Financial engineering resource center » Books http://www.riskey.cn Quant job, MFE program information, financial engineering software and other related useful resource center. Sat, 13 Mar 2010 19:03:34 +0000 http://wordpress.org/?v=2.9.1 en hourly 1 Theory and Methodology of Tactical Asset Allocation (Hardcover) http://www.riskey.cn/2009/06/theory-and-methodology-of-tactical-asset-allocation-hardcover/ http://www.riskey.cn/2009/06/theory-and-methodology-of-tactical-asset-allocation-hardcover/#comments Sat, 20 Jun 2009 23:42:20 +0000 admin http://www.riskey.cn/2009/06/theory-and-methodology-of-tactical-asset-allocation-hardcover/ Theory and Methodology of Tactical Asset Allocation

Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing exposure in a slipping market (in contrast to dynamic asset allocation, or portfolio insurance). As interest in this technique continues to grow, J.P. Morgan’s Wai Lee provides comprehensive coverage of the analytical tools needed to successfully implement and monitor tactical asset allocation.

From the Back Cover
Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing (more or buy at…)

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]]> http://www.riskey.cn/2009/06/theory-and-methodology-of-tactical-asset-allocation-hardcover/feed/ 0 Hedge Funds & Prime Brokers 2nd (Hardcover) http://www.riskey.cn/2009/06/hedge-funds-prime-brokers-2nd-hardcover/ http://www.riskey.cn/2009/06/hedge-funds-prime-brokers-2nd-hardcover/#comments Sat, 20 Jun 2009 22:52:44 +0000 admin http://www.riskey.cn/2009/06/hedge-funds-prime-brokers-2nd-hardcover/ Hedge Funds & Prime Brokers 2nd

The financial crisis is reshaping the hedge fund industry. Governments wish to regulate hedge funds. Prime brokers have curtailed funding, which impacts hedge fund trading and profitability. Regulators are bringing increasing numbers of hedge fund fraud and ponzi scheme cases. How will hedge funds and prime brokers respond?Hedge Funds and Prime Brokers, Second Edition explores the ever-changing and dynamic hedge fund-prime broker relationship, with contributions from some of the world’s experts in investment, law and regulation. This comprehensive guide builds on the best selling coverage of the first edition, with new coverage and new contributors.This new edition of Hedge Funds and Prime Brokers provides the first, and only, analysis of the impact of the global credit crisis and the emerging governmental and regulatory agenda on the hedge fund-prime broker relationship.New and completely revised chapters in the book address:* The changed relationship between hedge funds (more or buy at…)

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]]> http://www.riskey.cn/2009/06/hedge-funds-prime-brokers-2nd-hardcover/feed/ 0 The Econometrics of Financial Markets (Hardcover) http://www.riskey.cn/2009/06/the-econometrics-of-financial-markets-hardcover/ http://www.riskey.cn/2009/06/the-econometrics-of-financial-markets-hardcover/#comments Sat, 20 Jun 2009 17:19:29 +0000 admin http://www.riskey.cn/2009/06/the-econometrics-of-financial-markets-hardcover/ The Econometrics of Financial Markets

Review
Written by the “A” team of financial empiricism, it is a long awaited book. It covers many topics one could only usually find couched in the technical jargon of research papers, presented in this volume with pedagogical intentions. The language, while remaining technical, is quite accessible. It can be effortlessly read by scientific traders with standard knowledge of statistical methods. . . . This book should be made mandatory reading in research departments. — Review

Review
The definitive work explaining this complex but important field of academic endeavor. Oh, and by the way, it’s not just academic. The big question that financial econometircs addresses is: What can you learn about the future from the financial data available from the past? This broad issue can be specified in many different ways, and all the important ones are discussed in the book. . . . The vast literature on all the topics examined is assessed, rendered coherent, and then analysed by (more or buy at…)

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]]> http://www.riskey.cn/2009/06/the-econometrics-of-financial-markets-hardcover/feed/ 10 Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Traders Edge Series) (Hardcover) http://www.riskey.cn/2009/06/quantitative-trading-strategies-harnessing-the-power-of-quantitative-techniques-to-create-a-winning-trading-program-mcgraw-hill-traders-edge-series-hardcover/ http://www.riskey.cn/2009/06/quantitative-trading-strategies-harnessing-the-power-of-quantitative-techniques-to-create-a-winning-trading-program-mcgraw-hill-traders-edge-series-hardcover/#comments Wed, 17 Jun 2009 06:42:28 +0000 admin http://www.riskey.cn/2009/06/quantitative-trading-strategies-harnessing-the-power-of-quantitative-techniques-to-create-a-winning-trading-program-mcgraw-hill-traders-edge-series-hardcover/ Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program (McGraw-Hill Traders Edge Series)

Harnessing the Power of Quantitative Techniques to Create a Winning Trading ProgramLars Kestner Quantitative Trading Strategies takes readers through the development and evaluation stages of today’s most popular and market-proven technical trading strategies. Quantifying every subjective decision in the trading process, this analytical book evaluates the work of well-known “quants” from John Henry to Monroe Trout and introduces 12 all-new trading strategies. It debunks numerous popular misconceptions, and is certain to make waves–and change minds–in the world of technical analysis and trading.

