This textbook on bonds takes a practical real-world approach to the subject. It includes a discussion of each type of bond including a range of products. It also features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the…
Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the…
"When it comes to designing a trading system, serious traders don't have time to reinvent the wheel. Instead, they generally incorporate the proven, time-tested systems and techniques of others into their own - a personalized system that takes into account their trading budget, …
Written from the perspective of practitioners who apply mathematical concepts to structured credit products, this book starts with a brief wrap-up on basic concepts of credit risk modeling and then moves on topics such as the modeling and evaluation of basket products, and credi…
Written from the perspective of practitioners who apply mathematical concepts to structured credit products, this text starts with a brief wrap-up on basic concepts of credit risk modeling and then quickly moves on to more advanced topics.
"Inventing Money is in equal measure the story of the strategy and people behind the collapse of one of the world's largest hedge funds, an explanation of how the modern world of finance functions and a walk through the historical development of this multi-billion dollar industr…
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
"This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability an…
'Credit Risk: from transaction to portfolio management' provides high level, focused analysis of the nature of credit risk in investment bank portfolio management. Written by experienced international practitioners, it offers in-depth information and advice that will help all th…
