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An introduction to banking : liquidity risk and asset-liability management
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ISBN: 9780470687253 0470687258 1119206944 9786613240484 1283240483 111999358X 9781119993582 9781119206941 9781119950240 1119950244 Year: 2011 Publisher: Chichester Wiley

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""A great write-up on the art of banking. Essential reading for anyone working in finance.""Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London ""Focused and succinct review of the key issues in bank risk management.""Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, London The importance of banks to the world's economic system cannot be overstated. The foundation of consistently successful banking practice remains efficient asset-liability management and liquidity risk management. This book introduces the key concepts of banking,


Book
Advanced fixed income analysis
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ISBN: 0750662638 9786611020316 1281020311 0080488188 9780750662635 1417544392 9781417544394 9780080488189 9780080999418 0080999417 0750662794 9780750662796 9780080999388 0080999387 Year: 2004 Publisher: Amsterdam Boston Elsevier Butterworth-Heinemann

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This book is aimed at experienced practitioners in the corporate bond markets and is a specialized text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:* Relative value trading* Approaches to trading and hedging* Dynamic analysis of spot and forward rates* Interest rate modelling* Fitting the yield curve* Analyzing the long bond yield* Index-lin


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Corporate bonds and structured financial products
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ISBN: 0750662611 9786611009250 1281009253 0080476872 9780750662611 9780080476872 0750662794 Year: 2004 Publisher: London : Elsevier Butterworth-Heinemann,

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This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional ""plain vanilla"" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include:*Bond basics*The yield curve*Callable bonds*Convertible bonds*Eurobonds*War

The bond and money markets : strategy, trading, analysis
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ISBN: 1281051357 9786611051358 008047618X 0750646772 Year: 2001 Publisher: Boston : Butterworth-Heinemann,

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The Bond and Money Markets: Strategy, Trading, Analysis explains and analyses all aspects of the bond and money markets and is both an introduction for newcomers and an advanced text for experienced market practitioners and graduate students. Those with experience of the industry at all levels will find the book invaluable as a standard reference work.The book features coverage of:* Government and Corporate bonds, Eurobonds, callable bonds, convertibles* Asset-backed bonds including mortgages and CDOs* Derivative instruments including bond futures, swaps, options, struc

An introduction to credit derivatives
Author:
ISBN: 075066262X 9786611186883 1281186880 0080478727 9780750662628 9781435644366 1435644360 0750662794 9780750662796 Year: 2004 Publisher: Oxford : Elsevier Butterworth-Heinemann,

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In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorou

The Repo handbook
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ISBN: 1281024333 9786611024338 0080516122 9780080516127 9781281024336 0750651628 6611024336 Year: 2002 Publisher: Oxford Boston Butterworth-Heinemann

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The book features an introduction to the structure and mechanics of repo, institutional practices and real-world examples. In addition the content includes necessary supplementary material such as bank asset and liability management, trading techniques, and a range of other applications of value in the global money markets.Repo markets play a pivotal role in the world's economy. The Repo Handbook is the definitive, comprehensive guide to this most important element of the global debt capital markets. It describes the use, motivations and mechanics of the repo instrument, and features i


Book
The REPO handbook
Author:
ISBN: 9780750681599 Year: 2010 Publisher: Oxford Butterworth-Heinemann

An introduction to value-at-risk.
Author:
ISBN: 0470017570 9780470017579 Year: 2006 Publisher: Chichester Wiley


Book
An introduction to credit derivatives
Author:
ISBN: 9780080982953 0080982956 9781283868440 128386844X 0080982980 9780080982984 Year: 2013 Publisher: Oxford : Butterworth-Heinemann,

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The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision. Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps, credit-link

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