Risk management systems

process, technology and trends

Gorrod examines the many challenges for the next generation risk management system. Dramatic changes in market conditions, budgetary constraints, the evolving nature of risk within the financial organization, as well as the requirements of increasing regulation in the global market place have resulted in a ...

Derivatives and internal models

The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this new edition, Deutsch continues with this philosophy covering new ...

The bond king

investment secrets from PIMCO's Bill Gross

INDICE PART ONE: GROSS THE MAN. Introduction. Chapter 1. From $200 to Half a Billion. Chapter 2. Total Return Investing. Chapter 3. The Three Wise Men. PART TWO: TOTAL RETURN INVESTING. Chapter 4. A Waterlogged World. Chapter 5. All Bonds are Divided Into Three Parts ...

Economic capital allocation with Basel II

Cost, benefit and implementation procedures

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: -Comprehensive coverage of ...

Managing global financial and foreign exchange rate risk

INDICE Chapter 1. Global Markets: Transactions and Risks. Chapter 2. Balance of Payments Exposure Management. Chapter 3. Foreign Exchange Rate Dynamics: Managing Exposure. Chapter 4. Application of Options and Futures for Managing Exposure. Chapter 5. Principles of Futures: Pricing and Applications. Chapter 6. Interest Rate ...

Copula methods in finance

The evaluation and risk measurement of portfolios of complex non-linear positions and non-normal risk factors has become a major nightmare for people working in the structured finance business. Dealing with "fat tails" and "smile effects", as well as the typical asymmetric shape of default risk ...

Financing technology's frontier

decision-making models for investors and advisors

INDICE Chapter 1. Sharing the Excitement of Discovery. Chapter 2. Growth Models that Encourage Investment. Chapter 3. Where to Find Capital#Part I: Venture Capital. Chapter 4. Where to Find Capital#Part II: Public Markets and Private Placements. Chapter 5. Creative and Alternative Financing Strategies ...

The Mathematics of Financial Modeling and Investment Management

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance#enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to ...

Managing credit risk in corporate bond portfolios

a practitioner's guide

In Managing Credit Risk in Corporate Bond Portfolios: A Practitioner#s Guide, investment expert Srichander Ramaswamy skillfully explains how you can begin to measure and manage the relative credit risk of a co rporate bond portfolio against its benchmark. By combining risk management concepts with ...

Bonds markets, analysis, and strategies

This comprehensive textbook on bonds takes a practical real-world approach to the subject. It includes a detailed discussion of each type of bond including a wide range of products. The text features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the ...

Finanzas con Excel

Esta segunda edición está construida sobre la base de la primera, enormemente ampliada con más de 100 nuevos modelos, y con la novedad de incluir un CD-ROM con los modelos elaborados. Todo el desarrollo del libro se ha realizado con la versión Excel que incluye ...

The Oxford guide to financial modeling

applications for capital markets, corporate finance, risk management, and financial institutions

The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the ...

Arbitrage theory in continuous time

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises, and ...

La valoración de los negocios

una guía teórica y práctica para valorar empresas

ÍNDICE Prólogo del autor CAPÍTULO 1. Fundamentos de la valoración 1. Introducción 2. Diferencias entre valor y precio 3. Clasificación de los distintos métodos de valoración 3.1. Métodos patrimoniales 3.2. Métodos híbridos 3.3. Métodos basados en la rentabilidad Caso práctico resuelto: Almacenes ...

If not stocks,what?

The stock markets recent roller-coaster ride has many investors yearning for more stable, user-friendly investments, yet unable or unwilling to take the time to investigate the alternatives. If Not Stocks, What? offers a detailed look at the many vehicles available to individual investors, reviewing what ...

Mathematical techniques in finance

tools for incomplete markets

Modern finance overlaps with many fields of mathematics, and for students this can represent considerable strain. Mathematical Techniques in Finance is an ideal textbook for Masters finance courses with a significant quantitative element while also being suitable for finance Ph.D. students. Developed for the ...

Option theory with stochastic analysis

an introduction to mathematical finance

The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with martingale ...

Management risk

the bottleneck is at the top of the bottle

The author outlines the reasons why management risk must be examined within the perspective of each company's business challenges. He suggests there is a synergy between shareholder value and business ethics. He also underlines the importance of honesty, the risks associated with short-sighted management ...

Credit risk pricing models

theory and practice

The markets dealing with financial products related to credit risk have been booming over the last years. This has encouraged practitioners and academics at the same time to consider and develop sophisticated models for credit risk pricing. This book gives a deep insight into the ...

Operational risk control with Basel II

basic principles and capital requirements

Operational risk is present in every enterprise- The many types of operational risk; Why management risk, legal risk, and information technology risk are the most important operational risks; Other key operational risks to which senior management and the back office should pay attention; Identification, monitoring ...