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

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 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 :

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..

]]> Place hold on Foreign exchange :

The investor's guide to economic fundamentals /

]]> By Calverley, John..
Chichester, West Sussex, England ; | Hoboken, NJ : Wiley, 2003 .
xviii, 242 p. : , Includes index. 26 cm..

]]> Place hold on The investor's guide to economic fundamentals /

Winning at risk : strategies to go beyond Basel /

]]> By Cortez, Annetta..
Hoboken, N.J. : Wiley, 2011 .
xvii, 254 p. : , Includes index. 24 cm..

]]> Place hold on Winning at risk :

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 :

Understanding Islamic finance /

]]> By Ayub, Muhammad,.
Hoboken, NJ : John Wiley & Sons, 2007 .
xxvi, 516 p. : 25 cm..

]]> Place hold on Understanding Islamic finance /

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..

]]> Place hold on The art of Islamic banking and finance :

Liquidity management : a funding risk handbook /

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

]]> Place hold on Liquidity management :

Understanding Bitcoin : Cryptography, Engineering and Economics /

]]> By Franco, Pedro,.
Chichester, West Sussex : Wiley, 2015 .
1 online resource (xx, 268 pages).

]]> Place hold on Understanding Bitcoin :

How to implement market models using VBA /

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

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

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 advanced fixed income and derivatives management guide /

]]> By Simozar, Saied,.
.
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 /

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).

]]> Place hold on Financial Valuation Workbook :

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 :

Using Excel for business analysis : a guide to financial modelling fundamentals /

]]> By Fairhurst, Danielle Stein,.
.
1 online resource. , Includes index.

]]> Place hold on Using Excel for business analysis :

The fundamentals of hedge fund management /

]]> By Strachman, Daniel A.,.
Hoboken, N.J. : John Wiley & Sons, Inc., 2012 .
1 online resource.

]]> Place hold on The fundamentals of hedge fund management /

Investors guide to loss recovery : rights, mediation, arbitration, and other strategies /

]]> By Straney, Louis L.,.
Hoboken, N.J. : Wiley, 2011 .
1 online resource (xxvii, 210 pages) :

]]> Place hold on Investors guide to loss recovery :

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 convertible bonds : pricing, strategies and risk management /

]]> By De Spiegeleer, Jan..
Chichester, West Sussex, U.K. : Wiley, 2011 .
1 online resource (xvi, 378 pages) :

]]> Place hold on The handbook of convertible bonds :

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) :

]]> Place hold on Dynamic economic decision making :

Managing risk and performance : a guide for government leaders /

]]> .
1 online resource.

]]> Place hold on Managing risk and performance :

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 :

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 :

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 /

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 :

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) :

]]> Place hold on Banking and financial institutions :

Bond math : the theory behind the formulas /

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

]]> Place hold on Bond math :

The handbook of equity market anomalies : translating market inefficiencies into effective investment strategies /

]]> Hoboken, N.J. : Wiley, 2011 .
1 online resource (xvii, 334 pages) :

]]> Place hold on The handbook of equity market anomalies :

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 /

Trading the fixed income, inflation and credit markets : a relative value guide /

]]> By Schofield, Neil C..
Chichester, West Sussex : Wiley, 2011 .
1 online resource (xviii, 291 pages) :

]]> Place hold on Trading the fixed income, inflation and credit markets :

Understanding and managing model risk : a practical guide for quants, traders and validators /

]]> By Morini, Massimo..
Chichester, West Sussex : Wiley, 2011 .
1 online resource (xx, 428 pages) :

]]> Place hold on Understanding and managing model risk :

The risk premium factor : a new model for understanding the volatile forces that drive stock prices /

]]> By Hassett, Stephen D.,.
Hoboken, N.J. : John Wiley & Sons, 2011 .
1 online resource (xxv, 182 pages) :

]]> Place hold on The risk premium factor :

Mergers & acquisitions integration handbook : helping companies realize the full value of acquisitions /

]]> By Whitaker, Scott C.,.
Hoboken, NJ : John Wiley & Sons, 2012 .
1 online resource. , Includes index.

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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) :

]]> Place hold on Financial simulation modeling in Excel :

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 :

Value and capital management : a handbook for the finance and risk functions of financial institutions /

]]> By Wilson, Thomas C.,.
.
1 online resource.

]]> Place hold on Value and capital management :

Asset securitization : theory and practice /

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

]]> Place hold on Asset securitization :

Hedge fund analysis : an in-depth guide to evaluating return potential and assessing risks /

]]> By Travers, Frank J..
Hoboken, N.J. : Wiley, 2012 .
1 online resource. , Includes index. | Machine generated contents note: IntroductionPart One: BackgroundChapter 1: Hedge Fund HistorySo Who Invented the Hedge Fund?NotesChapter 2: Hedge Fund Asset ClassDefinitionHedge Fund StructureHedge Fund StrategiesAdvantages of Allocating to Hedge FundsHedge Fund Size Impacts PerformancePart Two: Hedge Fund Due DiligenceChapter 3: Due Diligence ProcessKey Areas of Focus within each Component of Due DiligenceThe Due Diligence Process Highlighted in this BookPutting it all TogetherSome Initial ThoughtsChapter 4: Initial Data CollectionData CollectionDue Diligence Questionnaire (DDQ)Fictional Capital ManagementOther MaterialsFurther Analysis13F AnalysisHedge Fund JournalChapter 5: Initial InterviewInitial Call or MeetingPhone InterviewsMeeting NotesChapter 6: Quantitative AnalysisPerformance MeasuresAbsolute Return MeasuresAbsolute Risk MeasuresRegression Based StatisticsPeer Group AnalysisChapter 7: Portfolio AnalysisAttribution AnalysisFundamental AnalysisEvaluating Portfolio DataChapter 8: Onsite InterviewsOnsite Meeting StrategiesOne-on-One MeetingsMeeting with More than One PersonDifferent PerspectivesMeeting NotesOnsite Interviews at Fictional Capital Management (FCM)Chapter 9: Operational Due DiligenceCase Study: Bayou FundDefinitionImportance of Operational Due DiligenceCategorization of Operational Due DiligenceInterview with FCM Operational StaffNotesChapter 10: Risk Due DiligenceGraphical Depiction of Hedge Fund RisksRisk Due DiligenceFactor Decomposition AnalysisInterview with FCM Risk managerNotesChapter 11: Reference and Background ChecksOnlist and Offlist ReferencesInternet and Social MediaContacting ReferencesProblematic ReferencesWhose References should you Check?How Many Reference Calls are Enough?Background ChecksSummary of Reference Calls for FCMChapter 12: Hedge Fund Scoring Model and Decision MakingHedge Fund Scoring ModelPutting it all TogetherAbout the AuthorIndex.

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Mathematics and statistics for financial risk management /

]]> By Miller, Michael B..
Hoboken, N.J. : Wiley, 2012 .
1 online resource (xi, 281 pages) :

]]> Place hold on Mathematics and statistics for financial risk management /

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.

]]> Place hold on Fundamentals of financial instruments :

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 /

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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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.

]]> Place hold on Financial risk forecasting :

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

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

]]> Place hold on Bayesian risk management :

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

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

]]> Place hold on The compliance revolution :

Risk management at the top : a guide to risk and its governance in financial institutions /

]]> By Laycock, Mark,.
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1 online resource.

]]> Place hold on Risk management at the top :

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 :

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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