The analysis of structured securities

precise risk measurement and capital allocation

The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset- backed commercial paper. The ...

Quantitative portfolio optimisation, asset allocation and risk management

This practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation, and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader ...

Modeling financial time series with S-PLUS

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to ...

Financial markets in continuous time

A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction ...

Credit derivatives pricing models

model, pricing and implementation

The purpose of this book is to provide a comprehensive overview of the state-of-the-art in credit risk modelling as applied to the pricing of credit derivatives.

Financial institutions management

a risk management approach

This text focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by managers and the methods and markets through which these risks are managed are becoming increasingly similar.

Los mercados financieros internacionales y su globalización

Management of risk: guidance for practitioners

Foundations of finance

the logic and practice of financial management

Business finance for managers

an essential guide to planning, control & decision making

Fundamentos de administración financiera

Código de buenas prácticas para la divulgación de información financiera en Internet

Capital budgeting

theory and practice

Agent-based methods in economics and finance: simulations in swarm

Valoracion financiera

Este libro pretende proporcional esas bases procurando compatibilizar el rigor necesario en el tratamiento de los conceptos y los fundamentos teóricos en los que se asientan las técnicas de valoración financiera con una exposición simplificada en la que se prescinde de los planteamientos más generales ...

The alternative investment market handbook

Invertir y ganar en la bolsa

Strategic financial decisions

Marchés financiers

gestion de portefeuille et des risques

Asset & liability management

A guide to value creation and risk control