The Handbook of Structured Finance

  • Managing Financial Risk A Guide to Derivative Products Financial Engineering and Value Maximization
  • Managing Financial Risk A Guide to Derivative Products Financial Engineering and Value Maximization
  • Financial Engineering and Problems They Cause
  • Financial Management – Lecture 01
  • Andrew Lo
  • 9. Volatility Modeling
  • Linear Programming
  • Corporate finance
  • Data mining
  • Lean construction
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Managing Financial Risk is the most authoritative and comprehensive primer ever published for financial professionals who must understand and successfully use derivaties. The previous edition of this professional financial classic sold over 18,000 copies and emerged as a leading training tool in the derivatives industry. The book covers derivative products from the most basic to the most complex and explains how derivatives are used by each major player in the market: dealers, financial firms, and corporations. In addition, the book includes short contributions from a variety of experts from leading companies such as Citibank, J.P. Morgan, British Petroleum, and Ciba-Geigy. Completely updated to include new material on new products such as commodity swaps and credit swaps, this edition will cover every aspect of the derivatives marketplace with insight and authority.

  • Corruption and Fraud Risk Management using ISO 31000
  • RMA Valuation Edition: Enhancing Your Financial Statement Benchmarking
  • 3 Minutes! Financial Ratios and Financial Ratio Analysis Explained (Quick Overview)
  • Mod-08 Lec-31 Risk Management – Market Risks
  • Beta Market Risk – What You Need To Know
  • 10. Regularized Pricing and Risk Models
  • Insurance Agency Valuation Basics
  • What Is Investment Risk? – Gary Mishuris
  • Session 4: Defining and Measuring Risk
  • Your Financial Insurance Leader / Gunn Steers
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Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital Applications of VAR to risk budgeting in investment management Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book

A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.

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  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • Smile Pricing Explained Financial Engineering Explained
  • Delta | Options Trading Concepts
  • 21. Dynamic Hedging and Average Life
  • Documentary: Finance In Ancient Greece
  • Bill Explains Dynamic Hedging
  • CNN: Understanding the Crisis
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Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analysts, structurers, risk managers and traders look and communicate on derivatives problems. In particular there often is a strong emphasis on pricing rather than hedging or risk management.

This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho, and Lambda) parameters that represent the sensitivity of derivatives prices. Taking the viewpoint of the front office practitioner, the book introduces the various option hedging strategies and the mathematics behind them in a concise but thorough manner. The book begins at an elementary level, with an introduction to the Black–Scholes formula (upon which most quantitative finance is built) from a practitioner perspective. The Greeks and Hedging Explained then develops the many themes that are omitted from many textbooks but which actually make up most of what happens in practice – including the effect of day conventions, interest rates and sticky deltas. The book features numerous illustrations, worked examples and, where appropriate, highlights market conventions over academic assumption.

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  • The Handbook of Structured Finance
  • Understanding Structured Trade Finance
  • The Handbook of European Structured Financial Products Frank J Fabozzi Series
  • Bret Peace – Author of “Actual Malice”
  • The Handbook of International Trade and Finance The Complete Guide for International Sales Finance S
  • The Handbook of Stable Value Investments
  • How to manage a project financing – pre-completion risk
  • Frank J. Fabozzi | James R. Vertin Award Winner
  • CSC CSI Canadian Securities Course Exam Prep Textbook Volume 1 Volume 2 https://sellfy.com/p/dTrh/
  • Debt Advice Handbook
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Stay On Top of Every Major Issue in the Structured Finance Market
and Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals

The Handbook of Structured Finance is a complete guide to the
major issues facing investors in the structured finance market.
Comprehensive and accessible, it provides the latest techniques
for measuring and managing risk, finding optimum pricing, and
taking advantage of leverage and market incompleteness, as well
as models for debt and equity modeling.

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