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| structured products volume 1: Financial Mathematics, Derivatives and Structured Products Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li, 2024-06-12 This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level) |
| structured products volume 1: Structured Products Roberto Knop, 2002-02-15 Over the past decade there has been a great escalation in thesophistication of the financial markets and technology and as a result many newderivatives products have been developed. Structured Products offers practical details on the mainstructured products developed over the last ten years. The booklooks in detail at the risks, valuation and key elements of eachstructured product in turn. It explains the basic principles andunderlying philosophies behind the concept giving investors athrough understanding of each product in a conceptual and practicalway. |
| structured products volume 1: How to Invest in Structured Products Andreas Bluemke, 2009-11-03 This book is essential in understanding, investing and risk managing the holy grail of investments - structured products. The book begins by introducing structured products by way of a basic guide so that readers will be able to understand a payoff graphic, read a termsheet or assess a payoff formula, before moving on to the key asset classes and their peculiarities. Readers will then move on to the more advanced subjects such as structured products construction and behaviour during their lifetime. It also explains how to avoid important pitfalls in products across all asset classes, pitfalls that have led to huge losses over recent years, including detailed coverage of counterparty risk, the fall of Lehman Brothers and other key aspects of the financial crisis related to structured products. The second part of the book presents an original approach to implementing structured products in a portfolio. Key features include: A comprehensive list of factors an investor needs to take into consideration before investing. This makes it a great help to any buyer of structured products; Unbiased advice on product investments across several asset classes: equities, fixed income, foreign exchange and commodities; Guidance on how to implement structured products in a portfolio context; A comprehensive questionnaire that will help investors to define their own investment preferences, allowing for a greater precision when facing investment decisions; An original approach determining the typical distribution of returns for major product types, essential for product classification and optimal portfolio implementation purposes; Written in a fresh, clear and understandable style, with many figures illustrating the products and very little mathematics. This book will enable you to better comprehend the use of structured products in everyday banking, quickly analyzing a product, assessing which of your clients it suits, and recognizing its major pitfalls. You will be able to see the added value versus the cost of a product and if the payoff is compatible with the market expectations. |
| structured products volume 1: FX Options and Structured Products Uwe Wystup, 2017-06-30 Advanced Guidance to Excelling in the FX Market Once you have a textbook understanding of money market and foreign exchange products, turn to FX Options and Structured Products, Second Edition, for the beyond-vanilla options strategies and traded deals proven superior in today’s post-credit crisis trading environment. With the thoroughness and balance of theory and practice only Uwe Wystup can deliver, this fully revised edition offers authoritative solutions for the real world in an easy-to-access format. See how specific products actually work through detailed case studies featuring clear examples of FX options, common structures and custom solutions. This complete resource is both a wellspring of ideas and a hands-on guide to structuring and executing your own strategies. Distinguish yourself with a valued skillset by: Working through practical and thought-provoking challenges in more than six dozen exercises, all with complete solutions in a companion volume Gaining a working knowledge of the latest, most popular products, including accumulators, kikos, target forwards and more Getting close to the everyday realities of the FX derivatives market through new, illuminating case studies for corporates, municipalities and private banking FX Options and Structured Products, Second Edition is your go-to road map to the exotic options in FX derivatives. |
| structured products volume 1: Structured Products Volume 1 Satyajit Das, 2005-10-24 Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivatives (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products. |
| structured products volume 1: The Swaps and Financial Derivatives Library Satyajit Das, 2006-04-21 The Das Swaps & Financial Derivatives Library – Third Edition, Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets |
| structured products volume 1: Emerging Financial Derivatives Jerome Yen, Kin Keung Lai, 2014-11-27 Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how we can measure the volatility by using local and stochastic volatility models — Heston Model and Dupire Model, the volatility surface, the term structure of volatility, variance swaps, and breakeven volatility. The book introduces a set of dimensions which can be used to describe structured products to help readers to classify them. It also describes the more commonly traded exotic options with details. The book discusses key features of each exotic option which can be used to develop structured products and covers their pricing models and when to issue such products that contain such exotic options. This book contains several case studies about how to use the models or techniques to price and hedge risks. These case analyses are illuminating. |
