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Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial;

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Money and Capital Markets

covers fixed interest securities, forwards, futures, swaps, options and interest rate derivatives (new in the Second Edition). Everything - from;

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Money and Capital Markets

transactions available for Australian and international capital markets. Here you have the underlying tools and techniques for the valuation and risk;

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Treasury Securities and Derivatives

basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.;

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Investment Mathematics For Finance And Treasury Professionals

foreign exchange derivatives markets used as both speculative and hedging tools. Spanning the spectrum from price/yield changes to risk/return;

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Mastering Interest Rate Risk Strategy P

you how to avoid the mis-selling of derivatives and derivatives blunders and how to set up an optimal interest rate risk strategy;

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Commodity Derivatives - Markets and Applications, Second Edition

markets generally before moving on to derivative valuation and risk management, the author then dives into individual commodity markets, like gold;

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Innovations in Derivatives Markets

the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation;

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Fixed Income and Interest Rate Derivative Analysis

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt;

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Investment Management for Insurers

and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general;

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Interest Rate Modeling. Volume 3

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing;

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Handbook of Recent Advances in Commodity and Financial Modeling: Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and;

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Foundations of Global Financial Markets and Institutions

of interest rates and interest rate and credit risks; the fundamentals of primary and secondary markets; government debt markets, with new material on;

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Interest Rate Modelling

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow;

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Interest Rate Risk Modeling

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively;

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Mathematics for Finance

how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral;

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Derivatives

and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new;

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Derivatives

and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new;

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Handbook of the Economics of Finance

Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed;

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Valuation of Interest Rate Swaps and Swaptions

managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains;

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Derivatives Markets

presentation of the major derivatives classes including forward and futures contracts in Part I, swaps in Part II, and options in Part III. The;

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An Analytical Approach to Investments, Finance, and Credit

ratio, and efficient frontiers. Part II covers the primary markets where companies access the equity, bond, and loan markets. Part III explains;

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Handbook of Finance

economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates;

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Demystifying Fixed Income Analytics

of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk;

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Demystifying Fixed Income Analytics

of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk;

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Financial Mathematics Derivatives and Structured Products

structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the;

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Risk Management and Analysis

equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives. The contributors;

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