Vasicek And Beyond

Author : L. P. Hughston
Publisher : Unknown
Page : 408 pages
File Size : 51,5 Mb
Release : 1996
Category : Economics
ISBN : UIUC:30112046211899

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Vasicek and Beyond by L. P. Hughston Pdf

Author : Joe Vasicek,J.M. Wight
Publisher : Joe Vasicek
Page : 175 pages
File Size : 51,9 Mb
Release : 2022-05-21
Category : Fiction
ISBN : 8210379456XXX

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Beyond World's End by Joe Vasicek,J.M. Wight Pdf

Eleven short stories and a poem that show us what comes after the end of all we know. This is the fourth volume of the collected short stories of Joe Vasicek. It includes: The Manchurian Paradox We have met our timeline's enemy and he is us. A Fatal Rebirth Nothing in this world should live forever—not even civilization itself. The Final Turning This is how the world ends: not with a bang, but with a whimper—thanks to me. The New Covenant To restore a fallen America, an ancient and terrible covenant must be renewed. Hearken and Behold (by J.M. Wight) "Hearken, oh ye hypocrites, and behold the desolation that is already come upon you!" The End of Elysium For the promise of paradise, the last civilization will surrender to the apocalypse. The Promise of King Washington When the aliens came, it wasn't a military invasion: it was an economic one. (Again, Hazardous Imaginings, December 2020) Lord of the Slaves "Everyone secretly wants to be a slave. Those who deny it simply haven't found the right master." The Other Side of Reality What if your future self came back to give you advice, and all it did was confuse you? Schrödinger's Diaper “Stays clean and dry until you’re free to change it!” …except not quite. (Bards and Sages Quarterly, April 2022) Two Hours Ago A time machine without paradoxes, so long as it's not abused. Welcome to Our Crazy Family Two genderqueer lesbians and a tranny have a rebellious daughter who does the unthinkable and decides to marry a Christian.

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 1444 pages
File Size : 44,6 Mb
Release : 2011-12-27
Category : Business & Economics
ISBN : 9781118177211

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Bank Asset and Liability Management by Moorad Choudhry Pdf

Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.

Author : Moorad Choudhry
Publisher : John Wiley & Sons
Page : 497 pages
File Size : 54,7 Mb
Release : 2010-05-18
Category : Business & Economics
ISBN : 9780470879078

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Fixed-Income Securities and Derivatives Handbook by Moorad Choudhry Pdf

The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.

Author : Apostolos-Paul N. Refenes,Andrew N. Burgess,John E. Moody
Publisher : Springer Science & Business Media
Page : 472 pages
File Size : 55,6 Mb
Release : 2013-12-01
Category : Business & Economics
ISBN : 9781461556251

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Decision Technologies for Computational Finance by Apostolos-Paul N. Refenes,Andrew N. Burgess,John E. Moody Pdf

This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.

Author : Moorad Choudhry,David Moskovic,Max Wong
Publisher : John Wiley & Sons
Page : 708 pages
File Size : 52,5 Mb
Release : 2014-06-17
Category : Business & Economics
ISBN : 9781118171752

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Fixed Income Markets by Moorad Choudhry,David Moskovic,Max Wong Pdf

A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.

Author : Moorad Choudhry
Publisher : FT Press
Page : 470 pages
File Size : 46,9 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 : Oldrich A. Vasicek
Publisher : John Wiley & Sons
Page : 368 pages
File Size : 48,8 Mb
Release : 2015-11-24
Category : Business & Economics
ISBN : 9781119186212

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Finance, Economics, and Mathematics by Oldrich A. Vasicek Pdf

The compiled works of the man behind the evolution of quantitative finance Finance, Economics, and Mathematics is the complete Vasicek reference work, including published and unpublished work and interviews with the man himself. The name Oldrich A. Vasicek is synonymous with cutting-edge research in the finance fields, and this book comes straight from the source to bring you the undiluted mother lode of quant wisdom from one of the founders of the field. From his early work in yield curve dynamics, to the mean-reverting short-rate model, to his thoughts on derivatives pricing, to his work on credit risk, to his most recent research on the economics of interest rates, this book represents the life's work of an industry leader. Going beyond the papers, you'll also find the more personal side inspirational as Vasicek talks about the academics and professionals who made lasting impressions and collaborated, debated, and ultimately helped spawn some of his greatest thinking. Oldrich Vasicek has won virtually every important award and prize for his groundbreaking research in quantitative finance. You've followed his work for years; this book puts it all in a single volume to give you the definitive reference you'll turn to again and again. Explore Vasicek's insights on topics he helped create Discover his research and ideas that have gone unpublished—until now Understand yield curves and the Vasicek model from the source himself Gain a reference collection of some of the most influential work in quantitative finance Vasicek's research is the foundation of one of the most important innovations in finance. Quants around the world have been influenced by his ideas, and his status as thought leader is cemented in the annals of finance history. Finance, Economics, and Mathematics is the definitive Vasicek reference every finance professional needs.

