"A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed …
""Elie Ayache is the only person to present arguments about the Black Swan and rare events that I had not thought about. He does what philosophical inquiry has always done: to go the extra mile and look at the world in a deeply philosophical way."--Nassim Nicholas Taleb, PhD, au…
October 19th 1987 was a day of huge change for the global finance industry. On this day the options market crashed, the Nobel Prize winning Black-Scholes formula failed and volatility smiles were born, and on this day Elie Ayache began his career, on the trading floor of the Fre…
"In order to be a successful CEO, corporate strategist, or analyst, understanding the valuation process is a necessity. The second edition of Damodaran on Valuation stands out as the most reliable book for answering many of today's critical valuation questions. Completely revise…
This text looks at how non-financial corporations can use structured finance, insurance, and alternative risk transfer to create value through the integrated management of capital and risk. Culp explores their economic rationale, and also includes case studies written by special…
A core text for one semester courses in Financial Institutions and Markets. A comprehensive exploration of the world's financial markets and institutions. Foundations of Financial Markets and Institutions, offers a comprehensive exploration of the revolutionary developments occu…