корпоративные финансы

Praise for Managing a Corporate Bond Portfolio «Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corpora…

In The Handbook of Municipal Bonds, editors Sylvan Feldstein and Frank Fabozzi provide traders, bankers, and advisors—among other industry participants—with a well-rounded look at the industry of tax-exempt municipal bonds. Chapter by chapter, a dive…

Operational risk assessment The Commercial Imperative of a More Forensic and Transparent Approach Brendon Young and Rodney Coleman “Brendon Young and Rodney Coleman's book is extremely timely. There has never been a greater need for the financial ind…

How to tap the power of the balanced scorecard, for financial services organizations Designed to help financial services organizations build and implement the strategic management framework known as the balanced scorecard, Creating a Balanced Scoreca…

Interest in algorithmic trading is growing massively – it’s cheaper, faster and better to control than standard trading, it enables you to ‘pre-think’ the market, executing complex math in real time and take the required decisions based on the strate…

Enterprise Risk Management (ERM) represents a fundamental shift in the way businesses must approach risk. As the economy becomes more service driven and globally oriented, businesses cannot afford to let new, unforeseen areas of risk remain unidentif…

Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Der…

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equitie…

Financial Applications using Excel Add-in Development in C/C++ is a must-buy book for any serious Excel developer.Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own ad…

There are many books covering Fibonacci from an artistic and historical point of view and almost as many suggesting that Fibonacci retracements and numbers can be successfully applied to financial market time series. What is missing is a book that ad…

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness…

While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelming empirical evidence shows otherwise. Indeed, most of the asset returns exhibit “fat-tail…

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effec…

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling …

Credit rating agencies play a critical role in capital markets, guiding the asset allocation of institutional investors as private capital moves freely around the world in search of the best trade-off between risk and return. However, they have also …

Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this Enables readers to implement financial and econometric models in Matlab All centra…

There s a buzzword that has quickly captured the imagination of product providers and investors alike: «hedge fund replication». In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk ex…

The key to a successful loan workout is to identify the problems accurately and address them early. It is critical that the company's underlying business and financial problems are resolved and not merely the symptoms. Loan Workouts and Debt for Equi…

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader t…

Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmo…