IUB Library Search for 'se,phr:"Wiley finance series" and su-to:Finance'

Accounting for derivatives : advanced hedging under ifrs 9 /

]]> By Ramirez, Juan,.
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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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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 :

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.

]]> Place hold on Better banking :

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 :

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 /

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 :

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 /

ERM, enterprise risk management : issues and cases /

]]> .
1 online resource.

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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 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 + .

]]> Place hold on Financial modelling in practice :

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 valuation : applications and models /

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

]]> Place hold on Financial valuation :

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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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 Islamic money and capital markets /

]]> By Omar, Azmi..
Singapore : John Wiley, 2013 .
1 online resource (xiv, 240 pages).

]]> Place hold on Fundamentals of Islamic money and capital markets /

Funds : private equity, hedge and all core structures /

]]> By Hudson, Matthew,.
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1 online resource (xvii, 341 pages) : , Includes index.

]]> Place hold on Funds :

Handbook of corporate equity derivatives and equity capital markets /

]]> By Ramirez, Juan,.
Chichester, West Sussex : Wiley, 2011 .
1 online resource (xviii, 424 pages) :

]]> Place hold on Handbook of corporate equity derivatives and equity capital markets /

The handbook of credit risk management originating, assessing, and managing credit exposures /

]]> By Bouteille, Sylvain..
Hoboken, New Jersey : Wiley, 2013 .
1 online resource. , Includes index.

]]> Place hold on The handbook of credit risk management

The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in /

]]> By Spiegeleer, Jan de..
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1 online resource.

]]> Place hold on The handbook of hybrid securities :

Handbook of multi-commodity markets and products : structuring, trading and risk management /

]]> .
1 online resource.

]]> Place hold on Handbook of multi-commodity markets and products :

The handbook of news analytics in finance /

]]> Chichester, U.K. : Wiley, 2011 .
1 online resource (xxvi, 358 pages) :

]]> Place hold on The handbook of news analytics in finance /

Hedge fund modelling and analysis using MATLAB /

]]> By Darbyshire, Paul,.
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1 online resource (206 pages) :

]]> Place hold on Hedge fund modelling and analysis using MATLAB /

How to implement market models using VBA /

]]> By Goossens, Francois,.
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1 online resource. , Includes index.

