IUB Library Search for 'se,phr:"Wiley finance series"'

Accounting for derivatives : advanced hedging under ifrs 9 /

]]> By Ramirez, Juan,.
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1 online resource.

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Advanced credit risk analysis and management : an indispensable book on credit and finance for better risk management /

]]> By Joseph, Ciby,.
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1 online resource.

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The advanced fixed income and derivatives management guide /

]]> By Simozar, Saied,.
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1 online resource. , Machine generated contents note: List of Tables v List of Figures viii Abbreviations x Notation xii Preface xvii Acknowledgement xxi Foreword xxii Introduction 1 1. Review of Market Analytics 5 1.1. Bond Valuation 5 1.2. Simple Bond Analytics 7 1.3. Portfolio Analytics 9 1.4. Key Rate Durations 13 2. Term Structure of Rates 16 2.1. Linear and Non-linear Space 16 2.2. Basis Functions 18 2.3. Decay Coefficient 22 2.4. Forward Rates 22 2.5. Par Curve 24 2.6. Application to the US Yield Curve 24 2.7. Historical Yield Curve Components 27 2.8. Significance of the Term Structure Components 30 2.9. Estimating the Value of the Decay Coefficient 32 3. Comparison of Basis Functions 36 3.1. Polynomial Basis Functions 36 3.1. Exponential Basis Functions 36 3.1. Orthogonal Basis Functions 37 3.1. Key Basis Functions 38 3.5. Transformation of Basis Functions 40 3.3. Comparison with the Principal Components Analysis 47 3.4. Mean Reversion 53 3.5. Historical Tables of Basis Functions 55 4. Risk Measurement 57 4.1. Interest Rate Risks 57 4.2. Zero Coupon Bonds Examples 59 4.3. Eurodollar Futures Contracts Examples 61 4.4. Conventional Duration of a Portfolio 63 4.5. Risks and Basis Functions 64 4.6. Application to Key Rate Duration 67 4.7 Risk Measurement of a Treasury Index 72 5. Performance Attribution 74 5.1. Curve Performance 74 5.2. Yield Performance 76 5.3. Security Performance 76 5.4. Portfolio Performance 78 5.5. Aggregation of Contribution to Performance 84 6. Libor and Swaps 87 6.1. Term Structure of Libor 89 6.2. Adjustment Table for Rates 90 6.3. Risk Measurement and Performance Attribution of Swaps 92 6.4. Floating Libor Valuation and Risks 94 6.5. Repo and Financing Rate 97 6.6. Structural Problem of Swaps 97 7. Trading 100 7.1. Liquidity Management 100 7.2. Forward Pricing 104 7.3. Curve Trading 106 7.4. Synthetic Securities 111 7.5. Real Time Trading 115 8. Linear Optimization and Portfolio Replication 117 8.1. Portfolio Optimization Example 120 8.2. Conversion to and from Conventional KRD 123 8.3. KRD and Term Structure Hedging 124 9. Yield Volatility 125 9.1. Price Function of Yield Volatility 126 9.2. Term Structure of Yield Volatility 129 9.3. Volatility Adjustment Table 135 9.4. Forward and Instantaneous Volatility 137 10. Convexity and Long Rates 140 10.1. Theorem: Long Rates Can Never Change 140 10.2. Convexity Adjusted TSIR 144 10.3. Application to Convexity 149 10.4. Convexity Bias of Eurodollar Futures 154 11. Real Rates and Inflation Expectations 162 11.1. Term Structure of Real Rates 162 