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This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such a…
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such a…
In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this boo…
In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this boo…
The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the fin…
The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the fin…
This book is about the author's amazing trip across six continents and the world economy and society. It discusses who's sinking and who's swimming, which countries are on the rise and which are collapsing, where you can make a million and where you …
This book is about the author's amazing trip across six continents and the world economy and society. It discusses who's sinking and who's swimming, which countries are on the rise and which are collapsing, where you can make a million and where you …
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative…
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative…
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the model…
Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the model…
This book presents a comprehensive reference for real estate investors everywhere. Covering the unique real-estate situations in seventeen key countries, including the United States and Europe, it offers a unique international overview of the real es…
This book presents a comprehensive reference for real estate investors everywhere. Covering the unique real-estate situations in seventeen key countries, including the United States and Europe, it offers a unique international overview of the real es…
The authors predict that the impact will be far-reaching, leading to a more liquid, mature and efficient capital market. The structure of capital markets in Europe and the behaviour of actors in these markets will be fundamentally affected, leading t…
The authors predict that the impact will be far-reaching, leading to a more liquid, mature and efficient capital market. The structure of capital markets in Europe and the behaviour of actors in these markets will be fundamentally affected, leading t…
Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imp…
Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imp…
The book analyzes, compares, and contrasts tools and techniques used in risk management at corporate, strategic business and project level and develops a risk management mechanism for the sequencing of risk assessment through corporate, strategic and…
The book analyzes, compares, and contrasts tools and techniques used in risk management at corporate, strategic business and project level and develops a risk management mechanism for the sequencing of risk assessment through corporate, strategic and…
Luca Albertini and Pauline Barrieu are to be congratulated on this volume. Written in a period where structured projects in finance are having a difficult time, it is worthwhile to return to the cradle of securitisation: insurance. Spread out over th…
Luca Albertini and Pauline Barrieu are to be congratulated on this volume. Written in a period where structured projects in finance are having a difficult time, it is worthwhile to return to the cradle of securitisation: insurance. Spread out over th…
Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded …
Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded …
Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress. …
Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress. …
Since the Bank of England was made independent in 1997, the conduct of monetary policy has been relatively uncontroversial. The debates between Keyneisans, monetarists and supporters of fixed exchange rate mechanisms now appear very distant. Despite …
Since the Bank of England was made independent in 1997, the conduct of monetary policy has been relatively uncontroversial. The debates between Keyneisans, monetarists and supporters of fixed exchange rate mechanisms now appear very distant. Despite …
Currency Strategy, Second Edition develops new techniques and explains classic tools available for predicting, managing, and optimizing fluctuations in the currency markets. Author Callum Henderson shows readers ho to use mathematical models to assis…
Currency Strategy, Second Edition develops new techniques and explains classic tools available for predicting, managing, and optimizing fluctuations in the currency markets. Author Callum Henderson shows readers ho to use mathematical models to assis…
The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, ass…
The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, ass…
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing …
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing …
In the first attempt to fully explore the controversial issues associated with the commercial application of nanotechnology, you'll find a thorough analysis of intellectual property and patents, financing and legal concerns, regulatory measures parti…
In the first attempt to fully explore the controversial issues associated with the commercial application of nanotechnology, you'll find a thorough analysis of intellectual property and patents, financing and legal concerns, regulatory measures parti…
Over the quarter of a century with which this book is concerned, the UK has had an extraordinarily diverse experience of monetary policy and monetary regimes. Monetary policy has been transformed, from attempts to control broad money from the supply …
Over the quarter of a century with which this book is concerned, the UK has had an extraordinarily diverse experience of monetary policy and monetary regimes. Monetary policy has been transformed, from attempts to control broad money from the supply …
In-depth answers for professionals looking to accurately value foreign equities Transnational Equity Analysis is today's most thorough guide to its subject, examining and comparing the techniques used by top analysts and fund managers in the analysis…
In-depth answers for professionals looking to accurately value foreign equities Transnational Equity Analysis is today's most thorough guide to its subject, examining and comparing the techniques used by top analysts and fund managers in the analysis…