The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset class for investors that includes hedge funds as well as... Zobraziť viac
Master market rewards. This guide offers a comprehensive toolkit for investors, challenging narrow perspectives and excessive focus on historical data. It synthesizes theory, evidence, and practical insights for a more successful and discerning approach to estimating future investment returns. Zobraziť viac
This book will enable the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. The book will provide practitioners with the complete financial modeling workflow, from model choice, deriving (... Zobraziť viac
For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called... Zobraziť viac
The world of business has changed significantly in recent years. Why? Because business has increasingly made more use of the probability, statistical methods and analytic techniques in areas where they previously were not used at all... Zobraziť viac
This book takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics is covered,... Zobraziť viac
Wealth management is one of the areas in which banks and other personal financial services players are investing heavily. But the market is changing fast. Going forward, players therefore need to adapt their strategies to the new realities: what worked... Zobraziť viac
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical... Zobraziť viac
A complete guide to sovereign wealth funds written by and for industry practitioners... Zobraziť viac
An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward... Zobraziť viac
The last five years have witnessed a great momentum in the research into measures of financial risk. After many years of ad-hoc and non-consistent measures, now the problem is finally well formulated and some useful and very user-friendly solutions... Zobraziť viac
"Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples... Zobraziť viac
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to... Zobraziť viac
For at least the last decade, there has been a growing sense of frustration among market professionals with the attempts by academics to account for the behaviour of financial markets. Very experienced practical people have become highly critical of... Zobraziť viac
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing... Zobraziť viac
A practical and useful resource for valuing trademarks... Zobraziť viac
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book... Zobraziť viac
In Understanding Islamic Finance Muhammad Ayub introduces all the essential elements of this growing market by providing an in-depth background to the subject and clear descriptions of all the major products and processes associated with Islamic... Zobraziť viac
Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress... Zobraziť viac
Commodities are one of the fastest growing markets worldwide. Historically misunderstood, generally understudied and undervalued, certainly underrepresented, commodities are suddenly receiving the attention they deserve. After equities, fixed income... Zobraziť viac
