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Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 22270 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Financial Markets and Corporate Strategy
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 41710 T Наличие на складе: Поставка под заказ. Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Gregory Название: Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, 2nd Edition ISBN: 1118316673 ISBN-13(EAN): 9781118316672 Издательство: Wiley Рейтинг: Цена: 37320 T Наличие на складе: Поставка под заказ. Описание: The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a CVA desk is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA.
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 41150 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: Monique Jeanblanc; Marc Yor; Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 38930 T Наличие на складе: Есть Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.
Автор: Belke, Ansgar Polleit, Thorsten Название: Monetary economics in globalised financial markets ISBN: 3540710027 ISBN-13(EAN): 9783540710028 Издательство: Springer Рейтинг: Цена: 94580 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Integrates the fundamentals of monetary theory, monetary policy theory and financial market theory, providing a comprehensive introduction to the many-sided interrelations between these fields of research. This work covers topics including, inter alia, alternative money supply regimes, money demand functions and monetary policy transmission.
Автор: Satyajit Das Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised ISBN: 0470821671 ISBN-13(EAN): 9780470821671 Издательство: Wiley Рейтинг: Цена: 62200 T Наличие на складе: Поставка под заказ. Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 56. Convertible Securities 57. Structured Convertible Securities 58. Equity Linked Notes 59. Equity Derivatives - Investor Applications 60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes 62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 63. Commodity Derivatives - Metal Markets 64. Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 65. Credit Derivative Products 66. Credit Linked Notes/Collateralised Debt Obligations 67. Credit Derivatives/Default Risk - Pricing and Modelling 68. Credit Derivatives - Applications/Markets NEW MARKETS 69. Inflation Indexed Notes and Derivatives. 70. Alternative Risk Transfer/Insurance Derivatives 71. Weather Derivatives 72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives 73. Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 74. Electronic Markets and Derivatives Trading 75. Financial Derivatives - Evolution and Prospects
Автор: Thorsten Hens Название: Handbook of Financial Markets: Dynamics and Evolution, ISBN: 0123742587 ISBN-13(EAN): 9780123742582 Издательство: Elsevier Science Рейтинг: Цена: 79590 T Наличие на складе: Нет в наличии. Описание: Includes models of portfolio selection and asset price dynamics which explains the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, this book depicts the state of debate on the market selection hypothesis.
Автор: Simpson Thomas D Название: Financial Markets, Banking, and Monetary Policy ISBN: 1118872231 ISBN-13(EAN): 9781118872239 Издательство: Wiley Рейтинг: Цена: 49760 T Наличие на складе: Поставка под заказ. Описание: Praise for Financial Markets, Banking, and Monetary Policy A lucid treatment that takes on board shadow?€“banking, Dodd?€“Frank, the zero lower bound, and forward guidance. In short, all the key post?€“crisis issues. Anil Kashyap, Edward Eagle Brown Prof
Автор: Lacalle Daniel Название: The Life in the Financial Markets: How They Really Work and Why They Matter to You ISBN: 1118914872 ISBN-13(EAN): 9781118914878 Издательство: Wiley Рейтинг: Цена: 18650 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A review of the international financial markets. It offers the financial services professional, a comprehensive analysis of the financial markets and the financial services industry. It also includes a review of effective strategies and forecasts the trends that represent potential opportunities for investors.
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