Author : Marek Musiela
Publisher : Springer Science & Business Media
Page : 521 pages
File Size : 51,6 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9783662221327

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Martingale Methods in Financial Modelling by Marek Musiela Pdf

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.

Author : Gianluca Fusai,Andrea Roncoroni
Publisher : Springer Science & Business Media
Page : 606 pages
File Size : 52,9 Mb
Release : 2007-12-20
Category : Business & Economics
ISBN : 9783540499596

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Implementing Models in Quantitative Finance: Methods and Cases by Gianluca Fusai,Andrea Roncoroni Pdf

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.

Author : Oldrich Alfons Vasicek
Publisher : Unknown
Page : 128 pages
File Size : 44,8 Mb
Release : 2016
Category : Economics
ISBN : OCLC:959513045

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Finance, Economics, and Mathematics by Oldrich Alfons Vasicek Pdf

Author : Joe Vasicek,J.M. Wight
Publisher : Joe Vasicek
Page : 246 pages
File Size : 45,8 Mb
Release : 2024-07-03
Category : Fiction
ISBN : 8210379456XXX

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The Solace of Truth by Joe Vasicek,J.M. Wight Pdf

Ten stories that show why the freedom of truth is worth the price of loneliness. This is the fifth volume of the collected short stories of Joe Vasicek. It includes: Love and Truth at Universe End Where have all the aliens gone? Calling Scam Likely An auto warranty scam he was sure to never forget! Prison of Dreams A boy, a girl, and a starship gone mad. Blight of Empire A dying world. A decadent empire. A discovery that can save them both. The Library of Fate He rewrote his past in the library of fate. Now, his kingdom is falling. In the Wake of Zedekiah Wight (J.M. Wight) Woe unto them that call evil good, and good evil! Hunter, Lover, Cyborg, Slave A woman needs a man like an authorized cyborg assassin needs an AI familiar. The Body Tax Our government's most heinous crimes are the ones we never question. We Should Have Named You Corona Why do hard times break some men, while making others stronger? The Freedom of Second Chances Family isn't just where you came from, but where you're going too.

Author : Craig Turnbull
Publisher : Springer
Page : 350 pages
File Size : 41,5 Mb
Release : 2016-12-07
Category : Business & Economics
ISBN : 9783319331836

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A History of British Actuarial Thought by Craig Turnbull Pdf

In the first book of its kind, Turnbull traces the development and implementation of actuarial ideas, from the conception of Equitable Life in the mid-18th century to the start of the 21st century. This book analyses the historical development of British actuarial thought in each of its three main practice areas of life assurance, pensions and general insurance. It discusses how new actuarial approaches were developed within each practice area, and how these emerging ideas interacted with each other and were often driven by common external factors such as shocks in the economic environment, new intellectual ideas from academia and developments in technology. A broad range of historically important actuarial topics are discussed such as the development of the blueprint for the actuarial management of with-profit business; historical developments in mortality modelling methods; changes in actuarial thinking on investment strategy for life and pensions business; changing perspectives on the objectives and methods for funding Defined Benefit pensions; the application of risk theory in general insurance reserving; the adoption of risk-based reserving and the Guaranteed Annuity Option crisis at the end of the 20th century. This book also provides an historical overview of some of the most important external contributions to actuarial thinking: in particular, the first century or so of modern thinking on probability and statistics, starting in the 1650s with Pascal and Fermat; and the developments in the field of financial economics over the third quarter of the twentieth century. This book identifies where historical actuarial thought heuristically anticipated some of the fundamental ideas of modern finance, and the challenges that the profession wrestled with in reconciling these ideas with traditional actuarial methods. Actuaries have played a profoundly influential role in the management of the United Kingdom’s most important long-term financial institutions over the last two hundred years. This book will be the first to chart the influence of the actuarial profession to modern day. It will prove a valuable resource for actuaries, actuarial trainees and students of actuarial science. It will also be of interest to academics and professionals in related financial fields such as accountants, statisticians, economists and investment managers.

Author : Anonim
Publisher : Unknown
Page : 648 pages
File Size : 47,8 Mb
Release : 2001
Category : Risk management
ISBN : STANFORD:36105063223775

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Risk by Anonim Pdf

Author : Peter Field
Publisher : Unknown
Page : 660 pages
File Size : 54,7 Mb
Release : 2003
Category : Finansiel risikostyring
ISBN : UCSD:31822031193402

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Modern Risk Management by Peter Field Pdf

Uniting the most eminent names within the risk industry, this commemorative title chronicles the major historical developments within the derivatives industry whilst presenting a wealth of new insights, perspectives and case-studies on assorted risk management issues.