Bøger i The Wiley Finance Series serien

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set.

Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations.

This book will provide a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.

Covers all the theory and practical advice that actuaries need in order to determine the claims reserves for non-life insurance. Describes all the necessary mathematical methods used to estimate loss reserves and shares the authors' practical experience, which is essential in showing which of the methods should be applied in any given situation.

This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes.

Practical issues in FX options and smile risk FX Options and Smile Risk takes readers through the main technicalities of the FX spot and options markets, helping them develop practical trading skills that will enable them to run an FX options book in the real world.

A convenient all-in-one introduction to the capital markets This introductory guide to the capital markets offers deep and focused detail on the workings of the markets. It is accessible and comprehensive and ideal for those entering or already working in investment banking or asset management.

Chapter by chapter this book gradually builds up a practical body of code that will serve as an extensible financial engineering system in python. The book uses the Black-Scholes example to begin the building of the python package that will house the code that will be presented as the book progresses.

Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs.

This book provides a much needed reference for finance practitioners on the rapidly growing Insurance Linked Securities markets.

A high level, theoretical and practical look at the latest and most important derivatives pricing models which will include illustrative comic strips and interviews with top traders. Haug aims to bring (an often dry) subject to life through entertaining cartoons and interviews with practitioners.

Crossing Frontiers is a story about the settlements industry in Europe, with an emphasis on cross border, influenced by the developments and business in the US and bound up with the Americanization of securities markets, all the while relating the impact on Europe.

This book ties together the theory, quantitative methods, and applications of capital budgeting. It provides a balanced treatment of the different approaches to capital project evaluation the author explores both the strengths and weaknesses of various project selection methods.

Offers a guide to key market features and their impact on each of the main areas of investment. This book offers practical advice on how to predict and manage market risk and how to allocate assets for the best performance under different market conditions. It also covers both the theory and practice of this subject.

This book will explain, from the point of view of the practitioner, the analysis of investment risk - a proper account of adequate risk management strategies - and offer an objective and readable account of the most common investment risk management procedures.

Volatility forecasting is an important topic in the finance industry and many areas of finance research. There are many books written on financial market modelling, but few on volatility forecasting and the practical use of these models.

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.

This book provides a thorough introduction to the business and valuation of biotechnology stocks for investors. It offers a brief history of the biotechnology industry and the investment waves and dips over the last 30 years of the industry. It examines both the U.S.

* The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation.

Hedge Fund Analysis and Modeling Using Excel and VBA is a practical and implementation driven text that will guide readers through real modeling and analysis exercises for hedge funds, enabling them to identify risk and return factors across their investments.

* This book is an introduction to the modelling of cash collateralised debt obligations (CDOs). * Although there is a fair amount of literature on CDOs and modelling of synthetic CDOs, there has been little written on how to model cash flow CDOs.

Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets , leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines.

One reason for financial crises is investors misusing and misunderstanding exotic products. Proper understanding of exotic structures might have helped. Demystifying Exotic Products contains the fundamentals on exotic products in relation to Interest rates, equity and FX exotics.

Explains how government bond markets work, as well as the features and specifications of each type. This book looks at the structure and technique of bond markets in each European Union country, as well as the financial instruments issued by each treasury agency.

Based around a conference on financial modeling held in Milan in December 1999, this book brings together the leading names in quantitative finance to discuss the modeling techniques in a variety of areas of financial engineering.

* Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.

Never has there been a greater need to fully understand the investments and allocation choices you are making. How to Invest in Structured Products is a one stop shop for asset managers looking to understand and make the right investments in structured products.

In Frequently Asked Questions in Islamic Finance, industryexpert Brian Kettell answers some of the most frequently askedquestions from his many years experience in working and teaching inIslamic finance and banking.

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications.

An increased interest in Islamic finance is related to the capitalmarket crises, ethical policies, and banks. Islamic Finance in aNutshell provides the fundamentals of Islamic finance, likesharia s law.