Bonds, curves, and rates instruments.
11 published titles · Same filter in catalogue
Ruey S. Tsay · 2010 · John Wiley & Sons
This comprehensive text delves into the analysis of financial time series, integrating econometric techniques with risk management principles. It serves as a crucial resource for analysts and risk managers looking to enhance their understanding of time-series data in financial contexts.
A Continuing Challenge for Global Financial Markets
Jon Gregory · 2012 · John Wiley & Sons
This comprehensive work by Jon Gregory delves into the complexities of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It provides insights into risk management practices and the implications for fixed income and credit instruments.
Tools for Today's Markets
Bruce Tuckman · 2022 · John Wiley & Sons
This comprehensive guide explores fixed income securities, offering essential tools and insights for navigating today's complex markets. Authored by Bruce Tuckman, it addresses critical aspects of fixed income investing, including valuation, risk management, and hedging strategies.
Umberto Cherubini · 2010 · John Wiley & Sons
This book provides a comprehensive overview of Fourier transform methods and their applications in finance, particularly in pricing derivatives and fixed income instruments. It combines theoretical insights with practical implementations, making it a valuable resource for finance professionals and researchers.
Carol Alexander · 2009 · John Wiley & Sons
This comprehensive volume by Carol Alexander delves into market risk analysis, focusing on Value at Risk (VaR) models. It provides practitioners with essential insights into risk measurement and management, making it a vital resource for analysts and risk managers in financial institutions.
for Insurance and Finance
Paul Embrechts et al. · 1997 · Springer
This foundational text provides a comprehensive mathematical treatment of extreme value theory and its applications in finance and insurance, focusing on tail risk modeling. It is essential for professionals dealing with risk assessment and quantitative finance.
concepts, techniques and tools
Alexander J. McNeil · 2015 · Princeton University Press
This comprehensive text provides an in-depth exploration of quantitative risk management techniques and tools, integrating mathematical models with practical applications in finance and insurance. It serves as a vital resource for professionals and students seeking to enhance their understanding of risk measurement and management.
Hull, John · 2015 · John Wiley & Sons
This comprehensive text by John Hull delves into risk management practices within financial institutions, addressing key concepts such as credit risk, market risk, and regulatory frameworks. It serves as an essential resource for professionals seeking to understand the complexities of risk in the financial sector.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Comprehensive coverage of structured product categories including principal-protected notes, yield enhancement structures, and hybrid securities.
Frank J. Fabozzi et al. · McGraw-Hill
The Handbook of Fixed Income Securities is a comprehensive resource covering a wide range of fixed income instruments, including bonds, money market funds, and mutual funds. It serves as an essential guide for finance professionals seeking to deepen their understanding of fixed income markets and securities.
the new benchmark for managing financial risk
Philippe Jorion · 2007 · McGraw-Hill
This comprehensive text by Philippe Jorion presents Value at Risk (VaR) as a pivotal tool for managing financial risk. It covers theoretical foundations, practical applications, and the implications of VaR in various financial contexts, making it essential for risk managers and analysts alike.