Download Full eBooks in PDF
Derivatives Risk Management Amp Value Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Derivatives Risk Management Amp Value book. This book definitely worth reading, it is an incredibly well-written.
Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 47,5 Mb
Release : 2024-06-10
Category : Electronic
ISBN : 9789814468749
Author : Christopher L. Culp
Publisher : John Wiley & Sons
Page : 625 pages
File Size : 42,8 Mb
Release : 2002-02-28
Category : Business & Economics
ISBN : 9780471151241
Integrates essential risk management practices with practical corporate business strategies Focusing on educating readers on how to integrate risk management with corporate business strategy-not just on hedging practices-The Risk Management Process is the first financial risk management book that combines a detailed, big picture discussion of firm-wide risk management with a comprehensive discussion of derivatives-based hedging strategies and tactics. An essential component of any corporate business strategy today, risk management has become a mainstream business process at the highest level of the world's largest financial institutions, corporations, and investment management groups. Addressing the need for a well-balanced book on the subject, respected leader and teacher on the subject Christopher Culp has produced a well-balanced, comprehensive reference text for a broad audience of financial institutions and agents, nonfinancial corporations, and institutional investors.
Author : Thomas S. Y. Ho,Sang Bin Lee
Publisher : Oxford University Press
Page : 770 pages
File Size : 42,8 Mb
Release : 2004-01-15
Category : Business & Economics
ISBN : 0199727708
The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the context for applications of the models. The book presents the financial models of stock and bond options, exotic options, investment grade and high-yield bonds, convertible bonds, mortgage-backed securities, liabilities of financial institutions--the business model and the corporate model. It also describes the applications of the models to corporate finance. Furthermore, it relates the models to financial statements, risk management for an enterprise, and asset/liability management with illiquid instruments. The financial models are progressively presented from option pricing in the securities markets to firm valuation in corporate finance, following a format to emphasize the three aspects of a model: the set of assumptions, the model specification, and the model applications. Generally, financial modeling books segment the world of finance as "investments," "financial institutions," "corporate finance," and "securities analysis," and in so doing they rarely emphasize the relationships between the subjects. This unique book successfully ties the thought processes and applications of the financial models together and describes them as one process that provides business solutions. Created as a companion website to the book readers can visit www.thomasho.com to gain deeper understanding of the book's financial models. Interested readers can build and test the models described in the book using Excel, and they can submit their models to the site. Readers can also use the site's forum to discuss the models and can browse server based models to gain insights into the applications of the models. For those using the book in meetings or class settings the site provides Power Point descriptions of the chapters. Students can use available question banks on the chapters for studying.
Author : S. Motamen-Samadian
Publisher : Springer
Page : 167 pages
File Size : 43,7 Mb
Release : 2005-10-11
Category : Business & Economics
ISBN : 9780230596368
This book provides a thorough analysis of risk management in emerging markets. A collection of eight studies, each chapter examines the range of risks that investors face in an emerging market, and the methods that should be used to manage these risks. It includes the latest empirical studies on the role of insider trading and the extent of information efficiency of these markets, and a comprehensive assessment of the suitability of the Value at Risk models to emerging markets.
Author : Mondher Bellalah
Publisher : World Scientific
Page : 996 pages
File Size : 53,8 Mb
Release : 2010
Category : Business & Economics
ISBN : 9789812838636
19.1. Numerical analysis and simulation techniques : an introduction to finite difference methods. 19.2. Application to European options on non-dividend paying stocks. 19.3. Valuation of American options with a composite volatility. 19.4. Simulation methods : Monte-Carlo method. ch. 20. Numerical methods and partial differential equations for European and American derivatives with complete and incomplete information. 20.1. Valuation of American calls on dividend-paying stocks. 20.2. American puts on dividend-paying stocks. 20.3. Numerical procedures in the presence of information costs : applications. 20.4. Convertible bonds. 20.5. Two-factor interest rate models and bond pricing within information uncertainty. 20.6. CBs pricing within information uncertainty -- pt. VIII. Exotic derivatives. ch. 21. Risk management : exotics and second-generation options. 21.1. Exchange options. 21.2. Forward-start options. 21.3. Pay-later options. 21.4. Simple chooser options. 21.5. Complex choosers. 21.6. Compound options. 21.7. Options on the maximum (minimum). 21.8. Extendible options. 21.9. Equity-linked foreign exchange options and quantos. 21.10. Binary barrier options. 21.11. Lookback options. ch. 22. Value at risk, credit risk, and credit derivatives. 22.1. VaR and riskmetrics : definitions and basic concepts. 22.2. Statistical and probability foundation of VaR. 22.3. A more advanced approach to VaR. 22.4. Credit valuation and the creditmetrics approach. 22.5. Default and credit-quality migration in the creditmetrics approach. 22.6. Credit-quality correlations. 22.7. Portfolio management of default risk in the Kealhofer, McQuown and Vasicek (KMV) approach. 22.8. Credit derivatives : definitions and main concepts. 22.9. The rating agencies models and the proprietary models.
