking and fund management industries. In The Future of Finance, Moorad Choudhry and Gino Landuyt argue ...

Demystifying exotic products

interest rates, equities and foreign exchange

One reason for financial crises is investors misusing and misunderstanding exotic products. Proper understanding of exotic structures might have helped. "Demystifying Exotic Products" contains the fundamentals on exotic products in relation to Interest rates, equity and FX exotics. This practical guidebook discusses how the product ...

From innovation to cash flows

ion by structuring high-technology alliances

Written in an engaging and accessible style by a global team of multidisciplinary experts, "From Innovation to Cash Flows" contains realistic insights, examples, sample contracts, and frameworks to help entrepreneurs start up high-technology ventures. Readers will see, step by step, how to protect their scientific ...

The art of credit derivatives

demystifying the black swan

Looks at how some aspects of quantitative modelling led to the credit crisis. This book shows how a mind-shift is needed within the quant community to move from simple modelers to a more hands on mindset where the modeller understands trading implicitly.

Swaps and other derivatives

It accompanie CD-ROM. The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, "Swaps and Other Derivatives" offers a new insight on the growth of swaps markets worldwide. Additionally ...

Modelling operational and reputational reputational risk

a practitioner's approach

Auts. Aldo Soprano...[et.al]. This book shows you how to apply operational risk theory to real-life banking data. "Modelling Operational and Reputational Risks" shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing ...

A fast-track to structured finance modeling, monitoring, and valutaion

jump start VBA

This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach ...