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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
Dynamic Hedging: Managing Vanilla and Exotic Options
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market...
516 p itc 17/01/2013 299 2
Từ khóa: value at risk method, hedged dynamically, managing vanilla, exotic options, dynamic hedging, portfolio insurance, liquidity holesb, bảo hiểm danh mục đầu tư
Robust Portfolio Optimization and Management
"In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark...
513 p itc 08/01/2013 294 1
Từ khóa: robust portfolio optimization and management, robust optimization, lassical portfolio models, Operations Research, Financial Engineering, kinh tế tài chính
Portfolio Theory and Performance Analysis
For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management′s transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of...
283 p itc 08/01/2013 336 1
Từ khóa: investments securities, performance analysis, portfolio theory and performance analysis, asset management, financial industry, business models, quản lý tài sản
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option...
385 p itc 08/01/2013 308 1
Từ khóa: investing finance, skewed asset return distributions, implications for risk management, implications for portfolio selection, implications for option pricing, quản lý tài chính
L ike its sister book, Managing Financial Risk (which deals with market risk), this book evolved from a set of lecture notes. (My colleagues at Rutter Associates and I have been teaching classes on credit portfolio man-agement to bankers and regulators for almost four years now.) When lec-ture notes get mature enough that they start curling up on the edges, the instructor is faced with a choice—either throw them out or turn them into a...
354 p itc 08/01/2013 393 2
Từ khóa: Managing Financial Risk, credit portfolio management, banking and finance, financial and credit management, tài chính tín dụng, quản lý rủi ro
Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives and financial economics.
1030 p itc 07/01/2013 349 1
Từ khóa: Springer Finance, analysis of financial markets, phân tích thị trường tài chính, mathematical finance, foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, financial 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 281 1
Từ khóa: valuable insights, advanced modeling techniques, Interest Rate, Term Structure, Valuation Modeling, portfolio managers
Every day, stocks, bonds, and currencies bounce wildly in response to new economic indicators. Money managers obsess over those statistics, because they provide crucial clues about the future of the economy and the financial markets. Now you can use these indicators to make smarter investment decisions, just like the professionals do. You don't need an economics degree, or a CPA... just this easy-to-use book. Former TIME Magazine senior...
401 p itc 02/01/2013 333 2
Từ khóa: stocks, bonds, Money managers, financial markets, portfolio manager, quản lý tiền tệ, kinh tế tài chính
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