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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 exposure...
516 p itc 08/01/2013 337 1
Từ khóa: Hedging, Market makers, Risk management, Economic management, Market, Measuring risks, Trading, ...
Modeling Liquidity Risk: With Implications for Traditional Market Risk Measurement and Management
Market risk management under normal conditions traditionally has focused on the distribution of portfolio value changes resulting from moves in the mid-price. Hence the market risk is really in a "pure" form: risk in an idealized market with no "friction" in obtaining the fair price. However, many markets possess an additional liquidity component that arises from a trader not realizing the mid-price when liquidating her position, but rather...
18 p itc 08/01/2013 331 1
Từ khóa: market risk management, market securities, simple liquidity risk methodology, modeling liquidity risk, traditional market risk measurement, quản lý rủi ro thị trường chứng khoán
Measuring Risk in Complex Stochastic Systems
During the last decade, problems in the world of finance have been the main driving force for developing sophisticated mathematical methods which may be used for identifying and measuring risk. The focus is still on quantifying market and credit risk, but general operational risks will become more important in the future. In this book the reader will find approaches from economic theory, allocation problems, credit scoring, volatility...
251 p itc 08/01/2013 304 2
Từ khóa: measuring risk in complex stochastic systems, sophisticated mathematical methods, market and credit risk, economic theory, credit scoring, volatility structures, general market risk, tài chính tín dụng
This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma...
395 p itc 08/01/2013 312 1
Từ khóa: Financial Risk, Measuring Market Risk, Risk measurement, Risk market, Statistics parameter market, Market Management.
Financial Market Risk: Measurement & Analysis
This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets, such as stock, bond and real estate market, and turbulence in antipersistent financial markets,...
493 p itc 08/01/2013 354 1
Từ khóa: finance accounting, finance economics, accounting, financial market risk, rủi ro thị trường tài chính, financial market risk measurement and analysis
Banking on Basel: The Future of International Financial Regulation
Banking on Basel: The Future of International Financial Regulation by Daniel K. Tarullo September 2008 • 256 pp. ISBN Paper 978-0-88132-423-5 The turmoil in financial markets that resulted from the 2007 subprime mortgage crisis in the United States indicates the need to dramatically transform regulation and supervision of financial institutions. Would these institutions have been sounder if the 2004 Revised Framework on International...
289 p itc 08/01/2013 321 2
Từ khóa: international financial regulation, banking on Basel, financial markets, banking supervision, giám sát ngân hàng, khủng hoảng thị trường tài chính, credit risk models
Principles of Corporate Finance Brealey and Myers Sixth EditionuFinance and the Financial
Chapter 1 Topics Covered What Is A Corporation? w The Role of The Financial Manager w Who Is The Financial Manager? w Separation of Ownership and Management w Financial Markets Corporate Structure Sole Proprietorships Unlimited Liability Personal tax on profits Partnerships Limited Liability Corporations Corporate tax on profits + Personal tax on dividends
816 p itc 07/01/2013 438 1
Từ khóa: finance, manage, financial risk, currency, Financial Manager, Firm's operations, Financial markets
International Finance: Theory into Practice
International Finance presents the corporate uses of international financial markets to upper undergraduate and graduate students of business finance and financial economics. Combining practical knowledge, up-to-date theories, and real-world applications, this textbook explores issues of valuation, funding, and risk management. International Finance shows how theoretical applications can be brought into managerial practice. The text...
396 p itc 07/01/2013 356 2
Từ khóa: International Finance, international financial markets, business finance, financial economics, risk management, currency markets, long-term international funding, direct investmen
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.
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