Interest rate models

an infinite-dimensional stochastic analysis perspective

"Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective" studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function spaces. The book is comprised ...

Equity hybrid derivatives

Take an in-depth look at equity hybrid derivatives. Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book presents leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly used for investment by ...

Interest rates derivatives

a practical guide to applications, pricing and modeling

"Interest Rate Derivatives" describes: Pricing methods; Application, structuring and valuation of interest rate and Cross currency Swap and interest Options; Methods of managing interest rate exposure; and, Trading and hedging strategies and their application in portfolio management. Basic interest rate mathematics are explored and built ...

Inflation-linked products

a guide for investor and asset and liability managers

Presents the global phenomenon of inflation-linked products. This title explains the surge of interest in inflation-linked government bonds and the range of securities and derivatives that have been created to meet the demand from investors. It is for product structurers, inflation traders, financial institution treasurers ...

Corporate derivatives

practical insights for real-life understanding

Triana guides the reader through this diverse and expanding field, providing answers to the important questions affecting today's corporate derivatives landscape. With highly relevant, practical, theory-devoid coverage of many of the most critical topics covering real-life corporate use of derivatives, the book can be ...

Energy risk management

a non-technical introduction to energy derivatives

Explaining the concept of energy price hedging, this book illustrates the purpose of energy derivatives, and evaluates their benefits and weaknesses. It makes use of bullet lists, diagrams, chapter summaries, learning aids and many relevant case studies to aid the reader's understanding. It is ...

Structured finance

the object oriented approach

"Object Oriented Programming for Structured Finance" supplies a product-driven treatment of the world of structured finance. It addresses the subject by following the production process of a structured product. Each issue met by the people involved in the process, namely the structurer, the pricer and ...

Futures, options and swaps

Written in an accessible, non-technical style, "Futures, Options and Swaps" is the most comprehensive text on derivative markets available. The only book on the market to utilize such a reader-friendly, instructive approach, students will find the material readily comprehensible without a professor's guidance, thereby ...

Derivatives

models on models

"Derivatives Models on Models" takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including ...

Forex wave theory

a technical analysis for spot and futures currency traders

Trading in foreign exchange currency markets has recently exceeded $2 trillion a day and this is expected to double within the next five years. This book is intended for independent currency traders, day traders, managers of hedge funds, corporate financial officers, and portfolio managers. It ...

Debt, risk and liquidity in futures markets

The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and ...

Scenarios for risk management and global investment strategies

This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management, financial ...

Way of the turtle

the secret methods that turned ordinary people into legendary traders

"We're going to raise traders just like they raise turtles in Singapore." So trading guru Richard Dennis reportedly said to his long- time friend William Eckhardt nearly 25 years ago. What started as a bet about whether great traders were born or made became ...

The complete guide to option pricing formulas

The first edition sold more than 15,000 copies. This title features more than 60 new option models and formulas, with new examples and applications. It includes new chapters on risk/return and emerging/exotic markets. Updated CD-ROM includes pricing formulas with VBA code and ...

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 ...

Venture capital in Europe

Until recently, only the United States had an active venture capital market. This is changing rapidly, as many other countries have experienced rapid growth in venture capital financing over the past five years. This book contains new scientific articles showcasing the latest research on venture ...

The fundamentals of Hedge fund management

how to successfully launch and pperate a Hedge fund

This book offers the tools and techniques needed to successfully launch and maintain a hedge fund. In "The Fundamentals of Hedge Fund Management", both budding and established hedge fund managers will learn the fundamentals of building and maintaining a successful hedge fund business. Strachman presents ...

Las claves del éxito de las Sociedades de Garantía Recíproca en el período 1994-2005

Las PYME encuentran más dificultades que las grandes compañías para acceder a una financiación bancaria adecuada para el desarrollo de sus proyectos empresariales. Para resolver este problema se pusieron en marcha las Sociedades de Garantía Recíproca (SGR).

Private equity as an asset class

This is the ins and outs of operating a private equity fund investment program. "Private Equity as an Asset Class" provides a full explanation of all types of private equity activity, how returns should be viewed, and how each sub-asset class should be modeled and ...

Hedge funds and manged futures

a handvooks for institutional investors

This work evaluates four key topics from a critical perspective: benchmarking and performance measurement; risk management; portfolio management; and asset allocation. Written by leading finance academics, industry commentators and practitioners. The independence of their views and the academic- professional balance reflects an intellectual maturity and ...