GB
Published titles in this catalogue:
Bond Risk Management · 2010 · Risk Books
This handbook provides an in-depth exploration of callable bonds, focusing on their valuation and risk assessment. It is particularly relevant for traders and portfolio managers engaged in fixed income markets, offering insights into numerical methods for pricing these complex instruments.
Stephen McLeish · Robert Resenfeld · 2009 · Risk Books
Correlation in Credit Markets examines the intricate relationships between various credit derivatives and their underlying assets. This text is essential for practitioners seeking to understand the quantitative aspects of credit risk and the dynamics of correlation in credit markets.
Paul Laux · 2013 · Risk Books
Deposit Franchises and Retail Banking provides an in-depth exploration of the mechanisms and strategies behind deposit franchises within the retail banking sector. The book addresses critical aspects of treasury and funding, making it essential for finance executives and bank leaders.
Foster Fidel · Pollio Andrea · 2007 · Risk Books
Energy Markets provides a comprehensive exploration of the dynamics within the energy sector, focusing on commodities trading and market analysis. The text is particularly relevant for traders and analysts seeking to deepen their understanding of energy price mechanisms and market behaviours.
Uwe Wystup · Jürgen Hakala · 2002 · Risk Books
This comprehensive text delves into the intricacies of foreign exchange risk, exploring various models, instruments, and strategies essential for effective risk management. It is particularly relevant for professionals engaged in FX trading and analysis, providing a robust framework for understanding and mitigating currency risk.
Glenn Anderson · William Remeza · 2013 · Risk Books
This comprehensive guide delves into effective funding strategies for managing liquidity, tailored for treasury and risk management professionals. It covers key methodologies and frameworks essential for CFOs, treasurers, and bank executives in navigating liquidity challenges.
Almgren & Chriss · 2003 · Risk Books
Market Impact Models and the Implementation of Portfolio Trades provides a comprehensive exploration of market microstructure and quantitative finance, focusing on the effects of trading on market prices. The authors, Almgren and Chriss, delve into the mathematical modelling of trading strategies and their implications for execution and portfolio management.
Claudi Nattermann · 2010 · Risk Books
This comprehensive reference on option pricing delves into the Greeks, essential metrics for understanding the sensitivity of options to various market factors. It addresses the quantitative methods used in derivatives pricing, making it a valuable resource for traders and risk managers alike.