| structured products volume 1: Structured Equity Derivatives Harry M. Kat, 2001-08-22 Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds. |
| structured products volume 1: Structured Credit Products Moorad Choudhry, 2011-09-20 Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralized debt obligations. This new edition features updated case studies from Europe and Asia, the latest developments in synthetic structures, the impact of the subprime meltdown, along with models and teaching aids. Moorad Choudhry returns with this excellent update of the credit derivatives market. The second edition of his classic work is, like the subject matter itself, at the forefront of the financial industry. It deserves a wide readership. —Dr Didier Joannas Regional Director, Thomson Reuters, Hong Kong This is the perfect companion for both experienced and entry level professionals working in the structured credit fraternity. It is an erudite, insightful and enjoyable read that successfully demystifies one of the most topical subject areas in banking today, while also providing important practical examples that link the theory to the job itself. —Dr James Berriman Global Pricing Unit, Royal Bank of Scotland Moorad Choudhry has earned a deserved reputation from both academics and practitioners as one of the leading practical yet rigorous authors of finance books. In this Second Edition, his practical knowledge of credit derivatives keeps the audience engaged with straightforward explanations of complicated structures, and an accessible level of mathematical sophistication necessary to understand structured credit products. The author offers complete, rigorous analysis while avoiding overuse of mathematical formulas and carefully balanced practical and theoretical aspects of the subject. I strongly recommend this book for those wishing to gain an intuitive understanding of structured credit products, from practitioners to students of finance! —Mohamoud Barre Dualeh Senior Product Developer, Abu Dhabi Commercial Bank, UAE This is THE book for credit derivative trading. From first steps to advanced trading strategies, this is invaluable. Well written and insightful, perfect for ad hoc reference or reading cover to cover. —Andrew Benson ETF Market Making, KBC Peel Hunt, London Professor Choudhry has inspired me to really get into credit derivatives. It’s great to be lectured by someone with such energy and practical hands-on experience, as well as the ability to get stuck into the details. —George Whicheloe Equity-Linked Technology, Merrill Lynch, London Moorad Choudhry is Head of Treasury at Europe Arab Bank plc in London. He is a Visiting Professor at the Department of Economics at London Metropolitan University. |
| structured products volume 1: Interest Rate Swaps and Other Derivatives Howard Corb, 2012-08-28 The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively. |
| structured products volume 1: Interest Rate Swaps and Their Derivatives Amir Sadr, 2009-09-09 An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main rates products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations. |
| structured products volume 1: Handbook of Structured Financial Products Frank J. Fabozzi, 1998-09-15 Finance professionals will welcome Frank Fabozzi's Handbook of Structured Finance Products. This one-of-a-kind guide helps you stay on top of continuing developments in the U.S. structured finance product field-as well as developments concerning these products in overseas markets. Here, Fabozzi assembles a roster of highly regarded professionals who provide their findings and opinions on a multitude of investment subjects. |
| structured products volume 1: Principles of Financial Engineering Salih N. Neftci, 2008-12-09 Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the engineering elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. - The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics - Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act - The Solutions Manual enhances the text by presenting additional cases and solutions to exercises |
| structured products volume 1: The Handbook of European Structured Financial Products Frank J. Fabozzi, Moorad Choudhry, 2004-02-19 The first comprehensive account of the European structured financial products market This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more. Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JPMorgan Chase Bank. |
| structured products volume 1: Credit Derivatives and Synthetic Structures Janet M. Tavakoli, 2001-07-16 Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book. --Merton H. Miller, winner, Nobel Prize in Economics, 1990 Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . .--Carl V. Schuman, Manager, Credit Derivatives, West LB New York Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative. |
| structured products volume 1: Introduction to Structured Finance Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry, 2006-10-20 Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in one place—and an excellent opportunity to enhance your understanding of finance. |
| structured products volume 1: Financial Derivative Investments: An Introduction To Structured Products Richard Bateson, 2011-06-07 Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals./a |
| structured products volume 1: Model Rules of Professional Conduct American Bar Association. House of Delegates, Center for Professional Responsibility (American Bar Association), 2007 The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts. |
