Financial Markets Operations Management, Dickinson Keith

Автор: David Hillier,Mark Grinblatt
Название: Financial Markets and Corporate Strategy 2 ed.
ISBN: 0077129423 ISBN-13(EAN): 9780077129422
Издательство: McGraw-Hill
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Цена: 70910.00 T
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Описание: Financial Markets and Corporate Strategy

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 117390.00 T
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Franke
Название: Statistics of Financial Markets, 3 ed.
ISBN: 3642165206 ISBN-13(EAN): 9783642165207
Издательство: Springer
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Цена: 69830.00 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: Lai, Tze Leung Xing, Haipeng
Название: Statistical models and methods for financial markets
ISBN: 1441926682 ISBN-13(EAN): 9781441926685
Издательство: Springer
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Цена: 68900.00 T
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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: 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
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Цена: 63360.00 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: John C. Hull
Название: Risk management and financial institutions, 4th ed
ISBN: 1118955943 ISBN-13(EAN): 9781118955949
Издательство: Wiley
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Цена: 105600.00 T
Наличие на складе: Невозможна поставка.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids.try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY  find indispensable.ny ways to invest in residential income property Considerations for foreclosures, REOs, and probate sales What you need to know about property inspections and closings Advice on setting rental policies and finding trustworthy tenants The lowdown on recordkeeping, accounting, and taxes Ways to increase a property?s return Ten insider?s steps to real estate investing success , over 255 papers; and given more than 160 conference presentations.aluation.Olofsson is the author of Probability, Statistics, and Stochastic Processes, Second Edition, also published by Wiley.  ned to be used every day in the fast–paced veterinary setting Includes dosages for a wide range of species, including dogs, cats, exotic animals, and farm animals Provides a must–have reference for veterinarians and veterinary students se pathways can be individually assessed and compared to one another. The book describes both the strengths and limitations of the current molecular and atomistic modelling toolkit so that the professional interested in using these techniques can determine whether or not a given tool is appropriate for simulating the corrosion phenomenon at hand. The book also can serve as a reference for researchers seeking to build new research programs that will extend the current molecular modelling toolkit into exciting new directions. Molecular Modeling of Corrosion Processes features: Recent examples of applications of molecular modeling to corrosion phenomena throughout the text An introduction to mechanisms and models in corrosion science and engineering Methods such as kinetic Monte Carlo simulation, thermodynamic analysis, simulation of adsorption phenomena, statistical mechanics, and conventional transition state theory Presents current challenges and likely developments in this field for the future Various recent examples of applications of molecular modeling to corrosion phenomena are provided throughout the text. Some of these applications include the molecular dynamics of interfaces, dissolution mechanisms and dealloying, interrogating surface chemistry, properties of passive films, localized corrosion, the metal/metal oxide interface, hydrogen embrittlement, stress corrosion cracking, the modeling of corrosion inhibitors, and computational materials discovery. Christopher Taylor Ph.D. is a Senior Researcher in the Research and Innovation Group at DNV GL, and an Associate Research Professor in the Fontana Corrosion Center of The Ohio Stat

Автор: Saunders
Название: Financial Institutions Management: A Risk Management Approach
ISBN: 1259010856 ISBN-13(EAN): 9781259010859
Издательство: McGraw-Hill
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Цена: 40950.00 T
Наличие на складе: Невозможна поставка.
Описание: Provides an approach that focuses on managing return and risk in modern financial institutions.

Автор: Bindseil, Ulrich
Название: Monetary Policy Operations and the Financial System
ISBN: 0198716907 ISBN-13(EAN): 9780198716907
Издательство: Oxford Academ
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Цена: 88710.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An introduction to the way that central banks implement monetary policy through market operations. It explains monetary policy operations in normal times, reviews the basic mechanics of financial crises, and explains what central banks need to do to fulfil their monetary policy and financial stability mandates when markets and banks are impaired.

Автор: Tunaru Radu
Название: Model Risk in Financial Markets: From Financial Engineering to Risk Management
ISBN: 9814663409 ISBN-13(EAN): 9789814663403
Издательство: World Scientific Publishing
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Цена: 124610.00 T
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Описание: The financial systems in most developed countries today build up a large amount of model risk on a daily basis.

Название: Treasury Markets and Operations
ISBN: 0470827572 ISBN-13(EAN): 9780470827574
Издательство: Wiley
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Цена: 42240.00 T
Наличие на складе: Поставка под заказ.
Описание: THE ESSENTIAL RESOURCE FOR UNDERSTANDING TREASURY MARKETS AND OPERATIONS Treasury Markets and Operations offers bank treasury professionals the necessary knowledge and essential tools for understanding the complexity of changing market conditions. It provides an in–depth look at how banks and financial institutions manage their treasury operations and the relationship with various markets including foreign exchange, bond markets and derivatives. The text includes the most current information and addresses such timely topics as the increased market volatility in both the currency and money markets and the rollout of Basel III which will be in effect through 2019. Designed as a practical resource, the book contains a series of illustrative case studies that show how weaknesses in treasury control can result in significant losses to financial institutions. The book also includes detailed explanations, summaries, tables, and charts to help banking professionals develop a sound theoretical framework for their work in the field. Produced in collaboration with some of Hong Kongs most prominent professionals, this text is an essential resource for banking students and working professionals who want to stay current with advances and changes in the field. Chong Hing Bank Serving the Hong Kong community with wholesale and retail banking services since 1948, Chong Hing Bank Limited is delighted to sponsor this useful book. Since 2014, Chong Hing Bank has become a member of Yuexiu Group, a leading Mainland China state–owned enterprise with more than RMB200 billion in assets in Guangzhou. Chong Hing Bank offers a wide range of banking products and provides securities trading, financial management and insurance services through its subsidiaries.

Автор: Brink
Название: Banking/Trading - Operations Management
ISBN: 140390460X ISBN-13(EAN): 9781403904607
Издательство: Springer
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Цена: 213360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operations management is becoming critical among the success factors of financial institutions. Banking/ Trading - Operations Management focuses on the particular challenges and new trends the operations manager has to address, which involves a balancing act between cost optimization and growing business requirements.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 40130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.