Investment strategies of hedge funds

SUMMARY: A few initial remarks. Arbitrage. Short selling. Long/short equity.Merger arbitrage. Convertible bond arbitrage. Fixed income arbitrage. Strategies on CDOs. Mortgage-backed securities arbitrage. Distressed securities. Event driven or special situations. Multi-strategy. Managed futures. Global macro. Other strategies. Hedge fund performance analysis. Conclusions.

Raising venture capital

Offering a deep insight into the venture capital deal-making process, Raising Venture Capital also provides valuable introduction to the subject. The book is practical in focus but based on sound academic theory, research and teaching materials gathered over the last 4 years at Tanaka Business ...

Modeling risk

applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques

Divided into nine information-packed parts, Modeling Risk provides both a qualitative and quantitative description of risk, as well as an introduction to the methods used to identify, predict, quantify, value, hedge, diversify, and manage it.

Damodaran on valuation

security analysis for investment and corporate finance

"Aswath Damodaran is simply the best valuation teacher around. If you are interested in the theory or practice of valuation, you should have "Damodaran on Valuation" on your bookshelf. You can bet that I do." - Michael J. Mauboussin, Chief Investment Strategist, Legg Mason Capital Management ...

Foreign exchange

a practical guide to the FX markets

This book provides a straightforward, rigorous, and thorough introduction to foreign exchange. Blending theory and practice, "Foreign Exchange" progresses from a short history of the foreign exchange market and a description of the FX Spot Market through currency forwards and other derivatives, to FX options ...

The hedge fund compliance and risk management guide

This work presents a complete and innovative review of hedge funds' most important compliance and risk management issues. "The Hedge Fund Compliance and Risk Management Guide" provides a broad examination of hedge fund operations, describing how risks are managed within global financial markets. This reference ...

FX options and structured products

There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements. However, the exact nature, risks and applications of these products and solutions can be complex, and problems ...

Firex income attribution

Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. Fixed Income Attribution has been written to fill this tremendous void. This comprehensive resource contains both theoretical and practical information about running ...

Credit risk

from transaction to portfolio management

'Credit Risk: from transaction to portfolio management' provides high level, focused analysis of the nature of credit risk in investment bank portfolio management. Written by experienced international practitioners, it offers in-depth information and advice that will help all those charged with managing credit risk at ...

The Mathematics of Financial Modeling and Investment Management

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance#enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to ...

Managing global financial and foreign exchange rate risk

INDICE Chapter 1. Global Markets: Transactions and Risks. Chapter 2. Balance of Payments Exposure Management. Chapter 3. Foreign Exchange Rate Dynamics: Managing Exposure. Chapter 4. Application of Options and Futures for Managing Exposure. Chapter 5. Principles of Futures: Pricing and Applications. Chapter 6. Interest Rate ...

Financing technology's frontier

decision-making models for investors and advisors

INDICE Chapter 1. Sharing the Excitement of Discovery. Chapter 2. Growth Models that Encourage Investment. Chapter 3. Where to Find Capital#Part I: Venture Capital. Chapter 4. Where to Find Capital#Part II: Public Markets and Private Placements. Chapter 5. Creative and Alternative Financing Strategies ...

Corporate bonds and structured financial products

This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the ...

The price advantage

The Price Advantage, written by three preeminent experts at McKinsey & Company, is the most pragmatic and insightful book on pricing available. Based on in-depth, firsthand experience with hundreds of companies, as well as significant investments in basic pricing research, this book is designed to be ...

Applied mergers and acquisitions

"A well written and comprehensive journey into M&A...an essential reference for any M&A practitioner...this isn#t just a book about great thoughts and process, but rather how to turn insight into deals, and deals into lasting value." #From the Foreword by ...

Applied mergers and acquisitions

A well written and comprehensive journey into M&A...an essential reference for any M&A practitioner...this isn#t just a book about great thoughts and process, but rather how to turn insight into deals, and deals into lasting value." #From the Foreword by ...

Operational risk with Excel and VBA

applied statistical methods for risk management

Dr. Nigel Da Costa Lewis has produced the most exciting volume ever on operational risk modeling. It is a must for students, practitioners, risk managers, and senior executives. . . I feel this work is the first step in revolutionizing the discipline. Other books in this field ...

Private capital markets

valutaion,capitalization,and transfer of private business interests

"Paul Volcker may be the most important figure of our time on the U.S. economic scene. In his book, Paul Volcker: The Making of a Financial Legend, Joseph Treaster has captured the man, his time, and his influence with exceptional insight, clarity, and readability ...

Securitization

structuring and investment analysis

INDICE PART ONE: INTRODUCTION TO SECURITIZATION. Chapter 1. The Role of Securitization. Chapter 2. Fundamentals of Structuring. Chapter 3. Fundamentals of Investment Analysis. Chapter 4. Historical Performance of Asset-Backed Securities and Mortgage-Backed Securities. PART TWO: AGENCY MORTGAGE-BACKED SECURITIES. Chapter 5. Mortgage Loans. Chapter 6. Agency ...

Dealmaking

using Monte Carlo and real options analysis

Real Options Analysis (ROA) and Monte Carlo Analysis (MCA) are two of today#s most significant tools in the valuation and negotiation of high- potential-value, high-ambiguity deals. Dealmaking Using Real Options and Monte Carlo Analysis outlines a new approach for creating flexible, practical valuation models ...