| structured products volume 1: Collateralized Debt Obligations and Structured Finance Janet M. Tavakoli, 2004-03-29 The most cutting-edge read on CDO and credit market structures Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the exploding CDO and structured credit products market. Financial expert Janet Tavakoli examines securitization topics never before seen in print, including the huge increase in the CDO arbitrage created by synthetics; the tranches most at risk from this new technology; dumping securitizations on bank balance sheets; the abuse of offshore vehicles by companies such as Enron; and securitizations made possible by new securitization techniques and the introduction of the Euro. This valuable guide comprehensively covers one of the fastest growing markets on Wall Street, predicting where new bank regulations and other developments may lead to product growth or product extinction. While providing an overview of the market and its dynamic growth, Collateralized Debt Obligations and Structured Finance explores the types of products offered, hedging techniques, and valuation and risk/return issues associated with investment in CDOs and synthetic CDOs. Janet M. Tavakoli, MBA (Chicago, IL), has over eighteen years of experience trading, structuring, and marketing derivatives and structured products with major financial institutions in New York and London. She is also the author of Credit Derivatives and Synthetic Structures, now in its Second Edition (0-471-41266-X). |
| structured products volume 1: Structured Literacy Interventions Louise Spear-Swerling, 2022-02-22 In this book, structured literacy is conceptualized as an umbrella term encompassing a variety of intervention methods, instructional approaches, and commercial programs. In addition to focusing on SL approaches to intervention, this book is organized around common poor reader profiles that have been identified in research. The chapters in this volume are written by experts who are well known as researchers but who are also highly skilled at writing for practitioners. Chapters were written with a strong foundation of research that is summarized, but with a concentration on translating research into practice, including case studies, sample intervention activities, and lesson plans. Each chapter includes application activities at the end to check for and extend readers' understanding-- |
| structured products volume 1: Investing in Mortgage-Backed and Asset-Backed Securities, + Website Glenn M. Schultz, 2016-01-26 A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio of these securities are available to the investment professional through open source software. Investing in Mortgage and Asset-Backed Securities + Website shows you how to achieve this goal. The book draws entirely on publicly available data and open source software to construct a complete analytic framework for investing in these securities. The analytic models used throughout the book either exist in the quantlib library, as an R package, or are programmed in R and incorporated into the analytic framework used. Examines the valuation of fixed-income securities—metrics, valuation framework, and return analysis Covers residential mortgage-backed securities—security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS Discusses prepayment modeling and the valuation of mortgage credit Presents mortgage-backed securities valuation techniques—pass-through valuation and interest rate models Engaging and informative, this book skillfully shows you how to build, rather than buy, models and proprietary analytical platforms that will allow you to invest in mortgage- and asset-backed securities. |
| structured products volume 1: Trading the Fixed Income, Inflation and Credit Markets Neil C. Schofield, Troy Bowler, 2011-10-03 Trading the Fixed Income, Inflation and Credit Markets is a comprehensive guide to the most popular strategies that are used in the wholesale financial markets, answering the question: what is the optimal way to express a view on expected market movements? This relatively unique approach to relative value highlights the pricing links between the different products and how these relationships can be used as the basis for a number of trading strategies. The book begins by looking at the main derivative products and their pricing interrelationships. It shows that within any asset class there are mathematical relationships that tie together four key building blocks: cash products, forwards/futures, swaps and options. The nature of these interrelationships means that there may be a variety of different ways in which a particular strategy can be expressed. It then moves on to relative value within a fixed income context and looks at strategies that build on the pricing relationships between products as well as those that focus on how to identify the optimal way to express a view on the movement of the yield curve. It concludes by taking the main themes of relative value and showing how they can be applied within other asset classes. Although the main focus is fixed income the book does cover multiple asset classes including credit and inflation. Written from a practitioner's perspective, the book illustrates how the products are used by including many worked examples and a number of screenshots to ensure that the content is as practical and applied as possible. |
