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Advances & Innovations in the Bond and Mortgage Markets

Advances & Innovations in the Bond and Mortgage Markets PDF Author: Frank J. Fabozzi
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 654

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Book Description

Advances & Innovations in the Bond and Mortgage Markets

Advances & Innovations in the Bond and Mortgage Markets PDF Author: Frank J. Fabozzi
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 654

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Book Description


International Political Risk Management

International Political Risk Management PDF Author: Theodore H. Moran
Publisher: World Bank Publications
ISBN: 9780821348345
Category : Business & Economics
Languages : en
Pages : 241

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Book Description
The purpose of this report is to present the ideas and experiences of some of the most distinguished practitioners from the investor, financial, and investment insurance communities in the world. To assist the reader, this volume's editor provides a brief overview to introduce each of the separate topics. Topics focus on the multiple pledge-of-shares problem; the preferred creditor status; breach of contract coverage in infrastructure projects, and OPIC modified expropriation coverage (using an Indonesian case study); securitizing political risk insurance; and cooperation, competition, and the "science of pricing" in the political risk insurance marketplace. -- Publisher description.

Bond and Money Markets

Bond and Money Markets PDF Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
ISBN: 0080574939
Category : Business & Economics
Languages : en
Pages : 1152

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Book Description
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students. Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products * Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices * A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics

Corporate Bond Markets

Corporate Bond Markets PDF Author: Moorad Choudhry
Publisher: John Wiley & Sons
ISBN: 1118178998
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
Moorad continues to demonstrate his financial expertise, and shows us why he is one of the best-selling authors in our industry today. - Eric Subliskey, Vice President, Short-Term Fixed Income JPMorgan Securities inc., New York An invaluable reference work for anyone connected with the corporate debt markets, be they issuer, investor or trader. Dr Choudhry writes in his trademark accessible style and provides the reader with a wealth of data and insight on the latest market products and techniques. Highly-recommended. - Ketul Tanna, Assistant Vice President, Market Risk Management JPMorgan Chase Bank, London The Predominant fixed income author is back with this updated version of Corporate Bond Markets. A Comprehensive work on fixed income products and applications, this book is a valuable reference text and teaching tool. Why go anywhere else for bond market information? - Rod Pienaar, Research Partner YieldCurve.com

Handbook of Finance, Financial Markets and Instruments

Handbook of Finance, Financial Markets and Instruments PDF Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 0470391073
Category : Business & Economics
Languages : en
Pages : 1008

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Book Description
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume II: Investment Management and Financial Management and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

Bank Asset and Liability Management

Bank Asset and Liability Management PDF Author: Moorad Choudhry
Publisher: John Wiley & Sons
ISBN: 1118177215
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
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.

Beyond Junk Bonds

Beyond Junk Bonds PDF Author: Glenn Yago
Publisher: Oxford University Press on Demand
ISBN: 0195149238
Category : Business & Economics
Languages : en
Pages : 301

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Book Description
This new perspective recalling the ten years after the explosion of financial myths in the 1980's offers a unique opportunity to update and continue the arguments that were presented in Glen Yago's 1991 book, Junk Bonds: How High Yield Securities Restructured Corporate America. Beyond Junk Bonds provides a comprehensive presentation of the firms and securities represented in the high yield market. In addition, there are examples of the firms andinstitutions who are benefitting from the "new cycle", both in the US and abroad.

Fixed Income Markets

Fixed Income Markets PDF Author: Moorad Choudhry
Publisher: John Wiley & Sons
ISBN: 1118179587
Category : Business & Economics
Languages : en
Pages : 640

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Book Description
This book is a comprehensive and in-depth account of the global debt capital markets. It covers a wide range of instruments and their applications, including derivative instruments. Highlights of the book include: Detailed description of the main products in use in the fixed income markets today, including analysis and valuation Summary of market conventions and trading practices Extensive coverage of associated derivatives including futures, swaps, options and credit derivatives Writing style aimed at a worldwide target audience An overview of trading and investment strategy. The contents will be invaluable reading for anyone with an interest in debt capital markets, especially investors, traders, bond salespersons, risk managers and banking consultants.

Financial Engineering and Computation

Financial Engineering and Computation PDF Author: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 627

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Book Description
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.

Corporate Bonds and Structured Financial Products

Corporate Bonds and Structured Financial Products PDF Author: Moorad Choudhry
Publisher: Elsevier
ISBN: 0080476872
Category : Business & Economics
Languages : en
Pages : 416

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Book Description
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 *Warrants *Commercial paper *Corporate bonds credit analysis *Securitisation *Asset-backed securities *Mortgage-backed securities *Collateralised Debt Obligations *Synthetic CDOs Written by one of the leading names in the fixed income markets today, this book should prove to be an invaluable reference guide for all those with an interest in corporate bond markets, whether as practitioners, consultants or researchers. * Covers every major aspect of corporate credit markets * Features bond instruments as well as aspects of bond analysis * Covers conventional bonds as well as securitisation and structured financial products