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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment...
664 p itc 20/01/2013 357 2
Từ khóa: zero yield curve, deriving credit spreads, hedging, also covers interest rate, credit derivatives, valuation, risk management, portfolio strategies, securities
An Introduction to the Mathematics of Financial Derivatives
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a...
277 p itc 15/01/2013 327 2
Từ khóa: business mathematics, finance accounting, finance banking, derivatives, công cụ tài chính phát sinh, pricing models, interest rates, capital controls
A History of Interest Rates presents a very readable account of interest rate trends and lending practices over four millennia of economic history. Despite the paucity of data prior to the Industrial Revolution, authors Homer and Sylla provide a highly detailed analysis of money markets and borrowing practices in major economies. Underlying the analysis is their assertion that "the free market long-term rates of interest for any industrial...
732 p itc 15/01/2013 321 2
Từ khóa: interest rates, lending practices, economic history, history of interest rates, lịch sử của lãi xuất, money markets
Financial Econometrics: From Basics to Advanced Modeling Techniques
Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published...
576 p itc 08/01/2013 272 1
Từ khóa: investing finance, financial econometrics, basics to advanced modeling techniques, returns, interest rates, exchange rates
Asset pricing theory tries to understand the prices or values of claims to uncertain payments. A low price implies a high rate of return, so one can also think of the theory as explaining why some assets pay higher average returns than others. To value an asset, we have to account for the delay and for the risk of its payments. The effects of time are not too difficult to work out. However, corrections for risk are much more important...
462 p itc 08/01/2013 329 2
Từ khóa: Asset Pricing, định giá tài sản, estimating and evaluating asset pricing models, bonds and options, contingent claims markets, term structure of interest rates
A History of Interest Rates, Fourth Edition
A History of Interest Rates presents a very readable account of interest rate trends and lending practices over four millennia of economic history. Despite the paucity of data prior to the Industrial Revolution, authors Homer and Sylla provide a highly detailed analysis of money markets and borrowing practices in major economies. Underlying the analysis is their assertion that "the free market long-term rates of interest for any industrial...
732 p itc 08/01/2013 282 2
Từ khóa: history of interest rates, lending practices, economic history, lịch sử lãi xuất, tài chính ngân hàng, popular economics
Interest Rate, Term Structure, and Valuation Modeling
This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series....
530 p itc 07/01/2013 280 1
Từ khóa: valuable insights, advanced modeling techniques, Interest Rate, Term Structure, Valuation Modeling, portfolio managers
Handbook of Finance, Financial Markets and Instruments (Volume 1)
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating...
869 p itc 07/01/2013 334 1
Từ khóa: handbook of finance, financial markets and instruments, derivative instruments, role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, the determinants of asset pricing and interest rates
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