| structured products volume 1: Tell Me How It Ends Valeria Luiselli, 2017-03-13 Part treatise, part memoir, part call to action, Tell Me How It Ends inspires not through a stiff stance of authority, but with the curiosity and humility Luiselli has long since established. —Annalia Luna, Brazos Bookstore Valeria Luiselli's extended essay on her volunteer work translating for child immigrants confronts with compassion and honesty the problem of the North American refugee crisis. It's a rare thing: a book everyone should read. —Stephen Sparks, Point Reyes Books Tell Me How It Ends evokes empathy as it educates. It is a vital contribution to the body of post-Trump work being published in early 2017. —Katharine Solheim, Unabridged Books While this essay is brilliant for exactly what it depicts, it helps open larger questions, which we're ever more on the precipice of now, of where all of this will go, how all of this might end. Is this a story, or is this beyond a story? Valeria Luiselli is one of those brave and eloquent enough to help us see. —Rick Simonson, Elliott Bay Book Company Appealing to the language of the United States' fraught immigration policy, Luiselli exposes the cracks in this foundation. Herself an immigrant, she highlights the human cost of its brokenness, as well as the hope that it (rather than walls) might be rebuilt. —Brad Johnson, Diesel Bookstore The bureaucratic labyrinth of immigration, the dangers of searching for a better life, all of this and more is contained in this brief and profound work. Tell Me How It Ends is not just relevant, it's essential. —Mark Haber, Brazos Bookstore Humane yet often horrifying, Tell Me How It Ends offers a compelling, intimate look at a continuing crisis—and its ongoing cost in an age of increasing urgency. —Jeremy Garber, Powell's Books |
| structured products volume 1: Bond and Money Markets Moorad Choudhry, 2003-07-04 The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics |
| structured products volume 1: Derivative Products and Pricing Satyajit Das, 2005-10-06 Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management. |
| structured products volume 1: DICOM Structured Reporting David A. Clunie, 2000 |
| structured products volume 1: F.I.A.S.C.O. Frank Partnoy, 2009 In this behind-the-scenes look at one of the world's top Wall Street investment firms, Partnoy recounts his experience during the annual drunken skeet-shooting competition where he and his colleagues sharpen the killer instincts they're encouraged to use against competitors, clients, and each other. |
| structured products volume 1: Financial Derivatives Rob Quail, James A. Overdahl, 2003-03-20 Financial Derivatives - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. Financial Derivatives - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement. |
| structured products volume 1: Deep Learning Ian Goodfellow, Yoshua Bengio, Aaron Courville, 2016-11-18 An introduction to a broad range of topics in deep learning, covering mathematical and conceptual background, deep learning techniques used in industry, and research perspectives. “Written by three experts in the field, Deep Learning is the only comprehensive book on the subject.” —Elon Musk, cochair of OpenAI; cofounder and CEO of Tesla and SpaceX Deep learning is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts. Because the computer gathers knowledge from experience, there is no need for a human computer operator to formally specify all the knowledge that the computer needs. The hierarchy of concepts allows the computer to learn complicated concepts by building them out of simpler ones; a graph of these hierarchies would be many layers deep. This book introduces a broad range of topics in deep learning. The text offers mathematical and conceptual background, covering relevant concepts in linear algebra, probability theory and information theory, numerical computation, and machine learning. It describes deep learning techniques used by practitioners in industry, including deep feedforward networks, regularization, optimization algorithms, convolutional networks, sequence modeling, and practical methodology; and it surveys such applications as natural language processing, speech recognition, computer vision, online recommendation systems, bioinformatics, and videogames. Finally, the book offers research perspectives, covering such theoretical topics as linear factor models, autoencoders, representation learning, structured probabilistic models, Monte Carlo methods, the partition function, approximate inference, and deep generative models. Deep Learning can be used by undergraduate or graduate students planning careers in either industry or research, and by software engineers who want to begin using deep learning in their products or platforms. A website offers supplementary material for both readers and instructors. |
| structured products volume 1: Functional Foods Giuseppe Mazza, 1998-06-19 This reference provides a comprehensive treatment of the physiological effects of foods and food components capable of promoting good health and preventing or alleviating diseases. It assembles extensive information on the nature and physiological effects of biologically-active components of major plant foods. Internationally renowned specialists discuss how to manufacture and evaluate food products with health enhancing effects, using both traditional and novel processing methods. This comprehensive volume serves the information needs of food scientists and technologists, food process engineers, biochemists, nutritionists, and public health professionals. |
| structured products volume 1: Modeling Structured Finance Cash Flows with Microsoft Excel Keith A. Allman, 2010-12-28 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 deals, and new entrants have had to learn as they go. Modeling Structured Finance Cash Flows with Microsoft Excel provides readers with the information they need to build a cash flow model for structured finance and securitization deals. Financial professional Keith Allman explains individual functions and formulas, while also explaining the theory behind the spreadsheets. Each chapter begins with a discussion of theory, followed by a section called Model Builder, in which Allman translates the theory into functions and formulas. In addition, the companion website features all of the modeling exercises, as well as a final version of the model that is created in the text. Note: Companion website and other supplementary materials are not included as part of eBook file. |