]]> Place hold on How to implement market models using VBA /

International finance regulation : the quest for financial stability /

]]> By Ugeux, Georges..
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1 online resource. , Machine generated contents note: Preface Is Finance In a Stage of Permanent Crisis? Global Markets Are Interconnected Regulating Finance in a World in Crisis A Web of Institutional Complexity Will Global Financial Regulation become Lex America? Applying Global Regulatory Convergence Regulator and Regulated: The Infernal Couple Finance Cannot Be Left Unregulated Five Years after Lehman, Regulation Could Not Change the Culture A Culture of Outlaws I Will Never Give Up Notes Chapter 1: The Multiple Objectives of Financial Regulation1 Stop (Ab)using Taxpayer Money Protect Retail and Small Investors and Depositors Ensure Transparency of Markets and Institutions Implement a Truly Risk Adjusted Remuneration System Protect Deposits from Trading Notes Chapter 2: A Quarter Century of Banking Crises and the Evolution of Financial Institutions Banking Crises are No Exactly a Recent Phenomenon The Two Main Emerging Market Crises The Subprime Crisis The Lehman Crisis The European Sovereign Debt Crisis The European Banking Crisis The Libor Manipulation Will the Foreign Exchange Market Be Next? Notes Chapter 3: The Lessons of the Recent Financial Crises: The Explosion of Balance Sheets The Structural Overbanking of Europe The Lack of Transparency of the Derivative Markets The Emergence of the Credit Default Swaps (CDS) Market The Regulatory Landscape Is Not Global, But Largely National Notes Chapter 4: Global Financial Regulation: The Institutional Complexities The Group of Twenty (G20) The Financial Stability Board (FSB) The Bank for International Settlements (BIS) and the Basel Committee (BCBS) The International Monetary Fund (IMF) The International Organization of Securities Commissions (IOSCO) The International Accounting Standard Board (IASB) The International Association of Insurance Supervisors (IAIS) Notes Chapter 5: Capital Adequacy, Liquidity and Leverage Ratios: Sailing Towards the Basel III Rules Part I: Capital Adequacy Part II: Liquidity Part III: Leverage Notes Chapter 6: Assessing Likely Impacts of Regulation on the Real Economy Notes Chapter 7: Regulating the Derivatives Market The Origin of the Derivatives Market The Size of the Derivatives Markets U.S. Regulation: Dodd Frank Act European Market Infrastructure Regulation (EMIR) The Transatlantic Divergences Short Selling is a Form of Derivative The JP Morgan Chase London Trading Losses Notes Chapter 8: The Structure of Banking: How Many Degrees of Separation? Systemically Important Financial Institutions (SIFI) The Universal Banking Model Separation Models United Kingdom United States European Union Switzerland The Volcker Rule and Proprietary Trading 15 Too Big To Fail (TBTF): Is Size the Problem? Prohibit the Trading of Commodities by Banks Notes Chapter 9: Banking Resolution and Recovery Moral Hazard Can the Bail-In Concept Avoid Taxpayers' Bailout? Lessons from the Financial Crisis Living Will or How Banks Want to Be Treated if They Are Close to Collapsing United States The Citi Recovery Plan The Role of the Federal Deposit Insurance Corporation in the United States Sheila Bair Was the Chair of FDIC during the Financial Crisis United Kingdom European Banking Resolution and Recovery Directive Regulatory Technical Standards Can Resolution Rules be Effective? An Impossible European Institutional Challenge Who Will Decide to Put Companies Under Resolution Surveillance? Notes Chapter 10: Banking and Shadow Banking Hedge Funds United States Europe Other Types of Shadow Banking Capital Markets and Securitization Notes Chapter 11: Rating Agencies and Auditors Part I: The Rating Agencies Part II: External Auditors Part III: The Limits of Accountability Notes Chapter 12: Central Banks As Lenders of Last Resort Have a Conflict of Interest with Their Regulatory Role Financial Stability The United States: Quantitative Easing European Central Bank: The Long Term Revolving Operations (LTRO) The United Kingdom Japan and Abenomics Are Central Banks Balance Sheets Eternally Expandable? Have they becomeHedge Funds? Is This Novation of Central Banks Legitimate or Legal? Notes Chapter 13: Financial Institutions Governance (or Lack Thereof) Risk Management The Dysfunctional Boards of Directors Should the Chairperson Also be the CEO? Remuneration and Risks Personal or Institutional Accountability Notes Chapter 14: Was it a Global Crisis? The Asian Perspective Japan China India Assessing the Asian Risk Notes Chapter 15: The Challenges of Global Regulation Regulation, Policies, and Politics Regulators and Sovereign Financing The ECB Supervision: The E.U. Governance Challenges The Risks of Regulatory Fragmentation Bank Resolution: The Legal Nightmare Basel III The Reemergence of Capital Markets Restructuring Finance Should Financial Communication Be Regulated? Should Financial Media Respect a Code of Conduct? Financial Education is Key Notes Chapter 16: Regulation and Ethics Management Integrity Accountability Transparency is Key A Principled Regulatory System is Needed Doing the Right Thing Notes Conclusion: What Can We Expect? A few books I read and found helpful ... About the Author Index.

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Introduction to Islamic banking and finance /

]]> By Kettell, Brian..
Chichester, U.K. : Wiley, 2011 .
1 online resource :

]]> Place hold on Introduction to Islamic banking and finance /

An introduction to islamic finance : theory and practice /

]]> By Iqbal, Zamir..
Singapore : John Wiley & Sons (Asia), 2011 .
1 online resource (xiv, 406 pages) : , Includes glossary of Arabic terms (p. ix-xiv).

]]> Place hold on An introduction to islamic finance :

Introductory Mathematics and Statistics for Islamic Finance.

]]> By Mirakhor, Abbas..
Singapore : Wiley, 2014 .
1 online resource.

]]> Place hold on Introductory Mathematics and Statistics for Islamic Finance.

Investing in India : a value investor's guide to the biggest untapped opportunity in the world /

]]> By Saraogi, Rahul..
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1 online resource. , Includes index.

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Investing psychology : the effects of behavioral finance on investment choice and bias /

]]> By Richards, Tim,.
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1 online resource.

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Investment project design : a guide to financial and economic analysis with constraints /

]]> By Kurowski, Lech..
Hoboken, N.J. : John Wiley & Sons, 2011 .
1 online resource (xv, 458 pages).

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The Islamic banking and finance workbook : step-by-step exercises to help you master the fundamentals of Islamic banking and finance /

]]> By Kettell, Brian..
Chichester, U.K. : Wiley, 2011 .
1 online resource (xii, 137 pages) :

]]> Place hold on The Islamic banking and finance workbook :

Islamic capital markets : theory and practice /

]]> By Krichene, Noureddine..
New York : Wiley, 2012 .
1 online resource (748 pages).

]]> Place hold on Islamic capital markets :

Islamic Finance : the New Regulatory Challenge /

]]> New York : Wiley, 2013 .
1 online resource (546 pages).

]]> Place hold on Islamic Finance :

The Islamic finance handbook : a practitioner's guide to the global markets /

]]> .
1 online resource (590 pages).

]]> Place hold on The Islamic finance handbook :

Liquidity management : a funding risk handbook /

]]> By Soprano, Aldo..
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1 online resource.

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The liquidity risk management guide : from policy to pitfalls /

]]> By Adalsteinsson, Gudni,.
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1 online resource.

]]> Place hold on The liquidity risk management guide :