Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice.
Fiduciary responsibilities and related court-imposed liabilities have forced investors to assess market conditions beyond gut level, resulting in the development of sophisticated decision-making tools.
As individuals are becoming more and more responsible for ensuring their own financial future, portfolio or fund management has taken on an increasingly important role in banks' ranges of offerings to their clients.
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars.
Financial Performance presents the foundation concepts underlying the Senior Executive Programmes the Authors have taught together and separately over the last 15 years in Europe, Asia and North America.
This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "e;plain vanilla"e; bonds to hybrid instruments and structured products.
A Behavioral Approach to Asset Pricing Theory examines the reigning assumptions of asset pricing theory and reconstructs them to incorporate findings from behavioral finance.
William E Simon-quintessential American figure of the American century: Wall Street wunderkind, treasury secretary under Presidents Nixon and Ford, successful entrepreneur, US Olympic Committee president, best-selling author, pioneering philanthropist, and devout Catholic.
A comprehensive and illuminating account of the history of credit in America-and how it continues to divide the haves from the have-notsThe Economy of Promises is a far-reaching study of credit in nineteenth- and twentieth-century America.
The Gilt-Edged Market is specifically aimed at finance professionals and investors who need to understand the inner working of the United Kingdom gilt market.
Credit Risk: from transaction to portfolio management provides high level, focused analysis of the nature of credit risk in investment bank portfolio management.
Credit Risk Management will enable general bankers, staff, and credit analyst trainees to understand the basic information and principles underlying credit risk evaluation, and to use those underlying principles to undertake an analysis of non financial and financial risks when preparing a credit proposal.
Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++.
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.
Operations Risk--a form of Operational Risk, is becoming increasingly important as more and more sophisticated products and the use of those products occurs in the financial services industry.
Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques.
The modern marketplace is increasingly unpredictable and there is an ever-greater need for non-financial managers to understand the financial and management accounting process.
Advances in International Accounting is a refereed, academic research annual, that is devoted to publishing articles about advancements in the development of accounting and its related disciplines from an international perspective.
In this book, Pascal Costantini gives a lively and wonderfully readable account of ten years of efforts by a small group of investment analysts to find a reliable, practical and implementable method for valuing and selecting shares.