Bonds and bond derivatives

This book provides an introduction to bond markets and bond derivatives for students as well as for executives in commercial businesses and financial institutions. It also: *Presents the essential elements of debt instruments in an intuitive manner; *Covers updated institutional material, new sections on callable ...

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 ...

Investing in fixed income securities

understanding the bond market

Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed income securities. This book demystifies the sometimes daunting fixed income market, through a user-friendly, sophisticated, yet not overly mathematical format. Investing in Fixed Income Securities ...

The securitization markets handbook

structures and dynamics of mortgage- and asset-backed securities

Securitization is a corporate funding technique that is widely adopted by financial and industrial companies throughout the world, used to finance both working capital and capital budgets. It is also used as a risk management tool and a source of liquidity. Securitization has been adapted ...

The management of bond investments and trading of debt

Written for managers and professionals in business and industry, and using a minimum of mathematical language, The Management of Bond Investments and the Trading of Debt addresses three key issues: Bondholder's options, risks and rewards in making investments in debt instruments; The dynamics of ...

Clearing and settlement of derivatives

This book makes the reader aware of the background to the derivatives markets, how they have developed and their importance today. It does this by providing not only text but also a CD-ROM, Derivatives and Commodities, which contains material on derivatives to refresh the readers ...

Dynamic asset allocation with forwards and futures

This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and ...

The options course

high profit and low stress trading methods

Well-known options strategist and instructor George Fontanills has updated his time-tested and bestselling book, The Options Course. The new edition improves and expands upon the original to help you avoid some common and costly options mistakes. The systematic, step-by-step approach, covers everything from basic concepts ...

Fat-tailed and skewed asset return distributions

implications for risk management, portfolio selection, and option pricing

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management. This unique book gives non-technical readers an understanding of the highly technical mathematics behind how portfolio management, risk management, and option pricing modeling ...

Exotic option pricing and advanced Lévy models

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion ...

Opciones financieras y productos estructurados

Aspectos vitales de las finanzas como la gestión de carteras, la cobertura de riegos, la selección de una estructura financiera, la creación de productos de ahorro-inversión... no se pueden entender actualmente sin considerar las posibilidades que ofrecen las opciones, que mueven alrededor de 18 billones ...

Beyond the J-curve

managing a portfolio of venture capital and private equity funds

In recent times, venture capital and private equity funds have become household names, but so far little has been written for the investors in such funds, the so-called limited partners. There is far more to the management of a portfolio of venture capital and private ...

Securities valuation

applications of financial modeling

A textbook that provides a coherent description of valuation models over a wide range of securities. Students can study both the theories and the practical implementations of the valuation models. Further, students can use the extensive Excel models, applying to practical problems ( the cases) and ...

Fundamentals of private pensions

Fundamentals of Private Pensions is, quite simply, the authoritative text for pension plan design and management. Authored originally in 1952 by Dan McGill, Professor of Insurance at the University of Pennsylvania's Wharton School, this book has instructed generations about pensions and other employee benefits ...

Hedge fund course

self-study course that reviews the technical and quantitative knowledge necessary to properly manage a hedge fund Today, traditional asset managers are looking to develop their own hedge funds as alternative offerings to their clients. Hedge Fund Course presents all the technical and quantitative knowledge necessary ...

Getting started in hedge funds

Getting Started in Hedge Funds, Second Edition provides investors with a complete and highly accessible introduction to hedge funds: their history, their effect on world economies along with how they operate, the tactics and investment strategies associated with hedge funds. Financial insider Daniel Strachman offers ...

Hedge funds

insights in performance measurement, risk analysis, and portfolio allocation

Leading hedge fund experts examine current trends, applications, and theories in this dynamic field. Here is an in-depth look at hedge funds-from quantitative and qualitative analysis to portfolio allocation, risk analysis, performance measurement, and new methods of hedge fund performance, evaluation, and risk that investors ...

Mutual funds

fifty years of research findings

Mutual funds are the dominant form of investment companies in the United States today, with approximately $7 trillion in assets under management. Over the past half century an important body of academic research has addressed various issues about the nature of these companies. These works ...

Raising capital

Most small businesses cite lack of capital is a major constraint on growth. Raising Capital focuses on non-bank sources of capital since banks only lend to companies that fit a very narrow profile. The topics covered include: (i) capital sources entrepreneurs can tap when they ...

Venture capital funding

a practical guide to raising finance

Accessible, jargon-free guide to the whole venture capital process Written by an expert with over 20 years' experience in venture fund management Venture capital is once again resurgent - public funds have been committed to national chain of regional venture funds The Bank of England regards ...