| structured products volume 1: International Convergence of Capital Measurement and Capital Standards , 2004 |
| structured products volume 1: Commodity Derivatives Neil C. Schofield, 2021-05-11 Commodity Derivatives In the newly revised Second Edition of Commodity Derivatives: Markets and Applications, expert trading educator and author Neil Schofield delivers a comprehensive overview of a wide variety of commodities and derivatives. Beginning with discussions of commodity markets generally before moving on to derivative valuation and risk management, the author then dives into individual commodity markets, like gold, base metals, crude oil, natural gas, electricity, and more. Schofield relies on his extensive experience at Barclays Investment Bank to offer readers detailed examinations of commodity finance and the use of commodities within a wider investment portfolio. The second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a negative price environment using the Bachelier model, volatility skews, smiles, smirks, term structures for major commodities, and more. You’ll find case studies on corporate failures linked to improper commodity risk management, as well as explorations of issues like the impact of growing interest in electric vehicles on commodity markets. The text of the original edition has been updated and expanded and new example transactions are included to help the reader understand the concepts discussed within. Each chapter follows a uniform structure, with typical demand and supply patterns following a non-technical description of the commodity at issue. Discussions of the physical markets in each commodity and the main exchange-traded and over-the-counter products conclude each chapter. Perfect for commodity and derivatives traders, analysts, and risk managers, the Second Edition of Commodity Derivatives: Markets and Applications will also earn a place in the libraries of students and academics studying finance and the graduate intake in financial institutions. A one-stop resource for the main commodity markets and their associated derivatives Finance professionals seeking a single volume that fully describes the major commodity markets and their derivatives will find everything they need in the latest edition of Commodity Derivatives: Markets and Applications. Former Global Head of Financial Markets Training at Barclays Investment Bank Neil Schofield delivers a rigorous and authoritative reference on a crucial, but often overlooked, subject. Completely revised and greatly expanded, the Second Edition of this essential text offers finance professionals and students coverage on every major class of commodities, including gold, steel, ethanol, crude oil, and more. You’ll also find discussions of derivative valuation, risk management, commodity finance, and the use of commodities within an investment portfolio. Non-technical descriptions of major commodity classes ensure the material is accessible to everyone while still in-depth and rigorous enough to deliver key information on an area central to global finance. Ideal for students and academics in finance, Commodity Derivatives is an indispensable guide for commodity and derivatives traders, analysts, and risk managers who seek a one-volume resource on foundational and advanced topics in commodity markets and their associated derivatives. |
| structured products volume 1: The Capital Markets Gary Strumeyer, 2017-01-30 The Capital Markets: evolution of the financial ecosystem is the new standard providing practical text book style coverage of this dynamic market and its products. Written by the former President of BNY Mellon Capital Markets, LLC for both financial professionals and novices, The Capital Markets provides a comprehensive macro view of the marketplace and how its products operate. The subject matter offers an authoritative discussion of the fundamentals of both, the fixed income and equity markets, underwriting, securitizations, derivatives, currency among other products through the lens of leading industry practitioners. Key Learning Concepts Understand the impact of both global and domestic regulatory changes Learn about the products that holistically make up the capital markets Explore the components of the infrastructure that underpins these markets Examine the tools used for trading and managing risk Review new product innovations |
| structured products volume 1: The ABCs of Structured Discovery Cane Travel for Children Merry-Noel Chamberlain, 2021-06-01 Structured Discovery Cane Travel (SDCT) is an Orientation and Mobility (O&M) curriculum which focuses on the foundational techniques necessary to develop future independence for students who are blind or visually impaired. The ABCs of Structured Discovery Cane Travel for Children addresses essential non-visual concept development, techniques and mobility skills needed to travel efficiently, gracefully and safely within a myriad of natural environments while using the long, white cane with a metal tip as the primary mobility tool. This curriculum utilizes transformational knowledge and problem-solving opportunities through teachable moments to develop personal reflection and mental mapping which can be utilized post instruction. These students maximize their cognitive intrinsic feedback while completing everyday mobility tasks. Parents and instructors of children who are blind or visually impaired will comprehend the essentials of SDCT by reading The ABCs of Structured Discovery Cane Travel for Children; in addition, they will receive a treasure trove of O&M skill-building activities. |
