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A Structural Framework for the Pricing of Corporate Securities

In the last few years, a re?ned pricing of corporate securities has come intofocusofacademicsandpractitioners.Asempiricalresearchshowed;

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Rubinstein on Derivatives

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures;

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Bond Markets, Analysis, and Strategies, tenth edition

portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and;

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Hybrid Securities

instruments, but no structural fundamentals exist for to price hybrids precisely. This book proposes a model for the pricing of hybrids. It begins;

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Securities Markets and Corporate Governance: A Chinese Experience

market in the era of economic globalization. Providing an overview of the historical development of the securities market and a literature review;

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Securities Markets and Corporate Governance: A Chinese Experience

market in the era of economic globalization. Providing an overview of the historical development of the securities market and a literature review;

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Investing in Mortgage Securities

Securities serves as a high-level introduction to mortgage securities presented within the framework of fixed income securities. It presents;

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Handbook of Indian Securities

provides an insight into how Indian securities are unique, especially in the context of India’s legal framework. Handbook of Indian;

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A Structural Model of the U.S. Government Securities Market

Originally published in 1979. This study focuses primarily on the development of a structural model for the U. S. Government securities;

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A Structural Model of the U.S. Government Securities Market

Originally published in 1979. This study focuses primarily on the development of a structural model for the U. S. Government securities;

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Analytical & Numerical Methods for Pricing Financial Derivatives

physicist Fisher Black. They derived and analysed a pricing model nowadays referred to as the Black--Scholes model. The approach was indeed;

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Corporate Finance

with the various conflicts and ambiguities that arise Additionally, the text covers a broad range of topics from pricing models to the;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Handbook of Fixed-Income Securities

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a;

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Investing in Fixed Income Securities

Investors who've primarily purchased equity securities in the past have been looking for more secure investment alternatives; namely, fixed;

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Fixed-Income Securities

Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and;

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Corporate Actions

organizations that hold equity and debt securities for themselves and/or on behalf of others are affected when the issuer of a security announces an;

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Financing Corporate Capital Formation

premium. All of the papers present empirical findings in a useful analytical framework. For its new findings and for its expert overview;

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Corporate Bonds and Structured Financial Products

hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield;

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Enforcement of Corporate and Securities Law

This book is the first of its kind in focusing on the enforcement of corporate and securities laws, both public and private, a relatively;

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Asset Pricing and Portfolio Choice Theory

overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with;

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Modeling Fixed Income Securities and Interest Rate Options

Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that;

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Modeling Fixed Income Securities and Interest Rate Options

Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that;

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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Empirical Asset Pricing Models

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or;

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Corporate and Business Lending

competitive and volatile. Kenny Tay, a veteran merchant banker and licensed securities dealer, provides a framework that allows new entrants into the;

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Pricing Financial Instruments

logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical;

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