Группа авторов
Список книг автора Группа авторовA Currency Options Primer
A quick and concise guide to currency options An understanding of currency options is essential for those working in investment and foreign exchange. A Currency Options Primer sets out to give readers a clear guide to how the currency option market functions, offering practical advice on mastering the necessary components and concepts for fully understanding the workings of this market.
Capital Asset Investment
Providing a balanced and practical approach to capital management and budgeting, this book covers the full spectrum of capital investments, from the basics through the latest innovations. It is aimed at managers who are involved in capital investment decisions: setting company capital investment policy; performing project analyses; and drafting recommendations. Those in top management will benefit from discussions of strong and weak points of various methods and concepts. Included in the arsenal of capital investment tools in this book are concepts of proven usefulness, such as the MAPI method, no longer available in other works on the topic of capital budgeting, and other topics not covered elsewhere, such as abandonment analysis.
An Introduction to Capital Markets
This book provides a comprehensive introduction to the global capital markets, explaining the key instruments used in the markets and their practical applications. Containing numerous illustrations and examples it explains how each product or instrument is structured, how it is used in practice, what the principle risks are and how these are monitored and controlled. An Introduction to Capital Markets is an ideal resource for those wanting to understand how the global capital markets operate.
An Introduction to Corporate Finance
An Introduction to Corporate Finance provides the reader with a complete overview of Corporate Finance from perspective of the investment Banker. The author, a corporate trainer and former investment banker clarifies the role of the investment banker in numerous corporate finance transactions, including mergers & acquisitions, IPO's, and valuation. Given today's corporate climate, every student studying corporate finance and those working in the field need this book to sharpen their skill set.
An Introduction to Fund Management
An Introduction to Fund Management introduces readers to the economic rationale for the existence of funds, the different types available, investment strategies and many other related issues from the perspective of the investment manager. It gives an overview of the whole business and explores the process and techniques of fund management, performance measurement and fund administration. This updated edition reflects new regulatory changes and industry developments.
The Bank Analyst's Handbook
It is not uncommon to meet professionals in financial services who have only a vague idea of what their colleagues actually do. The root cause is specialization and the subsequent development of jargon that makes communication between common specialists faster and more precise but is virtually impenetrable to everybody else. The Bank Analyst’s Handbook provides a modern introduction to financial markets and intermediation. Individual subject areas are covered in a thorough but clear and succinct manner. The breadth of the author’s experience as a sell-side bank analyst is exploited to good effect to pull together these threads and create a coherent framework for the analysis of financial markets, whether these are in advanced economies or developing markets. The Handbook is well-written and highly accessible. It builds on orthodox financial theory (with all of its flaws and controversies) but also highlights many of the real problems involved with translating such theory into practice. It can be appreciated at many different levels and this explains its wide target readership. The Bank Analyst’s Handbook: Bridges the gap between the more superficial introductory books and specialist works Covers all the important functions and subjects related to the financial services industry Provides a comprehensive overview for financial services professionals, business school students, consultants, accountants, auditors and legal practitioners, analysts and fund-managers and corporate managers. «An excellent guide for any professionals who are coming into the banking industry. Extremely well-written, covering clearly and lucidly a range of topics which many bankers themselves don't understand. I will make this book mandatory reading – no, make that studying – for anybody I hire to work as a financial sector consultant.» —Chris Matten, Executive Director, PricewaterhouseCoopers «A great insight into the often murky and impenetrable world of banking… compulsory reading for analysts and investors alike.» —Hugh Young, Managing Director, Aberdeen Asset Management Asia Ltd
An Introduction to Repo Markets
The Repo markets have grown dramatically in the past few years because of the need to hedge short positions in the capital and derivatives markets. Virtually all major currency markets in the world now have an established repo market, the facility is also increasingly being used in developing currency markets as well. This book is a practical introduction that focuses on the instruments, applications and risk management techniques essential for this rapidly evolving market. Fully updated to reflect the changes in these markets, the book also includes worked examples and case studies, and new sections on basket and structured finance repo.
The Best of Wilmott 2
The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models. You'll notice there's a bias towards volatility modelling in the book. Of course, it's one of my favourite topics, but volatility is also the big unknown as far as pricing and hedging is concerned. We present research in this area from some of the best newcomers in this field. You'll see ideas that make a mockery of 'received wisdom,' ideas that are truly paradigm shattering – for we aren't content with a mere 'shift.' We know you'll enjoy it! The Best of Wilmott will return again next year…
The Futures Bond Basis
The 2nd edition of The Futures Bond Basis, is an updated and revised version of Professor Moorad Choudhry's succinct but in-depth look at the government bond futures contract basis. It includes essential background on contract specifications and the theory of the basis. It also covers the concept of the cheapest to deliver; price and delivery data for a sample of gilt contracts; the drivers of the basis and its dynamics; the mechanics of basis trading; a detailed explanation of gross and net basis, and an explanation of the implied repo rate. The book uses examples from the UK gilt market, although the basic principles are applicable in any bond futures market.
The Best of Wilmott 1
November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Including the latest research from Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: * Psychology in Financial Markets * Measuring Country Risk as Implied Volatility * The Equity-to-Credit Problem * Introducing Variety in Risk Management * The Art and Science of Curve Building * Next Generation Models for Convertible Bonds with Credit Risk * Stochastic Volatility and Mean-variance Analysis * Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott… will return on an annual basis.