Global Derivatives
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Global Derivatives
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Author : Eric Benhamou
language : en
Publisher: World Scientific
Release Date : 2007
Global Derivatives written by Eric Benhamou and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.
This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.
Governing Global Derivatives
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Author : Chiara Oldani
language : en
Publisher: Routledge
Release Date : 2016-12-05
Governing Global Derivatives written by Chiara Oldani and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-05 with Political Science categories.
Governing Global Derivatives analyzes the role of the most important financial innovation of the last two decades - financial derivatives - in a global dimension. The evolution of derivatives, especially Over the Counter (OTC), and the possibility of managing risks tailored to customers' needs, are the basic recipe for the success of derivatives. This book focuses on the role of derivatives from a macroeconomic point of view, considering how monetary theory and policy, fiscal policy and the growth process are affected. It fills a gap by rethinking the way financial markets are considered in the macroeconomy and the transmission mechanism of impulses.
Global Derivatives
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Author : James A. Leach
language : en
Publisher:
Release Date : 1993
Global Derivatives written by James A. Leach and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Business & Economics categories.
Derivatives
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Author : Jiří Witzany
language : en
Publisher: Springer Nature
Release Date : 2020-11-04
Derivatives written by Jiří Witzany and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-04 with Business & Economics categories.
This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
The Economics Of Foreign Exchange And Global Finance
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Author : Peijie Wang
language : en
Publisher: Springer Science & Business Media
Release Date : 2005
The Economics Of Foreign Exchange And Global Finance written by Peijie Wang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
Peijie Wang teaches at the University of Hull Business School. He has taught and held visiting appointments at Southeast University, UMIST, University of Manchester, Manchester Business School, IESEG School of Management, Catholic University of Lille, Cass Business School, City University, University of Bradford and University of Reading. Prof. Wang is author of several books and a regular contributor to journals in the areas of international finance, real estate, finance and economics. This book presents all major subjects in international monetary theory, foreign exchange markets, international financial management and investment analysis. The book is relevant to real world problems in the sense that it provides guidance on how to solve policy issues as well as practical management tasks. This in turn helps the reader to gain an understanding of the theory and refines the framework. Subjects covered include: - foreign exchange markets and foreign exchange rates - exchange rate regimes and international monetary systems - international parity conditions - balance of payments and international investment positions - open economy macroeconomics - models of exchange rate determination: the Mundell-Fleming model, the flexible price monetary model, the Dornbusch model, and the real interest rate differential model - global derivatives markets - derivative financial instruments for foreign exchange risk management: currency futures, currency options, and currency swaps - measurement and management of transaction exposure, economic exposure and accounting exposure - country risk analysis and sovereign risk analysis - foreign direct investment and international portfolio investment.
Design Of Master Agreements For Otc Derivatives
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Author : Dietmar Franzen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Design Of Master Agreements For Otc Derivatives written by Dietmar Franzen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
I first came across the issue of derivatives documentation when writing my diploma thesis on measuring the credit risk ofOTC derivatives while I was an economics student at the University of Bonn. Despite the fact that security design has been an area of research in economics for many years and despite the widespread use of derivatives documentation in financial practice, the task of designing contracts for derivatives transactions has not been dealt with in financial theory. The one thing that aroused my curiosity was that two parties with usually opposing interests, namely banking supervisors and the banking industry's lobby, unanimously endorse the use ofcertain provisions in standardized contracts called master agreements. Do these provisions increase the ex ante efficiency of contracts for all parties involved? I actually began my research expecting to find support for the widely held beliefs about the efficiency or inefficiency of certain provisions and was sur prised to obtain results that contradicted the conventional wisdom. I would strongly advise against using these results in any political debate on deriva tives documentation. They were obtained within a highly stylized model with some restrictive assumptions. This work should rather be seen as an attempt to formalize the discussion on derivatives documentation and to challenge the notion that certain provisions are generally ex ante efficient. It is also an invitation to all those advocating the use of certain provisions in master agreements to formalize their arguments and to explain the economic ratio nale behind these provisions.
The Derivatives Revolution
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Author : Raffaele Scalcione
language : en
Publisher: Kluwer Law International B.V.
Release Date : 2011-01-01
The Derivatives Revolution written by Raffaele Scalcione and has been published by Kluwer Law International B.V. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-01 with Law categories.
