Quantitative Analytics In Debt Valuation Management

Author : Mark Guthner
Publisher : McGraw Hill Professional
Page : 368 pages
File Size : 43,6 Mb
Release : 2012-05-21
Category : Business & Economics
ISBN : 9780071790628

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Quantitative Analytics in Debt Valuation & Management by Mark Guthner Pdf

A breakthrough methodology for profiting in the high-yield and distressed debt market Global advances in technology give investors and asset managers more information at their fingertips than ever before. With Quantitative Analytics in Debt Valuation and Management, you can join the elite club of quantitative investors who know how to use that information to beat the market and their competitors. This powerful guide shows you how to sharpen your analytical process by considering valuable information hidden in the prices of related assets. Quantitative Analytics in Debt Valuation and Management reveals a progressive framework incorporating debt valuation based on the interrelationships among the equity, bond, and options markets. Using this cutting-edge method in conjunction with traditional debt and equity analysis, you will reduce portfolio risk, find assets with the highest returns, and generate dramatically greater profits from your transactions. This book’s “fat-free” presentation and easy-to-navigate format jump-starts busy professionals on their way to mastering proven techniques to: Determine the “equity risk” inherent in corporate debt to establish the causal relationship between a company’s debt, equity, and asset values Price and analyze corporate debt in real time by going beyond traditional methods for computing capital requirements and anticipated losses Look with an insider’s eye at risk management challenges facing banks, hedge funds, and other institutions operating with financial leverage Avoid the mistakes of other investors who contribute to the systemic risk in the financial system Additionally, you will be well prepared for the real world with the book’s focus on practical application and clear case studies. Step-by-step, you will see how to improve bond pricing and hedge debt with equity, and how selected investment management strategies perform when the model is used to drive decision making.

Author : Michael C. Khouw,Mark W. Guthner
Publisher : John Wiley & Sons
Page : 358 pages
File Size : 47,7 Mb
Release : 2016-03-07
Category : Business & Economics
ISBN : 9781119212416

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The Options Edge by Michael C. Khouw,Mark W. Guthner Pdf

Capture the fortune you're losing with every trade by learning to exploit options The Options Edge + Free Trial shows you how to capture the fortune you lose out on every day. Buying and selling traditional investments often entails instruments with optionality. Sometimes this optionality is explicit, while other times it is hidden. If you're not leveraging these embedded options to their fullest advantage, you're losing money. Most retail investors don't truly understand the nuances involved in successful options trading and instead rely on more comfortable instruments with fewer complex mechanics. If you're interested in optimizing your portfolio, it's time to step out of your comfort zone and learn what you've been missing. This book gives you the background you need to take full advantage of options in this booming market. The companion website features easy to use analytical tools that help investors find the best opportunities so you can start applying these methods right away. Whether or not you ultimately decide to start actively trading options, the concepts discussed will make you a better all-around trader with greater security in your financial affairs. Most investors buy and sell options every day without ever knowing it. This book relates stories of those who have leveraged options to make fortunes and those who have lost by not understanding the optionality of their financial endeavors. You must know the fundamentals of options, and then learn to recognize hidden options, in order to improve success in all of your investment activities. After taking these steps, you can go on to: Create hidden options at little or no cost Structure your finances to reduce risk and increase wealth Utilize a practical pricing model for smarter investing The listed options are currently the only growing exchange traded financial product in the developed markets, with a current average volume of 20 million contracts—equivalent to 2 billion shares—per day. Now is the perfect opportunity to fortify your finances, and The Options Edge + Free Trial gives you the understanding and practical tools you need to optimize your portfolio today.

Author : Peter C. Stimes
Publisher : John Wiley & Sons
Page : 304 pages
File Size : 55,9 Mb
Release : 2011-07-22
Category : Business & Economics
ISBN : 9781118160756

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Equity Valuation, Risk, and Investment by Peter C. Stimes Pdf

Author Peter Stimes’s analysis of the investment process has long been inspired by some of the best minds in the world of finance, yet some of the ways in which he approaches this discipline are truly unique. In Equity Valuation, Risk, and Investment, Stimes shares his extensive expertise with you and reveals how practitioners can integrate and apply both the theory and quantitative analysis found in finance to the day-to-day decisions they must make with regard to important investment issues.

Author : Cheng-Few Lee,John Lee
Publisher : Springer Science & Business Media
Page : 1700 pages
File Size : 48,6 Mb
Release : 2010-06-14
Category : Business & Economics
ISBN : 9780387771175

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Handbook of Quantitative Finance and Risk Management by Cheng-Few Lee,John Lee Pdf

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 and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Author : Ivan E Brick,Harvey A Poniachek
Publisher : World Scientific
Page : 625 pages
File Size : 44,5 Mb
Release : 2023-10-04
Category : Business & Economics
ISBN : 9789811216756

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Cases In Financial Management: Applications For Financial Analysis by Ivan E Brick,Harvey A Poniachek Pdf

Cases in Financial Management provides original case studies in corporate finance that are based on actual corporate events, and on the authors' teaching and consulting experiences. Accompanied by sophisticated and detailed proposed solutions, this case book sheds great clarity on the application of financial management and market principles for both students and professionals, including consultants, accountants and attorneys who are advising corporate clients.

