Active fixed income and credit management

The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for ...

Fixed income securities

tools for today´s market

What distinguishes this book from many others on the subject is that Tuckman has skillfully combined intuitive rationale with mathematical analysis to give readers a clear and deep understanding of the market. Tuckman has written a comprehensive reference book that should be found on the ...

Derivatives

valuation and risk management

Description This textbook deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. It avoids extensive and difficult mathematics, and instead focuses more on intuitive understanding on how to value each contract, and how to compute the relevant price. In addition ...

Modern pricing of interest-rate derivatives

the LIBOR market model and beyond

Descripción: In recent years, interest-rate modelling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programmes have often developed with little constructive ...

Modelling the survival of financial and industrial enterprises

advantages, challenges and problems with the internal rating-based (IRB) method

Description: This book analyses the use of modelling in charting the survival of financial and industrial enterprises. The author shows how to use models effectively, and goes on to consider the pitfalls that can occur. The book contains plenty of practical examples, making this a ...

Venture capital due diligence

a guide to making smart investment choices and increasing your portfolio return

Venture Capital Due Diligence provides a clear and complete explanation of the venture capital (VC) due diligence process and shows you how to use it to assess investment opportunities, make smart investment decisions, and increase the return on your overall venture capital portfolio. This comprehensive ...

Financial crises

and what to do about them

The global economy has not yet succeeded in immunizing itself against financial crises. Indeed, the growing openness of financial markets has increased the danger of contagion and local crises spreading wider and faster than before. Barry Eichengreen explains the patterns behind recent crises, examines the ...

The real world of finance

12 lessons for the 21st Century

Traditional corporate finance concepts are losing their credibility in today's economy. The CFO, traditionally charged with minimizing capital costs and maximizing returns, now acts as a conduit for a company's financial health to the investment community and board of directors. This book aims ...

International finance

The second edition of International Finance is the ideal textbook to explain this challenging and stimulating subject to European students of finance, accounting, economics, banking and business. European markets and institutions are featured throughout and there is an emphasis on both the underlying economic and ...

Globalización financiera e integración monetaria

una perspectiva desde los países en desarrollo

Este libro analiza la inestabilidad financiera de las economías emergentes como pare de los cambios institucionales que se han dado tanto en el sistema monetario internacional, desde la ruptura de los Acuerdos de Bretton Woods, como en los mercados internacionales de dinero y capitales, con ...

Swaps and other derivatives

This work focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will ...

Preventing currency crises in emerging markets

National Bureau of Economic Research Conference Report

Behavioural finance

insights into irrational minds and markets

Behavioural finance is a rapidly expanding field, with major implications for the way in which the investment process is conducted. "Behavioural Finance" starts with the simple belief that in real life investors are not rational and that arbitrage is risky and therefore limited. This text ...

Foreign exchange in practice

the new environment

Foreign Exchange in Practice, now in its 3rd edition, is the single reference to the forex market any financial practitioner needs to have. It explains the concepts involved in foreign exchange and their application to real-life situations. Numerous examples are given. The book was originally ...

The simple rules of risk

revisiting the art of risk management

In an age where companies and financial institutions are keenly focusing on managing the financial risk of their operations, the implementation of quantitative methods and models has been of tremendous help, allowing firms to analyze and manage their risk more efficiently and effectively. However, the ...

Modern pricing of interest-rate derivatives

the LIBOR market model and beyond

Descripción: In recent years, interest-rate modelling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programmes have often developed with little constructive ...

The ART of risk management

alternative risk transfer, capital structure, and the convergence of insurance and capital markets

Learn about today's hottest new risk management tools One of the hottest areas of finance today, alternative risk transfer, or ART, refers to the use of various insurance products to manage market, credit, operational, legal, environmental, and other forms of risk. As the capital ...

Contributions to financial econometrics

theoretical and practical issues

This volume presents five survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments ...

Risk management, derivatives, and financial analysis under SFAS nº 133

The McKinsey mind

understanding and implementing the problem-solving tools and management techniques of the world's top strategic consulting firm

This is the first step-by-step manual for achieving McKinsey-style solutions and success. International bestseller "The McKinsey Way" provided a through-the-keyhole look at McKinsey & Co., history's most prestigious consulting firm. Now, the follow-up implementation manual, "The McKinsey Mind", reveals the hands-on secrets behind the powerhouse firm's success and discusses how executives from any field or industry can use those tactics to be more proactive and successful in their day-to-day decision-making. Structured around interviews and frontline anecdotes from former McKinsey consultants as well as the authors, themselves McKinsey alumni The McKinsey Mind explores how McKinsey tools and techniques can be applied to virtually any business problem in any setting.Immensely valuable in today's crisis-a-minute workplace, it discusses: techniques for framing problems and designing analyses; methods for interpreting results and presenting solutions; and, keys for managing teams, managing clients, and managing yourself. The ability to think ...