From the Back CoverAn In-Depth Look at Today’s Top Technical Trading Strategies–And How You Can Incorporate Them into Your Personal Trading Program By combining historical market performance with modern-day technology, technical traders often exhibit uncanny, seemingly intuitive abilities to control money-draining losses while letting profits run. Quantitative Trading Strat (more…)

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]]> http://www.riskey.cn/2009/06/quantitative-trading-strategies-harnessing-the-power-of-quantitative-techniques-to-create-a-winning-trading-program-mcgraw-hill-traders-edge-series-hardcover/feed/ 10 Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series) (Hardcover) http://www.riskey.cn/2009/06/applied-quantitative-methods-for-trading-and-investment-the-wiley-finance-series-hardcover/ http://www.riskey.cn/2009/06/applied-quantitative-methods-for-trading-and-investment-the-wiley-finance-series-hardcover/#comments Wed, 17 Jun 2009 06:39:28 +0000 admin http://www.riskey.cn/2009/06/applied-quantitative-methods-for-trading-and-investment-the-wiley-finance-series-hardcover/ Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series)

This much-needed book, from a selection of top international experts, fills a gap by providing a manual of applied quantitative financial analysis. It focuses on advanced empirical methods for modelling financial markets in the context of practical financial applications. Data, software and techniques specifically aligned to trading and investment will enable the reader to implement and interpret quantitative methodologies covering various models. The unusually wide-ranging methodologies include not only the ‘traditional’ financial econometrics but also technical analysis systems and many nonparametric tools from the fields of data mining and artificial intelligence. However, for those readers wishing to skip the more theoretical developments, the practical application of even the most advanced techniques is made as accessible as possible. Depending on the model being described, different software will be used, and examples included on the accompanyin (more…)

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]]> http://www.riskey.cn/2009/06/applied-quantitative-methods-for-trading-and-investment-the-wiley-finance-series-hardcover/feed/ 0 Forecasting Financial Markets: Exchange Rates, Interest and Asset Management (Hardcover) http://www.riskey.cn/2009/06/forecasting-financial-markets-exchange-rates-interest-and-asset-management-hardcover/ http://www.riskey.cn/2009/06/forecasting-financial-markets-exchange-rates-interest-and-asset-management-hardcover/#comments Wed, 17 Jun 2009 05:54:48 +0000 admin http://www.riskey.cn/2009/06/forecasting-financial-markets-exchange-rates-interest-and-asset-management-hardcover/ Forecasting Financial Markets: Exchange Rates, Interest and Asset ManagementNo description for this product could be found, but have a look over at Amazon for reviews and other information.

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]]> http://www.riskey.cn/2009/06/forecasting-financial-markets-exchange-rates-interest-and-asset-management-hardcover/feed/ 0 How to Make Profits In Commodities (Hardcover) http://www.riskey.cn/2009/06/how-to-make-profits-in-commodities-hardcover/ http://www.riskey.cn/2009/06/how-to-make-profits-in-commodities-hardcover/#comments Wed, 17 Jun 2009 03:46:53 +0000 admin http://www.riskey.cn/2009/06/how-to-make-profits-in-commodities-hardcover/ How to Make Profits In Commodities

W.D. Gann is considered to be the greatest trader of all time. This book reveals how to make profits on the commodities exchanges. It combines theory and practice, and through its straightforward, logical approach, Gann presents an excellent case for making money in commodities. The book to which Mr. Gann claimed he gave the best years of his experience, How to Make Profits In Commodities is the favorite of among Gann-fan commodity traders and stock traders worldwide!

