The objective of this book is to clearly explain why these securities exist, where and how they are traded, how to employ them in managing risk, and how to accurately price them.
A complete, highly accessible introduction to futures, forwards, options and swaps. Covers stock index futures, and short- and long-term interest rate futures. Discusses advanced strategies, includ…
The single most important aspect of fixed income investment management is the valuation of securities within a portfolio. The valuation process, however, has become a far more difficult one than in…
Provides a treatment of academic and practitioner approaches to equity security valuation. This book challenges conventional academic wisdom surrounding the ergodic properties of stochastic process…
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hed…
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…
From Concept to Wall Street is the definitive guide to the new realities of venture capital. Two leading experts in venture-backed entrepreneurship offer start-to-finish coverage of the entire proc…
Governments are amongst the largest borrowers in the capital markets and can use the markets to finance budget deficits or to regulate the economy through interest rate management. This book is a p…
The contents of this book are Chapter 1 Riding the Yield Curve Chapter 2 The Fixed-Income Marketplace Chapter 3 The Fed Chapter 4 The U.S. Government Securities Market: Treasuries Chapter 5 Th…
Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing. This title, edited by reno…