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Foundations of Finance: Portfolio Decisions and Securities Prices
Foundations of Finance, though long out of print and nearly impossible to find, is a superbly readable introduction to the theory of finance. Though somewhat dated by the work that Fama and other economists have done in the past 25 years, this book covers a lot of ground in great detail. 1. Introduction (L. Renneboog) Part 1: Corporate restructuring 2. Mergers and acquisitions in Europe (M. Martynova, L. Renneboog). 3. The performance of...
203 p itc 20/01/2013 340 3
Từ khóa: corporate restructuring, competitive challenge in banking, corporate governance, capital structure and valuation, monetary economics, relating risks to asset types
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 394 2
Từ khóa: Managing Financial Risk, credit portfolio management, banking and finance, financial and credit management, tài chính tín dụng, quản lý rủi ro
Credit Derivatives: Instruments, Applications, and Pricing
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications...
354 p itc 08/01/2013 306 2
Từ khóa: money and monetary policy, finance accounting, credit derivatives, tài chính tín dụng, tài chính ngân hàng, risk management
Conditional Value-at-Risk (CVaR): Algorithms and ApplicationsStan UryasevRisk Management and
- simple convenient representation of risks (one number) - measures downside risk (compared to variance which is impacted by high returns) - applicable to nonlinear instruments, such as options, with non-mymmetric (non-normal) loss distributions - may provide inadequate picture of risks: does not measure losses exceeding VaR (e.g., excluding or doubling of big losses in November 1987 may not impact VaR historical estimates)
67 p itc 08/01/2013 312 2
Từ khóa: risk management, value-at-risk, definition of conditional value-at-risk, risk management with CVaR functions, hedging, conditional Drawdown-at-Risk
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
Not too many years ago, then then Chairman of the U.S. House Banking Committee told me it was out of the question to require bank and savings and loans to mark their assets to market. Would anyone responsible for financial regulatory overdight have the temerity to be similarly dismissive today? I suspect the answer is yes. However, the increased attention formal, scientific appraisal of bank risks has received since then is gratifying to me...
16 p itc 08/01/2013 331 2
Từ khóa: bank risk management, lý thuyết quản lý rủi ro ngân hàng, banking and finance, financial, economic, Risk Management, tài chính ngân hàng
Asset Securitization Comptroller’s Handbook
Asset securitization is helping to shape the future of traditional commercial banking. By using the securities markets to fund portions of the loan portfolio, banks can allocate capital more efficiently, access diverse and cost-effective funding sources, and better manage business risks. But securitization markets offer challenges as well as opportunity. Indeed, the successes of nonbank securitizers are forcing banks to adopt some of their...
92 p itc 08/01/2013 334 2
Từ khóa: asset securitization, currency administrator, liquidity and funds management, process management risks, tài chính ngân hàng, quản lý rủi ro
The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently...
416 p itc 08/01/2013 341 2
Từ khóa: financial and regulatory contexts, asset and risk management, underlying theories of asset management, risk management, asset management and risk management, quản lý tài sản và quản lý rủi ro
Absolute Returns: The Risk and Opportunities of Hedge Fund Investing
A practical guide to strategies of hedge fund investing. Hedge fund expert Alexander Ineichen outlines strategies that hedge fund managers use to achieve superior investment performance, particularly in bear markets, when traditional investment strategies do not perform so well, and shows readers how hedge funds might be added to traditional investment portfolios to achieve superior returns. Nontechnical yet sophisticated, Absolute Returns...
531 p itc 08/01/2013 319 2
Từ khóa: hedge fund investing, finance accounting, finance economics, investing commodities, Hedge fund investing, risk and opportunities of Hedge fund investing, quỹ đầu tư
Aswath Damodaran - Investment Valuation, 2nd Edition
Investment Valuation Tools and Techniques for Determining the Value of Any Asset Valuation is at the heart of every investment decision, whether that decision is to buy, sell, or hold. But the pricing of any financial asset has become a more complex task in modern financial markets. Now completely revised and fully updated to reflect changing market conditions, Investment Valuation, Second Edition, provides expert instruction on how to value...
1372 p itc 07/01/2013 336 2
Từ khóa: Investment Valuation, techniques for determining the value of any asset, investment decision, valuation of unconventional assets, risk in foreign countries, models used to value different types of assets
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
Handbook of Quantitative Finance and Risk Management
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis.
1715 p itc 07/01/2013 330 3
Từ khóa: handbook of quantitative finance, risk management, economics, accounting, statistics, econometrics, mathematics, stochastic process
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