Financial derivatives

pricing, applications and mathematics

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically ...

Winning spread betting strategies

how to make money in the medium term in up, down and sideways markets

From the author of the best seller 'The Financial Spread Betting Handbook' comes a book about constructing winning spread betting strategies. Seven strategies are presented covering all types of market; up, down and sideways. Key ingredients for each strategy include overall market direction, entry and ...

Stock market efficiency, insider dealing and market abuse

The recent turbulence in the stock market has brought into question the way, and prices at which, shares are traded, and how the market effectively values companies. It has also raised public concern as to the way by which dealers and investors take advantage of ...

Own the world

how smart investors create global portfolios

Global investing isn't new. In fact, investors have been looking to overseas markets for hundreds of years, and with good reason. A global portfolio bestows innumerable rewards on the savvy investor, yet we in the US remain woefully under exposed to foreign equities. Despite ...

Option spread strategies

trading up, down, and sideways markets

Complex option structures are no longer traded only by professionals; these strategies are now available and actively traded by individual investors and traders. In Option Spread Strategies, Anthony J. Saliba discusses which strategy to employ, various nuances of each, how to manage the position, and ...

Trade options online

In this fully updated book, options trading innovator George Fontanills arms you with the knowledge and skills you need to unleash the phenomenal power of your computer to become a successful online options trader. Following a concise review of the basics of online trading - including ...

CFDs made simple

a straightforward guide to contracts for difference

CFDs are flexible trading instruments that offer high degrees of leverage; however, they are high risk. This work presents a straightforward, practical guide to trading CFDs.

Sell short

A simpler, safer way to profit when stocks go down

In "Sell Short", author Michael Shulman demystifies the art of short- selling and reveals how investors can successfully use this approach to profit from busted stocks in both up and down markets. "Sell Short" provides readers with a comprehensive overview of how to capture significant ...

Equity derivatives

documenting and understanding equity derivative products

Ed. Edmund Parker. Equity derivatives are financial instruments whose value is based on underlying equity securities, such as stocks or stock market indices. They allow market participants to transfer risks associated with the underlying securities. In recent years their popularity has grown spectacularly: by the ...

The SABR/LIBOR Market Model

pricing, calibration and hedging for complex interest-rate derivatives

This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model ...

The practical guide to Wall Street

equities and derivatives

"The Practical Guide to Wall Street" is an indispensable resource for anyone who aspires to a front-office sales or trading position on Wall Street and an essential desk reference for market practitioners and those who interact with this exciting but widely misunderstood industry. Written by ...

Asset allocation for dummies

This is an expert guide to the often-confusing process of mixing assets. Asset allocation is vital for investors because it has a major impact on reaching financial goals. If one doesn't include enough risk in a portfolio, investments may not earn a large enough ...

Economic modeling and inference

"Economic Modeling and Inference" takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention ...

Credit derivatives and structured credit trading

With CD-ROM. Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how ...

CDS delivery option

better pricing of credit default swaps

CDS Delivery Option provides worked-out examples, over 30 charts, a case study of Delphi, and detailed explanations of how the subprime crisis caused the credit crisis and the near collapse of the GSEs.

An introduction to international capital markets

products, strategies, participants

This is a convenient all-in-one introduction to the capital markets. This introductory guide to the capital markets offers deep and focused detail on the workings of the markets. It is accessible and comprehensive and ideal for those entering or already working in investment banking or ...

China's emerging financial markets

challenges and global impact

Eds. Zhu Min, Cai Jinqing, Marthe Avery. This comprehensive resource presents the views of China's most highly respected economists, bankers, and policy makers - along with opinions from Western authorities - on the current state of banking and finance in China. Tracing the history of China ...

Capex excellence

optimizing fixed asset investments

Auts. Hauke Hansen...[et.al]. Focusing on the core value levers companies can apply in the decision and design phase of capital investments, this book is the first to cover this topic in a holistic, practical, and strategic manner, and is based on McKinsey's ...

Finance

capital markets, financial management, and investment management

This title presents a comprehensive introduction to the dynamic world of finance. Created by the experienced author team of Frank Fabozzi and Pamela Peterson Drake, "Introduction to Finance" examines the essential elements of this discipline and makes them understandable to a wide array of readers ...

Benjamin Graham on investing

enduring lessons from the father of value investing

Ed. Rodney G. Klein. This book offers a collection of rare and insightful writings from Wall Street's seminal theorist. Considered the 'father of value investing,' Benjamin Graham remains one of the most acclaimed financial thinkers of all time. He revolutionized investment philosophy with his ...