Operational risk toward Basel III

best practices and issues in modeling, management and regulation

Ed. Greg N. Gregoriou. This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and ...

The practical guide to Wall Street

equities and derivatives

"The Practical Guide to Wall Street" is an indispensable resource for anyone who aspires to a front-office sales or trading position on Wall Street and an essential desk reference for market practitioners and those who interact with this exciting but widely misunderstood industry. Written by ...

Active credit portfolio management in practice

This title presents state-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis. Filled with in-depth insights and expert advice, "Active Credit Portfolio Management in Practice" serves as a comprehensive introduction to both the theory and real-world practice of ...

An introduction to international capital markets

products, strategies, participants

This is a convenient all-in-one introduction to the capital markets. This introductory guide to the capital markets offers deep and focused detail on the workings of the markets. It is accessible and comprehensive and ideal for those entering or already working in investment banking or ...

China's emerging financial markets

challenges and global impact

Eds. Zhu Min, Cai Jinqing, Marthe Avery. This comprehensive resource presents the views of China's most highly respected economists, bankers, and policy makers - along with opinions from Western authorities - on the current state of banking and finance in China. Tracing the history of China ...

Financial modelling in Python

It accompanies CD-ROM. 'Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing ...

Market consistency

model calibration in imperfect markets

Achieving market consistency can be challenging, even for the most established finance practitioners. In "Market Consistency: Model Calibration in Imperfect Markets", leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the author's experience as a ...

Foundations of banking risk

an overview of banking, banking risks and risk-based banking regulation

GARP's "Foundations of Banking Risk and Regulation" introduces risk professionals to the advanced components and terminology in banking risk and regulation globally. It helps them develop an understanding of the methods for the measurement and management of credit risk and operational risk, and the ...

Interest rate swaps and their derivatives

a practitioner's guide

This book offers an up-to-date look at the evolution of interest rate swaps and derivatives. "Interest Rate Swaps and Derivatives" bridges the gap between the theory of these instruments and their actual use in day- to-day life. This comprehensive guide covers the main 'rates' products ...

The handbook of financing growth

strategies, capital structure, and M&A transactions

Auts. Kenneth H. Marks...[et.al]. This title is an important update to one of the most popular books on financing growth. This is a comprehensive guide for emerging growth and middle market companies - as well as their leaders and advisors - on financing strategies, sources ...

Monte Carlo frameworks

building customisable high performance C++ applications

It accompanie CD-ROM. This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to ...

Arbitrage theory in continuous time

The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's ...

FX options and smile risk

This book deals with practical issues in FX options and smile risk. "FX Options and Smile Risk" takes readers through the main technicalities of the FX spot and options markets, helping them develop practical trading skills that will enable them to run an FX options ...

Investment leadership and portfolio management

the path to successful stewardship for investment firms

In this title, an industry leader candidly examines the role of investment leadership in portfolio management. "Investment Leadership & Portfolio Management" provides a top down analysis of successful strategies, structures, and actions that create an environment that leads to strong macro investment performance and rewarding investor outcomes. By examining how to manage and lead an investment firm through successful investment decision-making processes and actions, this book reveals what it will take to succeed in a radically changed investment landscape. From firm governance and firm structure - for single capability, multi-capability, and investment and product firms - to culture, strategy, vision, and execution, authors Brian Singer, Barry Mandinach, and Greg Fedorinchik touch upon key topics including the differences between leading and managing; investment philosophy, process, and portfolio construction; communication and transparency; and, ethics and integrity. Leadership issues in investment firms are a serious concern, and this book addresses ...

The valuation handbook

valuation techniques from today's top practitioners

This definitive guide to valuation is written by a who's who of today's top practitioners. "The Valuation Handbook" differs significantly from other related books on this topic because the contributors are practitioners, academics, and investment firms that explain how they value companies and ...

Building financial models with Microsoft Excel

a guide for business professionals

It accompanies CD-ROM. This is a proven guide to building financial models from scratch. The second edition of "Building Financial Models with Microsoft Excel + CD-ROM" provides beginning and intermediate level computer users with step-by-step instructions on building financial models using Microsoft Excel 2007 - the most ...

Stochastic claims reserving methods in insurance

This book presents theory and practice for actuaries required to estimate the variability of outstanding claims. It covers all the theory and practical advice that actuaries need in order to determine the claims reserves for non-life insurance. It describes all the mathematical methods that can ...

Advanced analytical models

This is an in-depth guide to advanced analytical models. More practitioners are turning to financial modeling to quantitatively estimate the value of a security. "Advanced Analytical Models" offers a comprehensive set of 250 models that cover a wide range of industries and applications, including banking ...

Managing credit risk

the great challenge for global financial markets

There have been significant developments and changes to the world of credit risk management in recent years. "Managing Credit Risk, Second Edition" will touch upon all these changes, including a new emphasis on actively managing credit risk, the introduction of important regulatory changes, and the ...

Fiduciary management

blueprint for pension fund excellence

As the twenty-first century began, there was significant discontent among plan sponsors and other institutions regarding the prevailing investment management structure: too many people had a role while no one had overall responsibility. Fiduciary management came into being in response to such problems. Seeking to ...