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Paperback. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
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Zustand: New. 2022. 1st Edition. Hardcover. . . . . . Books ship from the US and Ireland.
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In den WarenkorbHardcover. Zustand: Brand New. 256 pages. 9.33x6.22x0.43 inches. In Stock.
Anbieter: Romtrade Corp., STERLING HEIGHTS, MI, USA
Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
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In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
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In den WarenkorbZustand: New. In.
Buch. Zustand: Neu. Neuware - SOFR Futures and Options is the practical guide through the maze of the transition from LIBOR. In the first section, it provides an in-depth explanation of the concepts involved:\* The repo market and the construction of SOFR\* SOFR-based lending markets and the term rate\* The secured-unsecured basis\* SOFR futures and options and their spread contracts\* Margin and convexityApplying these insights, the second section offers detailed worked-through examples of hedging loans, swaps, bonds, and floors with SOFR futures and options, supported by interactive spreadsheets accessible on the web.The gold standard resource for professionals working at financial institutions, SOFR Futures and Options also belongs in the libraries of students of finance and business, as well as those preparing for the Chartered Financial Analyst exam.
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Anbieter: Kennys Bookstore, Olney, MD, USA
EUR 116,26
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In den WarenkorbZustand: New. 2024. 2nd Edition. hardcover. . . . . . Books ship from the US and Ireland.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 113,47
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In den WarenkorbHardcover. Zustand: Brand New. 2nd edition. 400 pages. 9.20x6.30x1.20 inches. In Stock.
Sprache: Englisch
Verlag: John Wiley & Sons Apr 2024, 2024
ISBN 10: 1394189087 ISBN 13: 9781394189083
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - In the newly revised second edition of Fixed Income Relative Value Analysis: A Practitioner's Guide to the Theory, Tools, and Trades, a team of veteran fixed income experts delivers a fully up-to-date desk reference to the statistical and financial theories underpinning the fixed income markets. The book offers a detailed and robust set of tools you can use to assist in both buy- and sell-side transactions and comes complete with a host of examples of actual trades resulting from the application of these tools and access to a companion website featuring working implementations of some of the included mathematics and models explained inside. The latest edition of this book includes extensive analysis of the significant changes in the fixed income markets implemented since the great financial crisis of 2008-09: the transition from LIBOR to other reference rates, an increased risk of default from governments, and additional regulation and capital constraints. Fixed Income Relative Value Analysis contains coverage of relevant statistical models, including mean reversion, Principal Component Analysis, and multivariate mean reversion, as well as a wide variety of financial models, including yield curve modelling and fitted bond curves. The book also discusses asset, basis, and credit default swaps and their mutual influences before concluding with an insightful chapter on relative value from a broader perspective. Perfect for buy- and sell-side fixed income professionals, including quantitative analysts, portfolio managers, and financial engineers, Fixed Income Relative Value Analysis will also prove essential to fixed income salespersons with financially sophisticated clientele and risk managers. It's a straightforward, mathematically robust, and timely guide to a complex subject.
Anbieter: preigu, Osnabrück, Deutschland
Buch. Zustand: Neu. Fixed Income Relative Value Analysis + Website | A Practitioner's Guide to the Theory, Tools, and Trades | Doug Huggins (u. a.) | Buch | Preface to the Second Edition viiChapter 1 Relative Value 1Part I Statistical ModelsChapter 2 Mean Reversion 17Chapter 3 Principal Component Analysis 51Chapter 4 Multivariate Mean Reversion 111Part II Financial ModelsChapter 5 Some Comments on Yield | Englisch | 2024 | Wiley | EAN 9781394189083 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.