11.2. Theorem: Real Rates Cannot Have Log-normal Distribution 163 11.3. Inflation Linked (IL) Bonds 166 11.4. Seasonal Adjustments to Inflation 173 11.5. Inflation Swaps 179 12. Credit Spreads 184 12.1. Equilibrium Credit Spread 184 12.2. Term Structure of Credit Spreads 186 12.3. Risk Measurement of Credit Securities 187 12.4. Credit Risks Example 188 12.5. Floating Rate Credit Securities 189 12.6. TSCS Examples 191 12.7. Relative Values of Credit Securities 194 12.8. Performance Attribution of Credit Securities 197 12.9. Term Structure of Agencies 199 12.10. Performance Contribution 200 12.11. Partial Yield 203 13. Default and Recovery 206 13.1. Recovery, Guarantee and Default Probability 206 13.2. Risk Measurement with Recovery 211 13.3. Partial Yield of Complex Securities 218 13.4. Forward Coupon 220 13.5. Credit Default Swaps 221 14. Deliverable Bond Futures and Options 226 14.1. Simple Options Model 226 14.2. Conversion Factor 230 14.3. Futures Price on Delivery Date 231 14.4. Futures Price Prior to Delivery Date 231 14.5. Early versus Late Delivery 236 14.6. Strike Prices of the Underlying Options 237 14.7. Risk Measurement of Bond Futures 237 14.8. Analytics for Bond Futures 239 14.9. Australian Bond Futures 240 14.10. Replication of Bond Futures 241 14.11. Backtesting of Bond Futures 244 15. Bond Options 245 15.1. European Bond Options 245 15.2. Exercise Boundary of American Options 249 15.3. Present Value of a Future Bond Option 251 15.4. Feedforward Pricing 257 15.5. Bond Option Greeks 261 15.6. Risk Measurement of Bond Options 263 15.7. Treasury and Real Bonds Options 265 15.8. Bond Options with Credit Risk 266 15.9. Theorem: Credit Prices Are Not Arbitrage-free 269 15.10. Correlation Model 270 15.11. Credit Bond Options Examples 272 15.12. Risk Measurement of Complex Bond Options 274 15.13. Remarks on Bond Options 275 16. Currencies 277 16.1. Currency Forwards 278 16.2. Currency as an Asset Class 279 16.3. Currency Trading and Hedging 280 16.4. Valuation and Risks of Currency Positions 281 16.5. Currency Futures 283 16.6. Currency Options 283 17. Prepayment Model 285 17.1. Home Sale 285 17.2. Refinancing 287 17.3. Accelerated Payments 289 17.4. Prepayment Factor 290 18. Mortgage Bonds 291 18.1. Mortgage Valuation 292 18.2. Current Coupon 295 18.3. Mortgage Analytics 298 18.4. Mortgage Risk Measurement and Valuation 302 19. Product Design and Portfolio Construction 307 19.1. Product Analyzer 309 19.2. Portfolio Analyzer 312 19.3. Competitve Universe 313 19.4. Portfolio Construction 314 20. Calculating Parameters of the TSIR 319 20.1. Optimizing TSIR 321 20.2. Optimizing TSCR 325 20.3. Optimizing TSCR with No Convexity 329 20.4. Estimating Recovery Value 330 20.5. Robustness of the Term Structure Components 330 20.6. Calculating the Components of the TSYV 331 21. Implementation 333 21.1. Term Structure 333 21. 1.1. Primary Curve 333 21. 1.2. Real Curve 334 21. 1.3. Credit Curve and Recovery Value 335 21.2. Discount Function and Risk Measurement 336 21.3. Cash Flow Engine 337 21.4. Invoice Price 340 21.5. Analytics 340 21.6. Trade Date versus Settle Date 342 21.7. American Options 343 21.8. Linear Programming 348 21.9. Mortgage Analysis 349 References 351 Index 352.

