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Risk Management
Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in banks, insurance companies, and the corporate sector. Due to the rising volatility in the financial markets as well as political and operational risks affecting the business sector in general, capital adequacy rules are equally important for non-financial companies. For the banking sector, the book emphasizes the modifications implied by the Basel II proposal. The volume has been written for academics as well as practitioners, in particular finance specialists. It is unique in bringing together such a wide array of experts and correspondingly offers a complete coverage of recent developments in risk management.
Advances in Fixed Income Valuation Modeling and Risk Management
Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.
Fundamentals of Investments
This introduction provides a clear framework for understanding and analyzing securities, and covers the major institutional features and theories of investing. While the book presents a thorough discussion of investments, the authors keep the material practical, relevant, and easy to understand. The latest developments in investments are brought to life through the use of tables, graphs, and illustrations that incorporate current market information and academic research. An international content deals directly with international securities and securities markets throughout the book--along with currency management and interest rate parity. Up-to-date "Money Matters" articles reflect the latest real-world developments and are provided throughout each chapter to give readers a sense of how practitioners deal with various investment issues and use techniques. Other coverage includes an array of investment tools--presented through discussions on stocks, bonds, and other securities such as options and futures. A guide to reviewing, forecasting, and monitoring--for individuals preparing to make investments or take the CFA exam.
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. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth...
Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes)
This four-volume handbook covers important topics in the fields of investment analysis, portfolio management, and financial derivatives. Investment analysis papers cover technical analysis, fundamental analysis, contrarian analysis, and dynamic asset allocation. Portfolio analysis papers include optimization, minimization, and other methods which will be used to obtain the optimal weights of portfolio and their applications. Mutual fund and hedge fund papers are also included as one of the applications of portfolio analysis in this handbook.The topic of financial derivatives, which includes futures, options, swaps, and risk management, is very important for both academicians and partitioners...
Puttable and Extendible Bonds
This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by less. Their embedded options work as a cushion and replicate the trading gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative markets in developing countries and eventually increase demand for long-term government bonds. Informal evidence from OECD countries suggests that these bonds were useful in the 1980s, when interest rates were volatile.
Valuation of Interest-Sensitive Financial Instruments
Valuations of Interest-Sensitive Financial Instruments provides in-depth analysis of the development and underpinnings of models that are essential to the financial analyst or valuation actuary. Complete coverage includes: spot and forward interest rates, discrete- and continuous-time one-factor models, multi-factor discrete- and continuous-time models, and simulation approaches.
Contemporary Financial Intermediation
Contemporary Financial Intermediation, Second Edition, brings a unique analytical approach to the subject of banks and banking. This completely revised and updated edition expands the scope of the typical bank management course by addressing all types of deposit-type financial institutions, and by explaining the why of intermediation rather than simply describing institutions, regulations, and market phenomena. This analytic approach strikes at the heart of financial intermediation by explaining why financial intermediaries exist and what they do. Specific regulations, economies, and policies will change, but the underlying philosophical foundations remain the same. This approach enables stu...
