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 ...

Asset price dynamics, volatility, and prediction

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent ...

Teoría de la financiación I

modelos CAPM, APT y aplicaciones

Este libro se ocupa de las inversiones financieras y su valoración por el mercado. Un inversor que valore la conveniencia de acometer un proyecto de inversión en una empresa debe comparar la rentabilidad de dicha inversión real con la que le ofrece el mercado en ...

Extreme financial risks

from dependence to risk management

Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment ...

Valoración de empresas

el EBO en la valoración de acciones: hacia una propuesta para su aplicación

Market-conform valuation of options

Table of Contents: Introduction * Construction of Arbitrage-Free Implied Trees: A New Approach * Market-Conform Option Valuation: An Empirical Assessment of Alternative Approaches * Market-Conform Valuation of American-Style Options via Monte Carlo Simulation * Synopsis.

Modelos probabilísticos aplicados a la Teoría General de Valoración

el método de las dos betas

La presente monografía se estructura en tres capítulos, la extensión de los mismo es muy distinta, el segundo es más amplio que los otros, como consecuencia de sus temáticas diferencias, aunque muy relacionadas entre sí. En este libro se presenta una metodología para utilizar más ...

Fibonacci and Gann applications in financial markets

practical applications of natural and synthetic ratios in technical analysis

There are many books covering Fibonacci from an artistic and historical point of view and almost as many suggesting that Fibonacci retracements and numbers can be successfully applied to financial market time series. What is missing is a book that addresses the common errors in ...

Energy risk modeling

applied modeling methods for risk managers

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical ...

How to understand the financial pages

a guide to money and the jargon

Whether you are a beginner or an expert, this book shows you how to get the most from the financial pages. Practical and accessible, it is an indispensable guide to reading the financial tables and understanding the terminology involved. Alexander Davidson throws light on how ...

Syndicated lending

"Syndicated Lending" aims to increase the readers awareness of the benefits and risks involved in taking part in the Syndicated Loan market. This book covers: Who the major players in the syndication loan market are? Why syndication loans are used? syndication loan structures and documentation ...

Credit risk management

"Credit Risk Management" will enable general bankers, staff, and credit analyst trainees to understand the basic information and principles underlying credit risk evaluation, and to use those underlying principles to undertake an analysis of non financial and financial risks when preparing a credit proposal. Since ...

Multinational corporate strategy and finance

Financial management

Financial Management is the ideal course text for business and management undergraduates and MBA students taking an introductory module in Financial Management. The concise yet thorough style of the book makes it highly accessible for students coming to the subject for the first time. This ...

Máster en inversiones

la guía completa sobre inversiones

Economic nfoundation of asset price processes

The 18 immutable laws of corporate reputation

creating, protecting and reparing your most valuable asset

Statistics of financial markets

an introduction

Building financial models with Mocrosoft Excel

a guide for business professionals

Análisis multicriterio aplicado a la selección de carteras