Perspectives On Interest Rate Risk Management For Money Managers And Traders

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249298
Total Pages : 296 pages
Book Rating : 4.95/5 ( download)

DOWNLOAD NOW!

Download or read book Perspectives on Interest Rate Risk Management for Money Managers and Traders written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1998-02-15 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.

Author : Sergio M. Focardi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249359
Total Pages : 232 pages
Book Rating : 4.5X/5 ( download)

DOWNLOAD NOW!

Download or read book Risk Management written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 1998-01-15 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk management is one of the most critical areas in investment and finance-especially in today's volatile trading environment. With Risk Management: Framework, Methods, and Practice you'll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the problems that remain. Using vivid analogies, this book takes you through key risk measurement issues such as fat tails and extreme events, the pros and cons of VAR, and the different ways of modeling credit risk. This book is a rarity in that it does not presuppose any knowledge of sophisticated mathematical techniques, but rather interprets these in their intuitive sense.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249779
Total Pages : 280 pages
Book Rating : 4.75/5 ( download)

DOWNLOAD NOW!

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 1 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Author : Gerald W. Buetow
Publisher : John Wiley & Sons
ISBN 13 : 9781883249892
Total Pages : 258 pages
Book Rating : 4.99/5 ( download)

DOWNLOAD NOW!

Download or read book Valuation of Interest Rate Swaps and Swaptions written by Gerald W. Buetow and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

Author : David F. Babbel
Publisher : John Wiley & Sons
ISBN 13 : 9781883249472
Total Pages : 588 pages
Book Rating : 4.73/5 ( download)

DOWNLOAD NOW!

Download or read book Investment Management for Insurers written by David F. Babbel and published by John Wiley & Sons. This book was released on 1999-02-15 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general overview of issues, fixed income products, valuation, measuring and controlling interest rate risk, and equity portfolio management.

Author : Frank J. Fabozzi, CFA
Publisher : John Wiley & Sons
ISBN 13 : 9781883249823
Total Pages : 286 pages
Book Rating : 4.21/5 ( download)

DOWNLOAD NOW!

Download or read book Perspectives on Equity Indexing written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of Professional Perspectives on Indexing. Contents include the active versus passive debate, Standard and Poor's U.S. equity indexes, medium and small capitalization indexing, global equity index families, investing in index mutual funds, and more.

Author : Bruce M. Collins
Publisher : John Wiley & Sons
ISBN 13 : 9781883249601
Total Pages : 246 pages
Book Rating : 4.00/5 ( download)

DOWNLOAD NOW!

Download or read book Derivatives and Equity Portfolio Management written by Bruce M. Collins and published by John Wiley & Sons. This book was released on 1999-01-15 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Frank Fabozzi and Bruce Collins fully outline the ins and outs of the derivatives process for equity investors in Derivatives and Equity Portfolio Management. A significant investment tool of growing interest, derivatives offer investors options for managing risk in a diversified portfolio. This in-depth guide integrates the derivatives process into portfolio management and is replete with applications from authors with extensive Wall Street experience. Whether you're and individual investor or portfolio manager seeking to improve investment returns, you'll quickly learn about listed equity contracts, using listed options in equity portfolio management, risk management with stock index futures, OTC equity derivatives-and profit from your new found knowledge.

Author : James Sagner
Publisher : John Wiley & Sons
ISBN 13 : 9781883249984
Total Pages : 160 pages
Book Rating : 4.88/5 ( download)

DOWNLOAD NOW!

Download or read book Investing in the New Economy written by James Sagner and published by John Wiley & Sons. This book was released on 2001-06 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors depending on obsolete, "old economy" strategies are often unprepared for the challenges of today’s eCommerce, quarterly results-driven environment. Investing in the New Economy is an essential guide for anyone holding or considering investing in stocks, as it shows why old economy practices will not work and why conceptions of rational stock market analysis must be altered. Author James Sagner demonstrates how to use updated techniques and methods to analyze stock market theories, determine winners and losers, and compile a lifetime portfolio built for optimum success.

Author : Gary L. Gastineau
Publisher : John Wiley & Sons
ISBN 13 : 9781883249571
Total Pages : 368 pages
Book Rating : 4.70/5 ( download)

DOWNLOAD NOW!

Download or read book Dictionary of Financial Risk Management written by Gary L. Gastineau and published by John Wiley & Sons. This book was released on 1999-11-15 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gary Gastineau and Mark Kritzman team up once again for the third edition of this classic reference tool designed for financial analysts and managers. Anyone involved in financial risk management must have a proper understanding of the words, terms, and phrases used in this fast paced field-and Dictionary of Financial Risk Management clearly provides that understanding. Risk management terminology is a part of almost any financial operation, including cash, forwards/futures, swaps, options-and is found in many disciplines: probability and statistics, tax and financial accounting, and law. The vocabulary of the risk manager continues to expand with the creation of new products and new concepts. This volume carefully defines and illustrates all the words and phrases that financial professionals need to know and understand. The Dictionary of Financial Risk Management includes listings of common acronyms, profit/loss diagrams of new financial instruments, and extensive coverage of derivatives and quantitative techniques. This invaluable reference guide provides comprehensive definitions of the key terms and concepts that many financial professionals need to know on a day-to-day basis.

Author : Harry M. Markowitz
Publisher : John Wiley & Sons
ISBN 13 : 9781883249755
Total Pages : 404 pages
Book Rating : 4.59/5 ( download)

DOWNLOAD NOW!

Download or read book Mean-Variance Analysis in Portfolio Choice and Capital Markets written by Harry M. Markowitz and published by John Wiley & Sons. This book was released on 2000-02-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.