"This book provides an interesting combination of papers, each related to governance at different levels. Governance is assessed from the regulatory point of view, the firm's point of view, the investor's point of view, and from the market's point of view. The question is how di…
Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations betwee…
"Written for both securities industry personnel and individual investors, this new edition of After the Trade Is Made reflects the latest changes in the industry - new products, new processes and technological breakthroughs in the securities industry. As in previous editions, it…
Derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and t…
Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyze the financial markets…
Derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and t…
"The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the authors show why a mind-shift within the quant c…
Derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and t…
"Investors are firmly entrenched in two camps: those who believe that economic and financial fundamentals are the keys to investment success, and those who prefer some form or other of technical analysis. To serve those who use technical analysis the authors have written a pract…