Author : Robert E. Whaley
Publisher : John Wiley & Sons
Page : 962 pages
File Size : 49,6 Mb
Release : 2007-02-26
Category : Business & Economics
ISBN : 9780470086384
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Author : Sundaram Janakiramanan
Publisher : Pearson Education India
Page : 548 pages
File Size : 50,7 Mb
Release : 2011
Category : Electronic
ISBN : 8131755142
Author : Angelo Corelli
Publisher : Emerald Group Publishing
Page : 579 pages
File Size : 51,8 Mb
Release : 2024-05-27
Category : Business & Economics
ISBN : 9781837532520
Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure.
Author : Robert A Jarrow,Arkadev Chatterjea
Publisher : World Scientific
Page : 772 pages
File Size : 50,7 Mb
Release : 2019-05-16
Category : Business & Economics
ISBN : 9781944659578
Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!
Author : Anonim
Publisher : Pearson Education India
Page : 676 pages
File Size : 41,6 Mb
Release : 2024-06-10
Category : Electronic
ISBN : 8131759938
Author : Don M. Chance,Robert Brooks
Publisher : Thomson South-Western
Page : 680 pages
File Size : 52,6 Mb
Release : 2007
Category : Derivative securities
ISBN : UCBK:C091178813
This book provides detailed but flexible coverage of options, futures, forwards, swaps, and risk management - as well as a solid introduction to pricing, trading, and strategy - allows instructors to selectively tailor inclusion of topics/chapters to fit the length of the course.
Author : Christopher L. Culp
Publisher : John Wiley & Sons
Page : 590 pages
File Size : 52,7 Mb
Release : 2002-07-11
Category : Business & Economics
ISBN : 9780471263692
Learn about today's hottest new risk management tools One of the hottest areas of finance today, alternative risk transfer, or ART, refers to the use of various insurance products to manage market, credit, operational, legal, environmental, and other forms of risk. As the capital and insurance markets continue to converge, the number and complexity of new risk-defraying insurance products available to corporations, brokerages, money managers and other financial professionals will continue to grow. Expert Christopher L. Culp uses case studies of recent ART transactions used by risk managers to put the field into perspective for financial professionals and to acquaint them with the various types of risk control products now available. In addition he explores, in-depth, the links between ART, derivatives and bank-arranged risk financing, and he explains the key differences between classic insurance products and financial guarantees, risk financing, bundled layering, and other ART forms.
Author : Mondher Bellalah
Publisher : World Scientific
Page : 617 pages
File Size : 54,5 Mb
Release : 2009
Category : Business & Economics
ISBN : 9789812797476
This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives. The subjects covered range from the fundamental products in OTC markets, standard and exotic options, the concepts of value at risk, credit derivatives and risk management, to the applications of option pricing theory to real assets.To further elucidate these complex concepts and formulas, this book also explains in each chapter how theory and practice go hand-in-hand. This volume, a culmination of the author's 12 years of professional experience in the field of finance, derivative analysis and risk management, is a valuable guide for postgraduate students, academics and practitioners in the field of finance.
Author : Kevin Dowd
Publisher : John Wiley & Sons
Page : 304 pages
File Size : 46,8 Mb
Release : 2003-03-14
Category : Business & Economics
ISBN : 9780470855201
Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software. Covers the subject without advanced or exotic material.
Author : Kevin Dowd
Publisher : John Wiley & Sons
Page : 395 pages
File Size : 41,7 Mb
Release : 2003-02-28
Category : Business & Economics
ISBN : 9780470855218
The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.