]]> Place hold on The advanced fixed income and derivatives management guide /

Alts democratized : a practical guide to alternative mutual funds and ETFs for financial advisors /

]]> By Rabe, Jessica Lynn..
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1 online resource.

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Art of company valuation and financial statement analysis : a value investor's guide with real-life case studies /

]]> By Schmidlin, Nicolas,.
Chichester, West Sussex : Wiley, 2014 .
1 online resource.

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The art of Islamic banking and finance : tools and techniques for community-based banking /

]]> By Abdul-Rahman, Yahia,.
Hoboken, N.J. : Wiley, 2010 .
xxxv, 396 p. : 24 cm..

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Asset securitization : theory and practice /

]]> By Hu, Joseph..
Singapore : John Wiley & Sons (Asia), 2011 .
1 online resource (xvii, 262 pages) :

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Banker's guide to new small business finance, + website : venture deals, crowdfunding, private equity, and technology /

]]> By Green, Charles H..
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1 online resource (xxi, 200 pages). , Includes index.

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Banking and financial institutions : a guide for directors, investors, and counterparties /

]]> By Gup, Benton E..
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xvii, 357 pages) :

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Bayesian risk management : a guide to model risk and sequential learning in financial markets /

]]> By Sekerke, Matt..
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1 online resource.

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Behavioral finance : understanding the social, cognitive, and economic debates /

]]> By Burton, Edwin T..
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1 online resource. , Includes index.

]]> Place hold on Behavioral finance :

Best-practice EVA : the definitive guide to measuring and maximizing shareholder value /

]]> By Stewart, G. Bennett,.
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1 online resource. , Includes index.

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Better banking : understanding and addressing the failures in risk management, governance and regulation /

]]> By Docherty, Adrian,.
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1 online resource. , Includes index.

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Bond math : the theory behind the formulas /

]]> By Smith, Donald J.,.
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xiv, 272 pages) :

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Case studies in Islamic banking and finance : case questions & answers /

]]> By Kettell, Brian..
Chicester, East Sussex : Wiley, 2011 .
1 online resource (xxi, 167 pages) :

]]> Place hold on Case studies in Islamic banking and finance :

Cash flow analysis and forecasting : the definitive guide to understanding and using published cash flow data /

]]> By Jury, Timothy D. H..
West Sussex [England] : John Wiley & Sons, 2012 .
1 online resource (xv, 317 pages :) : , Includes index.

]]> Place hold on Cash flow analysis and forecasting :

Commodity option pricing : a practitioners guide /

]]> By Clark, Iain J..
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1 online resource.

]]> Place hold on Commodity option pricing :

The complete guide to portfolio construction and management /

]]> By Snopek, Lukasz..
Chichester, U.K. ; | Hoboken, N.J. : Wiley, 2012 .
1 online resource (xx, 290 pages).

]]> Place hold on The complete guide to portfolio construction and management /

The compliance revolution : how compliance needs to change to survive /

]]> By Jackman, David,.
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1 online resource. , Includes index.

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Corporate and project finance modeling : theory and practice /

]]> By Bodmer, E..
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1 online resource.

]]> Place hold on Corporate and project finance modeling :

Corporate governance regulation how poor management is destroying the global economy /

]]> By Vakkur, Nicholas V..
Hoboken, N.J. : John Wiley & Sons, 2013 .
1 online resource.

]]> Place hold on Corporate governance regulation

Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /

]]> By Meissner, Gunter,.
Singapore : Wiley, 2014 .
1 online resource.

]]> Place hold on Correlation risk modeling and management :

Credit securitizations and derivatives : challenges for the global markets /

]]> Chichester, West Sussex : Wiley, 2013 .
1 online resource (xiv, 448 pages).

]]> Place hold on Credit securitizations and derivatives :

The crowd funding services handbook : raising the money you need to finance your business, project, or invention /

]]> By Rich, Jason..
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1 online resource. , Includes index.

]]> Place hold on The crowd funding services handbook :

Dynamic copula methods in finance /

]]> Hoboken, NJ : Wiley, 2012 .
1 online resource (x, 274 pages) :

]]> Place hold on Dynamic copula methods in finance /

Dynamic economic decision making : strategies for financial risk, capital markets, and monetary policy /

]]> By Silvia, John..
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xvii, 381 pages) :

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The economics of commodity markets /

]]> By Chevallier, Julien..
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1 online resource.

]]> Place hold on The economics of commodity markets /

Enterprise risk management : from incentives to controls /

]]> By Lam, James..
Hoboken : Wiley, 2014 .
1 online resource (818 pages). , Risk management requirements.

]]> Place hold on Enterprise risk management :

Equity crowdfunding for investors : a guide to risks, returns, regulations, funding portals, due diligence, and deal terms /

]]> By Freedman, David M.,.
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1 online resource

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ERM, enterprise risk management : issues and cases /

]]> .
1 online resource.

