
Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view
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Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives
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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. The first part of the book will briefly introduce the
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In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate
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A detailed look at how object-oriented VBA should be used to model complex financial structures This guide helps readers overcome the difficult task of modeling complex financial structures and bridges the gap between professional C++/Java programmers writing production models and front-office
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This book provides a pragmatic, hands-on approach to reaching an intermediate level of sophistication as a financial modeler. Expanding on the first book, A Fast Tract to Structured Finance Modeling, Monitoring, and Valuation, the book will guide you step-by-step through using learned principals in
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This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach the
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In this book, you will be introduced to generic best practice principles for a post credit crunch market. First, the book takes a closer look at the reasons why the market froze during the 2007 to 2009 credit crisis. Then you will learn how to use the principles explained here in your generic
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An up-to-date look at the exploding CDO and structured credit products market In this fully updated Second Edition, financial expert Janet Tavakoli provides readers with a comprehensive look at the CDO and structured credit products market amid recent developments. In addition to a detailed
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A practical guide to building fully operational financial cash flow models for structured finance transactions Structured finance and securitization deals are becoming more commonplace on Wall Street. Up until now, however, market participants have had to create their own models to analyze these
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Книга-размышление. Направлена скорее на желание понять такие явления в жизни, с которыми сталкивались все. Думаю, каждый здесь найдет что-то для себя.
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