Найти книгу: "Credit Derivatives"

The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Credit Derivatives: Risk Management, Trading and Investing provides: A description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring Analysis of the industry standard ‘default and recovery’ and Copula models including many examples, and a description of the models’ shortcomings Tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management A thorough analysis of counterparty risk An intuitive understanding of credit correlation in reality and in the Copula model The CD in the back of this book includes an Evaluation Version of Mathcad® 12 Single User Edition, which is reproduced by permission. This software is a fully-functional trial of Mathcad which will expire 30 days from installation. For technical support or more information see http://www.mathcad.com.

The aim of the article is to perform an economic and legal analysis of the financial claims of the credit institution to the borrower through the implementation of the acquired using borrowed funds vehicle that is owned by the borrower and burdened the right of pledge in favor of the bank. And also to identify factors influencing the effect of the financial cost of spraying alienated collateral, including affiliated bank structures, be associated with this process.

Представлен материал на английском языке, охватывающий основные разделы подготовки специалиста в области финансов: типы финансов, мировые финансовые системы, карьера в финансах, деньги, виды денег, инфляция, ее влияние и роль в экономике, коммерческие и государственные банки, банковские кредиты, процентные ставки, налогообложение, классификация налогов и т.д. Ориентировано на овладение терминологическим минимумом и понимание профильных аутентичных текстов на английском языке без их перевода. Соответствует требованиям Федерального государственного образовательного стандарта высшего профессионального образования по направлению 080100 «Экономика». Для студентов бакалавриата и магистрантов экономических факультетов. Также может быть полезно аспирантам, стажерам и специалистам, отъезжающим за рубеж.

An original approach to trend discovery and trade entry Initial forays into day trading stock index futures reveal a starkly different decision environment. There is no time to dwell on technical conditions. Intraday volatility in the stock indices is far more exaggerated than the daily bar charts of other markets, partly due to the extreme leverage, partly due to the intense attention. And positioning techniques that prove reliable in the action of the long-term trends in other instruments tend to fail in the countertrend reactions of the highly leveraged S&P futures contract within the short-term. For the informed trader, tremendous opportunities in these intraday trend swings can be captured. This book will show you how. Filled with detailed technical models, this reliable resource skillfully utilizes innovative methodologies for trend discovery and trade entry in mini-stock index futures markets. It offers a fresh approach to understanding and capitalizing on market volatility, allowing you to sort out the apparent chaos of the day trading environment through codified and recognizable trade entry setups. Highlights trading techniques that are anything but mechanical scalping Explores conceptual event models and their accompanying rules Contains tools by which major intraday swing trends can be identified quickly and often at the very turning points where they begin Explains the underlying order and structure to the markets based on the repetitive nature of human behavior Engaging and informative, this reliable resource will put you in a better position to excel in today's dynamic markets.