| structured products volume 1: Handbook of Practical Program Evaluation Joseph S. Wholey, Harry P. Hatry, Kathryn E. Newcomer, 2010-03-11 The second edition of Handbook of Practical Program Evaluation offers managers, analysts, consultants, and educators in government, nonprofit, and private institutions a valuable resource that outlines efficient and economical methods for assessing program results and identifying ways to improve program performance. The Handbook has been thoroughly revised. Many new chapters have been prepared for this edition, including chapters on logic modeling and on evaluation applications for small nonprofit organizations. The Handbook of Practical Program Evaluation is a comprehensive resource on evaluation, covering both in-depth program evaluations and performance monitoring. It presents evaluation methods that will be useful at all levels of government and in nonprofit organizations. |
| structured products volume 1: Encyclopedia of Public Health Wilhelm Kirch, 2008-06-13 The Encyclopedic Reference of Public Health presents the most important definitions, principles and general perspectives of public health, written by experts of the different fields. The work includes more than 2,500 alphabetical entries. Entries comprise review-style articles, detailed essays and short definitions. Numerous figures and tables enhance understanding of this little-understood topic. Solidly structured and inclusive, this two-volume reference is an invaluable tool for clinical scientists and practitioners in academia, health care and industry, as well as students, teachers and interested laypersons. |
| structured products volume 1: The American Yawp Joseph L. Locke, Ben Wright, 2019-01-22 I too am not a bit tamed—I too am untranslatable / I sound my barbaric yawp over the roofs of the world.—Walt Whitman, Song of Myself, Leaves of Grass The American Yawp is a free, online, collaboratively built American history textbook. Over 300 historians joined together to create the book they wanted for their own students—an accessible, synthetic narrative that reflects the best of recent historical scholarship and provides a jumping-off point for discussions in the U.S. history classroom and beyond. Long before Whitman and long after, Americans have sung something collectively amid the deafening roar of their many individual voices. The Yawp highlights the dynamism and conflict inherent in the history of the United States, while also looking for the common threads that help us make sense of the past. Without losing sight of politics and power, The American Yawp incorporates transnational perspectives, integrates diverse voices, recovers narratives of resistance, and explores the complex process of cultural creation. It looks for America in crowded slave cabins, bustling markets, congested tenements, and marbled halls. It navigates between maternity wards, prisons, streets, bars, and boardrooms. The fully peer-reviewed edition of The American Yawp will be available in two print volumes designed for the U.S. history survey. Volume I begins with the indigenous people who called the Americas home before chronicling the collision of Native Americans, Europeans, and Africans.The American Yawp traces the development of colonial society in the context of the larger Atlantic World and investigates the origins and ruptures of slavery, the American Revolution, and the new nation's development and rebirth through the Civil War and Reconstruction. Rather than asserting a fixed narrative of American progress, The American Yawp gives students a starting point for asking their own questions about how the past informs the problems and opportunities that we confront today. |
| structured products volume 1: Trading and Pricing Financial Derivatives Patrick Boyle, Jesse McDougall, 2018-12-17 Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject. |
| structured products volume 1: Structured Products Volume 2 Satyajit Das, 2005-10-24 Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations (CDOs)), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets. EQUITY LINKED STRUCTURES 1 Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps 2 Convertible Securities 3 Structured Convertible Securities 4 Equity Linked Notes 5 Equity Derivatives - Investor Applications 6 Equity Capital Management - Corporate Finance Applications of Equity Derivatives COMMODITY LINKED STRUCTURES 7 Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Commodity Linked Notes 8 Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets 9 Commodity Derivatives - Metal Markets 10 Commodity Derivatives - Agricultural and Other Markets CREDIT DERVIATIVES 11 Credit Derivative Products 12 Credit Linked Notes/Collateralised Debt Obligations 13 Credit Derivatives/Default Risk - Pricing and Modelling 14 Credit Derivatives - Applications/Markets NEW MARKETS 15 Inflation Indexed Notes and Derivatives 16 Alternative Risk Transfer/Insurance Derivatives 17 Weather Derivatives 18 New Markets - Property; Bandwidth; Macro-Economic and Environmental Derivatives 19 Tax and Structured Derivatives Transactions EVOLUTION OF DERIVATIVES MARKETS 20 Electronic Markets and Derivatives Trading 21 Financial Derivatives - Evolution and Prospects |
Structured Daily Planner: Optimize Your Time Management
Enhance time management with Structured, the top digital planner. Merge calendars, manage tasks, and boost productivity with the best planner app.
