Interest Rate Markets

Interest Rate Markets PDF
Author: Siddhartha Jha
Publisher: John Wiley & Sons
ISBN: 0470932201
Category : Business & Economics
Languages : en
Pages : 368

Get Book

Interest Rate Markets

by Siddhartha Jha, Interest Rate Markets Books available in PDF, EPUB, Mobi Format. Download Interest Rate Markets books, How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models



Interest Rate Management

Interest Rate Management PDF
Author: Rudi Zagst
Publisher: Springer Science & Business Media
ISBN: 3662121069
Category : Business & Economics
Languages : en
Pages : 341

Get Book

Interest Rate Management

by Rudi Zagst, Interest Rate Management Books available in PDF, EPUB, Mobi Format. Download Interest Rate Management books, This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.



Handbook Of Debt Securities And Interest Rate Derivatives

Handbook of Debt Securities and Interest Rate Derivatives PDF
Author: A V Rajwade
Publisher: Tata McGraw-Hill Education
ISBN: 0070656614
Category : Derivative securities
Languages : en
Pages : 348

Get Book

Handbook Of Debt Securities And Interest Rate Derivatives

by A V Rajwade, Handbook Of Debt Securities And Interest Rate Derivatives Books available in PDF, EPUB, Mobi Format. Download Handbook Of Debt Securities And Interest Rate Derivatives books, The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities and Interest Rate Derivatives covers:*Debt Securities and Markets*Money Market*Bond Market in India*Primary Market in G-Secs*Secondary Market*Interest Rate Derivatives*Market Practices and Data SourcesCD-ROM contains excel worksheets for calculating price yields, cash flows, amortising swaps, etc.



Modern Pricing Of Interest Rate Derivatives

Modern Pricing of Interest Rate Derivatives PDF
Author: Riccardo Rebonato
Publisher: Princeton University Press
ISBN: 0691089736
Category : Business & Economics
Languages : en
Pages : 467

Get Book

Modern Pricing Of Interest Rate Derivatives

by Riccardo Rebonato, Modern Pricing Of Interest Rate Derivatives Books available in PDF, EPUB, Mobi Format. Download Modern Pricing Of Interest Rate Derivatives books, In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer. Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness. Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.



Versicherungs Konomie

Versicherungs  konomie PDF
Author: Peter Zweifel
Publisher: Springer-Verlag
ISBN: 3662107848
Category : Business & Economics
Languages : de
Pages : 486

Get Book

Versicherungs Konomie

by Peter Zweifel, Versicherungs Konomie Books available in PDF, EPUB, Mobi Format. Download Versicherungs Konomie books, Das Buch macht den Leser mit den zentralen Fragestellungen und dem analytischen Werkzeug der Versicherungsökonomik vertraut. Es führt Beiträge zur Nachfrage nach Versicherung, zum Angebot an Versicherung und der Versicherungsregulierung sowie zur Sozialversicherung in einer vereinheitlichten Darstellung zusammen, die bisher nur verstreut in Zeitschriften und Sammelbänden verfügbar waren. Es werden empirisch überprüfbare Voraussagen der Theorie abgeleitet und den Ergebnissen internationaler empirischer Forschung gegenübergestellt. Ausformulierte Folgerungen fassen den Stoff zusammen und erleichtern die Kontrolle des Wissensstands.



Interest Rate Derivatives Explained

Interest Rate Derivatives Explained PDF
Author: J. Kienitz
Publisher: Springer
ISBN: 1137360070
Category : Business & Economics
Languages : en
Pages : 207

Get Book

Interest Rate Derivatives Explained

by J. Kienitz, Interest Rate Derivatives Explained Books available in PDF, EPUB, Mobi Format. Download Interest Rate Derivatives Explained books, Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.



Einf Hrung In Die Statistik Der Finanzm Rkte

Einf  hrung in die Statistik der Finanzm  rkte PDF
Author: Jürgen Franke
Publisher: Springer-Verlag
ISBN: 3642170498
Category : Business & Economics
Languages : de
Pages : 428

Get Book

Einf Hrung In Die Statistik Der Finanzm Rkte

by Jürgen Franke, Einf Hrung In Die Statistik Der Finanzm Rkte Books available in PDF, EPUB, Mobi Format. Download Einf Hrung In Die Statistik Der Finanzm Rkte books, Das Buch vermittelt die nötigen mathematischen und statistischen Grundlagen für eine Tätigkeit im Financial Engineering und gibt eine Einführung in die wichtigsten Ideen aus den verschiedensten Bereichen der Finanzmathematik und Finanzstatistik. Die klassische Theorie der Bewertung von Derivaten, die Grundlagen der Finanzzeitreihenanalyse wie auch statistische Aspekte beim Einsatz finanzmathematischer Verfahren, d.h. die Auswahl geeigneter Modelle, werden vorgestellt und ihre Anpassung und Validierung anhand von Daten gegeben. Die 2. Auflage wurde durch folgende Kapitel erweitert: Copulas und Value at Risk, Multivariate GARCH Modelle, Statistik extremer Ereignisse. Die elektronische Version unter http://www.xplore-stat.de/ebooks/ebooks.html bietet die Möglichkeit, alle Tabellen und Grafiken interaktiv zu bearbeiten.



European Fixed Income Markets

European Fixed Income Markets PDF
Author: Jonathan A. Batten
Publisher: John Wiley & Sons
ISBN: 0470092874
Category : Business & Economics
Languages : en
Pages : 504

Get Book

European Fixed Income Markets

by Jonathan A. Batten, European Fixed Income Markets Books available in PDF, EPUB, Mobi Format. Download European Fixed Income Markets books, The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world. This new book offers in depth insights and advice for any practitioner in the European fixed-income and ancillary derivative markets, and includes in-depth analysis of euro and non-euro markets as well as emerging countries.



Irrationaler Berschwang

Irrationaler   berschwang PDF
Author: Robert J. Shiller
Publisher: Plassen Verlag
ISBN: 386470264X
Category : Political Science
Languages : de
Pages : 432

Get Book

Irrationaler Berschwang

by Robert J. Shiller, Irrationaler Berschwang Books available in PDF, EPUB, Mobi Format. Download Irrationaler Berschwang books, Er hat die Technologieblase vorhergesagt und vor der Immobilienblase warnte er ebenfalls frühzeitig. Nun analysiert Wirtschafts-Nobelpreisträger Robert Shiller die aktuelle Situation an den Finanzmärkten – und warnt erneut. Mit seiner Theorie des "Irrationalen Überschwangs" zeigt Nobelpreisträger Robert Shiller, dass Euphorie seitens der Akteure die Märkte auf unhaltbare und gefährliche Niveaus treiben kann. So geschehen in den Jahren 2000 bei der Hightechblase und 2007/2008 bei der Subprimeblase, die Shiller präzise vorhergesagt hat. Dies ist die dritte, aktualisierte und erweiterte Auflage seines Klassikers. Shiller bezieht hier erstmals auch den Anleihenmarkt ein und gibt Empfehlungen, was die Individuen und die Politik im Lichte der aktuellen Situation an den Finanzmärkten tun sollten.