Bøger i The Wiley Finance Series serien

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications.

In Frequently Asked Questions in Islamic Finance, industryexpert Brian Kettell answers some of the most frequently askedquestions from his many years experience in working and teaching inIslamic finance and banking.

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit.

* Exotic Options and Hybrids is the first book to guide practitioners on how to structure, price and trade modern exotic and hybrid derivatives, without complicating matters with the use of maths.

This book covers the subject of Credit Derivatives from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques.

Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. Banks have accordingly followed suit.

The comprehensive guide to working more effectively within the multi-commodity market. The Handbook of Multi-Commodity Markets and Products is the definitive desktop reference for traders, structurers, and risk managers who wish to broaden their knowledge base.

The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions.

Unfairly reviled, and much misunderstood, private equity differs from all other asset classes in various important respects, not least the way in which its fund mechanisms operate, and the way in which its returns are recorded and analysed.

Discover Bitcoin, the cryptocurrency that has the finance world buzzing Bitcoin is arguably one of the biggest developments in finance since the advent of fiat currency.

Tighten due diligence procedures for more successful hedge fund investment Practical Operational Due Diligence on Hedge Funds is an encyclopaedic, comprehensive reference, written from the perspective of an experienced practitioner.

One reason for financial crises is investors misusing and misunderstanding exotic products. Proper understanding of exotic structures might have helped. Demystifying Exotic Products contains the fundamentals on exotic products in relation to Interest rates, equity and FX exotics.

A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate fuel consumer.

Devise an organized, proactive approach to financial compliance Financial Regulation and Compliance provides detailed, step-by-step guidance for the compliance professional seeking to manage overlapping and new regulatory responsibilities.

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk.

Derivatives are everywhere in the modern world and it is important for everyone in banking, investment and finance to have a good understanding of the subject. Derivatives Demystified provides a step-by-step guide to the subject, enabling the reader to have a solid, working understanding of key derivative products.

Never has there been a greater need to fully understand the investments and allocation choices you are making. How to Invest in Structured Products is a one stop shop for asset managers looking to understand and make the right investments in structured products.

* Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.

An increased interest in Islamic finance is related to the capitalmarket crises, ethical policies, and banks. Islamic Finance in aNutshell provides the fundamentals of Islamic finance, likesharia s law.

The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as university endowments, and has resulted in substantial growth in spot derivative trading.

Hedge Fund Analysis and Modeling Using Excel and VBA is a practical and implementation driven text that will guide readers through real modeling and analysis exercises for hedge funds, enabling them to identify risk and return factors across their investments.

* The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation.

This book provides a thorough introduction to the business and valuation of biotechnology stocks for investors. It offers a brief history of the biotechnology industry and the investment waves and dips over the last 30 years of the industry. It examines both the U.S.

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set.

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.

Based around a conference on financial modeling held in Milan in December 1999, this book brings together the leading names in quantitative finance to discuss the modeling techniques in a variety of areas of financial engineering.

Explains how government bond markets work, as well as the features and specifications of each type. This book looks at the structure and technique of bond markets in each European Union country, as well as the financial instruments issued by each treasury agency.

This book will provide a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis.

Chapter by chapter this book gradually builds up a practical body of code that will serve as an extensible financial engineering system in python. The book uses the Black-Scholes example to begin the building of the python package that will house the code that will be presented as the book progresses.

A convenient all-in-one introduction to the capital markets This introductory guide to the capital markets offers deep and focused detail on the workings of the markets. It is accessible and comprehensive and ideal for those entering or already working in investment banking or asset management.