Fully revised and restructured, Measuring Market Risk, Second Edition includes a new
chapter on options risk management, as well as substantial new information on parametric …

The updated edition of a widely used textbook that covers fundamental features of bonds,
analytical techniques, and portfolio strategy. This new edition of a widely used textbook …

In examining basis risk in index longevity hedges, it is important not to ignore the
dependence between the population underlying the hedging instrument and the population …

Dieses Buch gibt einen Überblick über die aktuellsten Entwicklungen im Bereich Value at
Risk (VaR) und Expected Tail Loss (ETL). Mit umfassenden Informationen zu verschiedenen …

Build or brush up on the foundation you need to be a sophisticated fixed income
professional with this proven book Fixed Income Securities: Tools for Today's Markets has …

For many years asset management was considered to be a marginal activity, but today, it is
central to the development of financial industry throughout the world. Asset management's …

Purpose The purpose of this research is to propose a framework for research on Macaulay
duration and establish future research directions. Design/methodology/approach Thematic …

Seit Erscheinen der vorigen Auflage ist die Flut an neuen Regulierungsvorschriften nicht
zum Stillstand gekommen. Die Regelungsinhalte sollen nach wie vor zahlreiche Defizite, die …

There are already many good textbooks on financial markets and investments with the book
by Bodie, Kane, and Marcus (2014) as a popular and excellent example. This book …

Asset-Liability Management: An Overview Page 1 Discussion Paper/Document d’analyse
2010-10 Asset-Liability Management: An Overview by Yuliya Romanyuk Page 2 2 Bank of …