You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Private Equity Investing in Emerging Markets: Opportunities for Value Creation (Global Financial Markets) by Roger Leeds : the book
"Modern Portfolio Theory and Investment Analysis" by Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann : the book
The authors present material that captures the state of modern portfolio analysis, general equilibrium theory, and investment analysis in an accessible and intuitive manner.
A chapter on behavioral finance is included, aimed to explore the nature of individual decision making.
A chapter on forecasting expected returns, a key input to portfolio management, is also included.
In addition, investors will find material on value at risk and the use of simulation to enhance their understanding of the field.
Advantage:
• Real-world examples are integrated throughout the pages to reinforce important concepts.
• The text demonstrates how to apply modern tools such as equilibrium theory to the management of a portfolio.
• Up-to-date with the rapidly changing environment of modern portfolio theory and investment analysis.
• Mathematical proofs can be found in the footnotes, appendices, and specially noted sections of the text in order to enhance student application.
Contents
Dedication
About the Authors
New to the 9th Edition
Preface
Part 1: Introduction
1: Introduction
2: Financial Securities
3: Financial Markets
Part 2: Portfolio Analysis
Section 1: Mean Variance Portfolio Theory
4: The Characteristics of the Opportunity Set under Risk
5: Delineating Efficient Portfolios
6: Techniques for Calculating the Efficient Frontier
Section 2: Simplifying the Portfolio Selection Process
7: The Correlation Structure of Security Returns—the Single-Index Model
8: The Correlation Structure of Security Returns—Multi-Index Models and Grouping Techniques
9: Simple Techniques for Determining the Efficient Frontier
Section 3: Selecting the Optimum Portfolio
10: Estimating Expected Returns
11: How to Select among the Portfolios in the Opportunity Set
Section 4: Widening the Selection Universe
12: International Diversification
Part 3: Models of Equilibrium in The Capital Markets
13: The Standard Capital Asset Pricing Model
14: Nonstandard Forms of Capital Asset Pricing Models
15: Empirical Tests of Equilibrium Models
16: The Arbitrage Pricing Model APT—A Multifactor Approach to Explaining Asset Prices
Part 4: Security Analysis and Portfolio Theory
17: Efficient Markets
18: The Valuation Process
19: Earnings Estimation
20: Behavioral Finance, Investor Decision Making, and Asset Prices
21: Interest Rate Theory and the Pricing of Bonds
22: The Management of Bond Portfolios
23: Option Pricing Theory
24: The Valuation and Uses of Financial Futures
Part 5: Evaluating The Investment Process
25: Mutual Funds
26: Evaluation of Portfolio Performance
27: Evaluation of Security Analysis
28: Portfolio Management Revisited
IndexInterest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Jörg Kienitz : the book
Interest Rate Derivatives Explained provides a technical but practical guide to the post-crisis fixed income markets, examining the business, products and structures and modeling of interest rate instruments. Written in a highly practical manner, it provides a foundation of knowledge and a solid understanding of the current market practice for financial engineering, risk management and trading of interest rate products.
The book begins by outlining the new, post-crisis market infrastructure along with the regulations that are reshaping the industry. This includes clearing mechanisms, collateral, and then an introduction to the basis notions of interest rates. In this light we discuss all necessary steps to cover linear instruments such as swaps. To this end we consider the building of yield curves in detail. Further to these considerations we discuss the notion of volatility and cover the standard options Caps/Floors and Swaptions but also advanced products including Constant Maturity Swaps are considered. Here we detail the pricing, the risk factors and the proper management for trading, controlling and for Treasury departments.
Interest Rate Derivatives Explained will provide both new and seasoned practitioners with a concise but thorough guide to the fundamentals of interest rate products, markets, pricing and risk management, and will be a valuable reference for anyone studying or researching the field.Susan Will, Stephen Handelman, David C. Brotherton, "How They Got Away With It: White Collar Criminals and the Financial Meltdown" : the book
The Stock Market (Simple Economics) by Rowan Barnes-Murphy : the book
Introduces the stock market and related issues such as shares, investing, and dividends; features a glossary; and lists resources to explore the subject further.
Quantitative Finance: Back to Basic Principles By Adil Reghai : the book
This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets. It begins by looking at approaches to vanilla and exotic options – including barrier, binary and American options. It then addresses the Black-Scholes conundrum – is it effective? The book then progresses to look at other pricing and valuation models commonly used in the industry, including Terminal Smile, stochastic volatility and more before confronting all the key challenges in model calibration and implementation.
Written for quantitative practitioners in banks and asset managers, Quantitative Finance provides a toolkit and robust methodology to confront new and unforeseen pricing and valuation challenges in the light of the new paradigm.The Futures: The Rise of the Speculator and the Origins of the World's Biggest Markets by Emily Lambert : the book
Steven G. Mandis, "What Happened to Goldman Sachs: An Insider's Story of Organizational Drift and Its Unintended Consequences" : the book
Charles P. Kindleberger, Robert Z., Aliber, "Manias, Panics and Crashes: A History of Financial Crises, 6th Edition" : the book
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications : the book