• Ebook Credit derivatives pricing models: Model, pricing and implementation

    Ebook Credit derivatives pricing models: Model, pricing and implementation

    Ebook present the credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of...

     400 p itc 19/08/2019 95 0

  • Ebook Rating based modeling of credit risk: Theory and application of migration matrices

    Ebook Rating based modeling of credit risk: Theory and application of migration matrices

    Ebook present the content: based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this,...

     256 p itc 19/08/2019 95 0

  • An Introduction to Financial Mathematics in Continuous Time

    An Introduction to Financial Mathematics in Continuous Time

    In stochastic analysis in continuous time one usually considers R+ instead of N as the index set describing time, i.e at every time point t R one observes a random variable Xt. Whereas in discrete time one í dealing with random sequences X(t): N - R, in continuous time one is workng with stochastic functions X(t): R+ - R. Thuogh many results obtained in discrete time have a continuous time analogue we have to modify several notions and results

     53 p itc 27/01/2013 259 2

  • Principles of finance with excel

    Principles of finance with excel

    This chapter desls with the most basic concepts in finance: future value, present value, and internal rate of return. These concepts tell you how much your money will grow if deposited in a bank (future value), how much promised future payments are worth today (present value), and what percentage rate of return you're getting on your investments (internal rate of return). Financial assets and financial planning always have a time dimension....

     1062 p itc 27/01/2013 249 5

  • Statistical Analysis with Excel

    Statistical Analysis with Excel

    Statistical Analysis with Excel Statistical Analysis With Excel Statistical Analysis With Excel Exce for Profess ona s Volume 5 in the series Excell for Professiionalls Volume 1: Excel For Beginners Volume 2: Charting in Excel Volume 3: Excel-- Beyond The Basics Volume 4: Managing & Tabulating Data in Excel Volume 5: Statistical Analysis with Excel Volume 6: Financial Analysis using Excel Published by VJ Books Inc All rights reserved. No...

     256 p itc 27/01/2013 258 4

  • Frequently Asked Questions in Quantitative Finance

    Frequently Asked Questions in Quantitative Finance

    The book then has sections on: -Most Popular Probability Distributions and Their Uses in Finance -Ten Different Ways to Derive Black-Scholes -Models and Equations -The Black-Scholes formula and the Greeks -Common Contracts -Popular Quant Books -The Most Popular Search Words and Phrases on [...] -Brainteasers -Paul & Dominic's Guide to Getting a Quant Job it covers a lot of ground in a little more than 400 pages but it is a useful...

     432 p itc 20/01/2013 265 3

  • Fourier Transform Methods in Finance

    Fourier Transform Methods in Finance

    In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes. Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments...

     258 p itc 20/01/2013 260 2

  • Foundations of Finance: Portfolio Decisions and Securities Prices

    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 242 3

  • Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

    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 258 2

  • What is Financial Mathematics?

    What is Financial Mathematics?

    What is Financial Mathematics? Introduction • Financial Mathematics is a collection of mathematical techniques that find applications in finance, e.g. – Asset pricing: derivative securities. – Hedging and risk management – Portfolio optimization – Structured products • There are two main approaches: – Partial Differential Equations – Probability and Stochastic Processes Short History of Financial Mathematics • 1900:...

     52 p itc 20/01/2013 259 2

  • Financial Statement Analysis and Security Valuation

    Financial Statement Analysis and Security Valuation

    This book describes valuation as an exercise in financial statement analysis. Students learn to view a firm through its financial statements and to carry out the appropriate financial statement analysis to value the firm’s debt and equity. The book takes an activist approach to investing, showing how the analyst challenges the current market price of a share by analyzing the fundamentals. With a careful assessment of accounting quality,...

     371 p itc 20/01/2013 315 6

  • Financial Planning Using Excel, Second Edition: Forecasting, Planning and Budgeting Techniques

    Financial Planning Using Excel, Second Edition: Forecasting, Planning and Budgeting Techniques

    This book covers all aspects of budget preparation, from designing and creating a budgetary control system, consolidating data and working with spreadsheets. Now fully updated to include the latest version of Excel, Excel 2007 and for easy budgeting now with access to an online resource of worked examples and spreadsheet templates. The book shows how things are done in Excel 2003 and Excel 2007 to ease transition from the previous version...

     199 p itc 20/01/2013 276 4

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