Financial models with Lévy processes and volatility clustering

Aut. Svetlozar T. Rachev...[et al]. An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Levy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns ...

Probability and statistics for finance

Aut. Svetlozar T. Rachev...[et al]. A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order ...

Simulation and optimization in finance

modeling with MATLAB, @RISK, or VBA

An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty ...

Introduction to fixed income analytics

relative value analysis, risk measures, and valuation

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ...

Modern financial systems

theory and applications

This is a valuable guide to the essential elements of modern financial systems. This book offers you a unified theory of modern financial system activity. In it, author Edwin Neave distills a large body of literature on financial systems, the institutions that comprise the systems ...

Active private equity real estate strategy

This book offers proven private equity real estate investing strategies. The subprime fallout and credit crisis have triggered a major transition in U.S. real estate. With tightening lending and underwriting standards, speculative investments and construction projects are likely to limited, resulting in constrained supply ...

Institutional investment management

equity and bond portfolio strategies and applications

This book provides the most comprehensive coverage of institutional investment management issues. This comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here ...

Bayesian methods in finance

The aim of Bayesian Methods in Finance is to provide an overview of the theory of Bayesian methods and explain their real-world applications to financial modeling. While the principles and concepts explained in the book can be used in financial modeling and decision making in ...

Collateralized debt obligations

structures and analysis

Table of Contents: Ch. 1 Cash CDO basics Ch. 2 Cash flow CDOs Ch. 3 High-yield loans : structure and performance Ch. 4 European bank loans and middle markets loans Ch. 5 Review of structured finance collateral : mortgage-related products Ch. 6 Review of structured finance collateral ...

Handbook of alternative assets

This is a comprehensive guide that examines how alternative asset classes can be incorporated into a diversified portfolio. Written by financial expert Mark J. P. Anson, this fully updated and revised Second Edition of the "Handbook of Alternative Assets" examines the five major classes of ...

Managing credit risk in corporate bond portfolios

a practitioner's guide

In Managing Credit Risk in Corporate Bond Portfolios: A Practitioner#s Guide, investment expert Srichander Ramaswamy skillfully explains how you can begin to measure and manage the relative credit risk of a co rporate bond portfolio against its benchmark. By combining risk management concepts with ...

Financial management and analysis workbook

step-by-step exercises and tests to help you master financial management and analysis

This comprehensive workbook and study guide is the ideal complement to the bestselling Financial Management and Analysis, Second Edition#the definitive guide to the fundamentals of financial management and analysis. Financial Management and Analysis Workbook, Second Edition allows you to self-test your financial knowledge before ...