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Expected returns : an investor's guide to harvesting market rewards /

]]> By Ilmanen, Antti,.
Chichester, West Sussex, U.K. : Wiley, 2011 .
1 online resource (xxi, 570 pages) : , Series title from book jacket.

]]> Place hold on Expected returns :

Family enterprise : understanding families in business and families of wealth /

]]> .
1 online resource. , Includes index.

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Financial engineering and arbitrage in the financial markets /

]]> By Dubil, Robert..
Chichester, West Sussex, UK ; | Hoboken, NJ : John Wiley, 2011 .
1 online resource (xii, 367 pages).

]]> Place hold on Financial engineering and arbitrage in the financial markets /

Financial forecasting, analysis, and modelling : a framework for long-term forecasting /

]]> By Samonas, Michael..
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1 online resource.

]]> Place hold on Financial forecasting, analysis, and modelling :

Financial markets and trading : an introduction to market microstructure and trading strategies /

]]> By Schmidt, Anatoly B..
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xiii, 184 pages) :

]]> Place hold on Financial markets and trading :

Financial modeling and valuation : a practical guide to investment banking and private equity /

]]> By Pignataro, Paul,.
New Jersey: John Wiley & Sons ,Inc. .
pages cm. , Includes index.

]]> Place hold on Financial modeling and valuation :

Financial modelling theory, implementation and practice (with Matlab source) /

]]> By Kienitz, Joerg..
Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2012 .
1 online resource.

]]> Place hold on Financial modelling

Financial modelling in practice : a concise guide for intermediate and advanced level /

]]> By Rees, Michael,.
Hoboken, NJ : Wiley, 2008 .
xvii, 270 p. : 25 cm + .

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Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab /

]]> By Daníelsson, Jón..
Chichester : John Wiley, 2011 .
1 online resource (xxi, 274 pages) : , Formerly CIP.

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Financial risk management : models, history, and institutions /

]]> By Malz, Allan M..
Hoboken, N.J. : Wiley, 2011 .
xxiii, 722 p. : 24 cm..

]]> Place hold on Financial risk management :

Financial risk management a practitioner's guide to managing market and credit risk + website /

]]> By Allen, Steven,.
Hoboken, N.J. : John Wiley & Sons, 2012 .
1 online resource.

]]> Place hold on Financial risk management

Financial simulation modeling in Excel : a step-by-step guide /

]]> By Allman, Keith A.,.
Hoboken, N.J. : John Wiley & Sons, 2011 .
1 online resource (xiv, 193 pages) :

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Financial statement analysis : a practitioner's guide, fourth edition /

]]> By Fridson, Martin S.,.
Hoboken, N.J. : John Wiley & Sons, 2011 .
1 online resource. , Title from title screen.

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Financial valuation : applications and models /

]]> By Hitchner, James R..
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xxxiv, 1286 pages) :

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Financial Valuation Workbook : Step-by-Step Exercises and Tests to Help You Master Financial Valuation.

]]> By Hitchner, James R..
Hoboken : John Wiley & Sons, 2011 .
1 online resource (714 pages).

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Fixed income markets : management, trading and hedging /

]]> By Choudhry, Moorad..
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1 online resource. , Includes index. | Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index.

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Foreign exchange : a practical guide to the FX markets /

]]> By Weithers, Timothy M..
Hoboken, N.J. : J. Wiley & Sons, 2006 .
xv, 320 p. : 24 cm..

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Foreign exchange operations : master trading agreements, settlement, and collateral /

]]> By DeRosa, David F..
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1 online resource.

]]> Place hold on Foreign exchange operations :

Foreign exchange option pricing : a practitioner's guide /

]]> By Clark, Iain J..
Chichester, West Sussex, U.K. : Wiley, 2011 .
1 online resource (xviii, 280 pages) :

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Fundamentals of financial instruments : an introduction to stocks, bonds, foreign exchange, and derivatives /

]]> By Parameswaran, Sunil K.,.
Hoboken, N.J. : | Chichester : Wiley ; | John Wiley [distributor], 2011 .
1 online resource (xv, 560 pages) : , Includes index.

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