PERHITUNGAN VALUE AT RISK PORTOFOLIO FIXED INCOME (STUDI KASUS PADA PT. XYZ)

Obligasi merupakan salah pilihan investasi yang cukup menarik saat ini, disebabkan karena memiliki tingkat return yang pasti yaitu pembayaran coupon rate dan principal nya. Meskipun memiliki sifat …

FUTURES MARKETS

Edition

1st. ed.

Call Number

332.64 SIE f

CORPORATE BOND MARKETS INSTRUMENTS AND APPLICATIONS

Moorad continues to demonstrate his financial expertise, and shows us why he is one of the best-selling authors in our industry today. - Eric Subliskey, Vice President, Short-Term Fixed Income JPMo…

FUTURES MARKETS: THEORY AND PRACTICE

Future Markets: Theory and Practice is the first of the two books written by the on Futures, Options and Swaps, and covers forward and futures contracts. The second book would cover options and swa…

A GUIDE TO MANAGING INTEREST-RATE RISK

Here, in one complete volume, are all the latest, most effective strategies and guidelines--as practiced by many of the nation's top corporate financial officers--on how to develop and manage a suc…

INTEREST RATE RISK MODELING: THE FIXED INCOME VALUATION COURSE

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term …

INTEREST RATE SWAPS: VALUATION, TRADING, AND PROCESSING

In little more than a decade, the interest rate swap market has grown from zero to a phenomenal size of nearly $4 trillion. Corporate users in virtually all segments of the economy now find swaps t…

INTEREST-RATE OPTION MODELS: UNDERSTANDING, ANALYSING AND USING MODELS FOR EX…

The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuse…

ADVANCED STRATEGIES IN FINANCIAL RISK MANAGEMENT

This book demonstrates how to join the ranks of successful companies which routinely use risk protection products to manage more effectively their asset liability and to tap worldwide commercial ma…

CURRENCY AND INTEREST-RATE HEDGING: A USER'S GUIDE TO OPTIONS, FUTURES, SWAPS…

Dramatic changes in foreign exchange rates between the major international currencies, along with extreme pressures on the European Monetary System, have made the hedging of currency and interest r…