Structured Web
Web App: Structured online planner for streamlined task management. Sync your daily planner across devices.
Structured Web
With Structured Web, you can create and check off tasks just like on Structured for iOS or Android, using your trackpad or mouse to navigate and your keyboard to enter information. …
Structured on Android
Structured for Android requires at least Android 9 and can be downloaded on the Play Store here. You can also connect your Structured schedule from your Android device with other devices …
What’s New on Structured 4.0?
True to the motto New Perspectives with Structured 4.0, we have released a new update for Apple users that includes the most requested feature: weekly and monthly view. This also …
How to Edit and Delete Tasks With Structured AI
Simply tell the Structured AI to shift all of today’s tasks by an hour or two, and it will present you with the adjusted tasks and events. Just add them to your timeline, and you’re right on time …
Structured on Mac
Structured for Mac requires at least macOS 13 and can be downloaded on the App Store here. You can also connect your Structured schedule from your Mac with other devices such as …
How to Import Your Calendars into Structured
Structured can import your notification and alerts set in the original calendar. Follow these steps to enable notifications for imported events: Open your ⚙️ Structured Settings and select …
Starting 2025 Structured: Your Guide to Achieving New Year's ...
Structured is your perfect New Year’s resolutions planner and goal tracking app. In this blog post, we want to give you some tips on how to set yourself short-term and long-term goals so that …
Help Center - help.structured.app
Structured has a growing library of over 550 icons on Apple and more than 400 icons on Android devices, which you can use to categorize your tasks and...
Structured Daily Planner: Optimize Your Time Management
Enhance time management with Structured, the top digital planner. Merge calendars, manage tasks, and boost productivity with the best planner app.
Structured Web
Web App: Structured online planner for streamlined task management. Sync your daily planner across devices.
Structured Web
With Structured Web, you can create and check off tasks just like on Structured for iOS or Android, using your trackpad or mouse to navigate and your keyboard to enter information. …
Structured on Android
Structured for Android requires at least Android 9 and can be downloaded on the Play Store here. You can also connect your Structured schedule from your Android device with other devices …
What’s New on Structured 4.0?
True to the motto New Perspectives with Structured 4.0, we have released a new update for Apple users that includes the most requested feature: weekly and monthly view. This also …
How to Edit and Delete Tasks With Structured AI
Simply tell the Structured AI to shift all of today’s tasks by an hour or two, and it will present you with the adjusted tasks and events. Just add them to your timeline, and you’re right on time …
Structured on Mac
Structured for Mac requires at least macOS 13 and can be downloaded on the App Store here. You can also connect your Structured schedule from your Mac with other devices such as …
How to Import Your Calendars into Structured
Structured can import your notification and alerts set in the original calendar. Follow these steps to enable notifications for imported events: Open your ⚙️ Structured Settings and select …
Starting 2025 Structured: Your Guide to Achieving New Year's ...
Structured is your perfect New Year’s resolutions planner and goal tracking app. In this blog post, we want to give you some tips on how to set yourself short-term and long-term goals so that …
Help Center - help.structured.app
Structured has a growing library of over 550 icons on Apple and more than 400 icons on Android devices, which you can use to categorize your tasks and...