Author : Piergiorgio Vella
Publisher : Key Editore
Page : 52 pages
File Size : 53,9 Mb
Release : 2015-05-10
Category : Electronic
ISBN : 9788869590719

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Contributions in kind without the sworn estimation of the expert by Piergiorgio Vella Pdf

This publication is a description of an alternative instrument to the capital contribution in kind. This is an analysis of the contribution in kind to the company Owners’ Equity in the Italian s.r.l. (limited liability company) without prejudice to the credit rating and fiscal benefits guaranteed by capital contribution. It comes to the conclusion that it is possible to have a contribution in kind to the company Owners’ Equity in the s.r.l., without the statuary auditor estimation, with no alteration of credit rating and fiscal benefits of the company. Capital is nowadays deprived of its economic meaning, remaining, leaving all the expensive operations based on capital (onerous capital increments and bonus issues, and real and nominal capital reductions). It is therefore essential that the s.r.l. governance determine alternative instruments for the administration of the company patrimony.

Author : Cheng F. Lee,Alice C. Lee
Publisher : Center for PBBEFR & Airiti Press
Page : 128 pages
File Size : 55,9 Mb
Release : 2013-12-01
Category : Business & Economics
ISBN : 9789866286650

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Advances in Quantitative Analysis of Finance and Accounting (New Series，2013) Vol．11 by Cheng F. Lee,Alice C. Lee Pdf

Advances in Quantitative Analysis of Finance and Accounting (New Series) is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession.

Author : James C. T. Mao
Publisher : [New York] : Macmillan
Page : 646 pages
File Size : 45,7 Mb
Release : 1969
Category : Finance
ISBN : UCSC:32106000978038

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Quantitative Analysis of Financial Decisions by James C. T. Mao Pdf

Author : Wolfgang Karl Härdle,Nikolaus Hautsch,Ludger Overbeck
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 51,7 Mb
Release : 2008-08-26
Category : Mathematics
ISBN : 9783540691792

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Applied Quantitative Finance by Wolfgang Karl Härdle,Nikolaus Hautsch,Ludger Overbeck Pdf

Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.

Author : Moorad Choudhry
Publisher : FT Press
Page : 470 pages
File Size : 42,7 Mb
Release : 2002
Category : Business & Economics
ISBN : 0273654128

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Capital Market Instruments by Moorad Choudhry Pdf

This software will enable the user to learn about capital market.

Author : Joseph Callaghan,Hong Qian
Publisher : Cambridge Scholars Publishing
Page : 315 pages
File Size : 43,5 Mb
Release : 2015-09-04
Category : Business & Economics
ISBN : 9781443882156

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Third International Conference on Credit Analysis and Risk Management by Joseph Callaghan,Hong Qian Pdf

Held at Oakland University, School of Business Administration, Department of Accounting and Finance. This book provides a summary of state-of-the-art methods and research in the analysis of credit. As such, it offers very useful insights into this vital area of finance, which has too often been under-researched and little-taught in academia. Including an overview of processes that are utilized for estimating the probability of default and the loss given default for a wide array of debts, the book will also be useful in evaluating individual loans and bonds, as well as managing entire portfolios of such assets. Each chapter is written by authors who presented and discussed their contemporary research and knowledge at the Third International Conference on Credit Analysis and Risk Management, held on August 21–22, 2014 at the Department of Accounting and Finance, School of Business administration, Oakland University. This collection of writings by these experts in the field is uniquely designed to enhance the understanding of credit analysis in a fashion that permits a broad perspective on the science and art of credit analysis.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 54,9 Mb
Release : 2024-04-26
Category : Electronic
ISBN : 9789814471831

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Advances in Quantitative Analysis of Finance and Accounting by Anonim Pdf

Author : Cheng F. Lee
Publisher : World Scientific
Page : 270 pages
File Size : 49,5 Mb
Release : 2008
Category : Business & Economics
ISBN : 9789812791689

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Advances in Quantitative Analysis of Finance and Accounting by Cheng F. Lee Pdf

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.

Author : H. Kent Baker,Greg Filbeck,Halil Kiymaz
Publisher : John Wiley & Sons
Page : 448 pages
File Size : 52,5 Mb
Release : 2020-09-01
Category : Business & Economics
ISBN : 9781119632931

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Equity Markets, Valuation, and Analysis by H. Kent Baker,Greg Filbeck,Halil Kiymaz Pdf

Sharpen your understanding of the financial markets with this incisive volume Equity Markets, Valuation, and Analysis brings together many of the leading practitioner and academic voices in finance to produce a comprehensive and empirical examination of equity markets. Masterfully written and edited by experts in the field, Equity Markets, Valuation, and Analysis introduces the basic concepts and applications that govern the area before moving on to increasingly intricate treatments of sub-fields and market trends. The book includes in-depth coverage of subjects including: · The latest trends and research from across the globe · The controversial issues facing the field of valuation and the future outlook for the field · Empirical evidence and research on equity markets · How investment professionals analyze and manage equity portfolios This book balances its comprehensive discussion of the empirical foundations of equity markets with the perspectives of financial experts. It is ideal for professional investors, financial analysts, and undergraduate and graduate students in finance.

Author : Pablo Fernandez
Publisher : Elsevier
Page : 661 pages
File Size : 51,7 Mb
Release : 2002-09-11
Category : Business & Economics
ISBN : 9780080520377

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Valuation Methods and Shareholder Value Creation by Pablo Fernandez Pdf

Valuation Methods and Shareholder Value Creation provides a comprehensive examination of valuation tools and guidance for analyzing and valuing a business. It covers the basics of valuation methods and shareholder value creation in addition to rigorous approaches to discounted cash flow valuation and real options for valuing a company. It highlights quantitative analyses of firm value; emphasizes qualitative management assessments; and integrates data from international companies. By examining eight different methods of discounted cash flow valuation and discussing the pros and cons of each method, the book offers thorough, accessible coverage of corporate valuation. The book provides well-structured guidance for practitioners and MBA students with a background in finance. Highlights quantitative analyses of firm value Emphasizes qualitative management assessments Integrates data from international companies