It is now widely recognized that an uncontrolled "derivatives revolution" triggered one of the most spectacular worst-case scenarios of modern times. This book - the most cogent legal analysis of the subject yet to appear in any language - lays bare the core role played by the failure to adequately regulate derivatives in the financial crisis of recent years. The author's insistence that derivatives must be viewed not as profit-seeking investments but as risk management tools - and his well-grounded prescriptions to ensure that they are regulated in that way - sheds clear light on the best way for companies, financial institutions, and hedge funds to move forward in their use of these useful but highly hazardous instruments. This book clearly shows how such elements as the following fit into the legal analysis of derivatives, and how proper regulation will preserve their usefulness and economic value: ; derivatives allow for the most efficient and cost-effective risk fractioning, hence risk taking, techniques ever conceived; derivatives allow for all measurable and identifiable risks that may exist in modern finance; the ability to isolate risks and insure against risk exposures is the key to the very survival of modern financial markets; risk buyers effectively take on financial exposure to various types of risk while hedgers unload unwanted exposures; derivatives allow domestic investors to acquire exposure to foreign markets without the necessity of dealing with foreign laws, foreign investments, currency exchange, or foreign fiscal regimes; derivatives increase social welfare by making it easier and less expensive to carry out many types of financial transactions; derivatives allow governments to insulate, manage, hedge or concentrate risks deriving from financial, meteorological, and even geopolitical exposure; and derivatives allow radical changes to financial and risk structure to be performed silently and rapidly. To the question: how do we ensure that a company trading derivatives is regulated effectively? this work offers a clear and convincing answer. The author's detailed recommendations for regulatory and corporate governance measures are designed to prevent excessive risk taking, the emergence of rogue traders, and ultimately the emergence of another systemic disturbance caused by chains of derivatives-related losses.
Derivatives And Alternative Investments Specialist Diploma City Of London College Of Economics 6 Months 100 Online Self Paced
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Author : City of London College of Economics
language : en
Publisher: City of London College of Economics
Release Date :
Derivatives And Alternative Investments Specialist Diploma City Of London College Of Economics 6 Months 100 Online Self Paced written by City of London College of Economics and has been published by City of London College of Economics this book supported file pdf, txt, epub, kindle and other format this book has been release on with Education categories.
Get ahead with your career and grab a prestigious and internationally recognised Derivatives and Alternative Investments Specialist Diploma Overview Everybody knows that one can make a lot of money quickly with futures and options. Interesting for anyone who wants to become a Derivatives and/or Alternative Investments Specialist. Content Derivative Markets and Instruments Forward Markets and Contracts Futures Markets and Contracts Option Markets and Contracts Swap Markets and Contracts Risk Management Applications of Option Strategies Alternative Investments Investing in Commodities Duration 6 months Assessment The assessment will take place on the basis of one assignment at the end of the course. Tell us when you feel ready to take the exam and we’ll send you the assignment questions.
Derivative Market Competition
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Author : Mr.Jens Nystedt
language : en
Publisher: International Monetary Fund
Release Date : 2004-04-01
Derivative Market Competition written by Mr.Jens Nystedt and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-04-01 with Business & Economics categories.
Recent regulatory initiatives in the United States have again raised the issue of a 'level regulatory and supervisory playing field' and the degree of competition globally between over-the-counter (OTC) derivatives and organized derivative exchange (ODE) markets. This paper models some important aspects of how an ODE market interrelates with the OTC markets. It analyzes various ways in which an ODE market can respond to competition from the OTC markets and considers whether ODE markets would actually benefit from a more level playing field. Among other factors, such as different transaction costs, different abilities to mitigate credit risk play a significant role in determining the degree of competition between the two types of markets. This implies that a potentially important service ODE markets can provide OTC market participants is to extend clearing services to them. Such services would allow the OTC markets to focus more on providing less competitive contracts/innovations and instead customize its contracts to specific investors' risk preferences and needs.
The Bank For International Settlements
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Author : James C. Baker
language : en
Publisher: Bloomsbury Publishing USA
Release Date : 2002-03-30
The Bank For International Settlements written by James C. Baker and has been published by Bloomsbury Publishing USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-03-30 with Business & Economics categories.
In a world of increasing cross-border financial transactions, The Bank for International Settlements stands out as the oldest existing international financial institution and among the most controversial. For many it is a mystery: What does it actually do? For others it poses an ethical dilemma: What DID it do to aid the Nazis during World War II? Baker examines the history, administration, evolution, and operations of this reclusive institution. He discusses the work of its permanent committees, such as the Basle Concordats of 1975 and 1983 and the Basle Capital Accords of 1988 and 2001. Among other products and services he notes The BIS's studies of the use of derivatives by banks, its analysis of payment and settlement systems worldwide, and its supervision of the insurance and investment banking businesses. Then, in a cool and balanced appraisal, he looks at the Bank's operations during World War II, its relationship with the Nazis in their gold and foreign exchange transactions. Throughout, he underlines the importance of The BIS and its value in maintaining stability of the international monetary system. The result is a major academic study, a work of special interest to scholars, teachers, and students, and an important, readable, engrossing account for finance and investment professionals as well.