(more…)

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]]> http://www.riskey.cn/2009/06/how-to-make-profits-in-commodities-hardcover/feed/ 6 Currency Management: Overlay and Alpha Trading (Hardcover) http://www.riskey.cn/2009/06/currency-management-overlay-and-alpha-trading-hardcover/ http://www.riskey.cn/2009/06/currency-management-overlay-and-alpha-trading-hardcover/#comments Tue, 16 Jun 2009 21:33:50 +0000 admin http://www.riskey.cn/2009/06/currency-management-overlay-and-alpha-trading-hardcover/ Currency Management: Overlay and Alpha Trading

Review
“A must-read for asset-mangers, pension funds, hege funds and corporates.” — Yves Perréard, Chairman of Perréard Partners Inv., Geneva”Jessica James has an exceptional ability to target the core problem facing managers and deliver pragmatic and robust solutions”. — Mel Mayne, Managing Partner, PaR Asset Management LLP”Written by professionals for fellow professionals who seek to turn theory into practice and actually perform.” — Peter Richmond, Trinity College

This fully up-to-date multi-contributor volume includes unrivalled analysis into the increasingly important areas of currency overlay and FX modelling – providing you with a range of practical solutions to common problems that have proved their worth time and again. Gain expert insight into all aspects of currency and recognise the principles behind overlay management so that you can design and implement an effective strategy. Includes contributions from leading fund managers, overlay companie (more…)

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]]> http://www.riskey.cn/2009/06/currency-management-overlay-and-alpha-trading-hardcover/feed/ 0 Currency Strategy: The Practitioner’s Guide to Currency Investing, Hedging and Forecasting (Kindle Edition) http://www.riskey.cn/2009/06/currency-strategy-the-practitioners-guide-to-currency-investing-hedging-and-forecasting-kindle-edition/ http://www.riskey.cn/2009/06/currency-strategy-the-practitioners-guide-to-currency-investing-hedging-and-forecasting-kindle-edition/#comments Tue, 16 Jun 2009 20:45:43 +0000 admin http://www.riskey.cn/2009/06/currency-strategy-the-practitioners-guide-to-currency-investing-hedging-and-forecasting-kindle-edition/ Currency Strategy: The Practitioner's Guide to Currency Investing, Hedging and Forecasting

Currency Strategy, Second Edition develops new techniques and explains classic tools available for predicting, managing, and optimizing fluctuations in the currency markets. Author Callum Henderson shows readers ho to use mathematical models to assist in the prediction of crises and gives practical advice on how to use these and other tools successfully. Given there such huge focus on China at the moment, the timing of this new edition is particularly important. The new edition will feature a thorough update on the key developments in the past 3 years, new chapters on emerging markets, an in-depth review of the markets of China and India and their currencies and much more.

From the Inside Flap
Rapid movements in currency markets have been a common feature of recent years, often to the detriment of traders and investors. The ability to predict the collapse of a currency is essential to safe and successful investment in these markets. Ultimately in such a crisis th (more…)

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]]> http://www.riskey.cn/2009/06/currency-strategy-the-practitioners-guide-to-currency-investing-hedging-and-forecasting-kindle-edition/feed/ 4 All About Bonds and Bond Mutual Funds: The Easy Way to Get Started (Paperback) http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-the-easy-way-to-get-started-paperback/ http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-the-easy-way-to-get-started-paperback/#comments Fri, 05 Jun 2009 17:43:36 +0000 admin http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-the-easy-way-to-get-started-paperback/ All About Bonds and Bond Mutual Funds: The Easy Way to Get Started

Product DescriptionEverything an individual investor needs to know about bonds. The average income investor doesn’t want or need to get bogged down in technical discussions of interest rates and time. So All About Bonds and Bond Mutual Funds gives them what they want­­a simple yet comprehensive treatment of bonds and bond funds. Along with updated bond information, this revised edition also includes new material on: Bond mutual funds Tax-free municipal bonds International bonds and bond funds From the Back CoverAll the facts you need for astute fixed-income investing. With business headlines dominated by stock market turmoil, quality information on relatively sedate bond investments has been hard to find. Yet investors with an eye to long-term security understand: A truly diversified low-risk/high-return portfolio must contain fixed-income investments, either bond or bond mutual funds. All About Bonds and Bond Mutual Funds, Second Edition, fills the informat (more…)

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]]> http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-the-easy-way-to-get-started-paperback/feed/ 0 Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging (Hardcover) http://www.riskey.cn/2009/06/introduction-to-derivative-financial-instruments-bonds-swaps-options-and-hedging-hardcover/ http://www.riskey.cn/2009/06/introduction-to-derivative-financial-instruments-bonds-swaps-options-and-hedging-hardcover/#comments Thu, 04 Jun 2009 18:44:23 +0000 admin http://www.riskey.cn/2009/06/introduction-to-derivative-financial-instruments-bonds-swaps-options-and-hedging-hardcover/ Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging

Product DescriptionWritten by a renowned corporate financial advisor, this timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk.

About the AuthorDimitris N. Chorafas, Dr.Sc., has worked internationally as an advisor to financial institutions and industrial corporations since 1961. Over 6,000 banking, industrial, and government executives worldwide have participated in his seminars. Dr. Chorafas is the author or numerous business titles, including McGraw-Hill’s Managing Derivative Risk Dr. Chorafas has taught at universities in the United States, Canada, Germany, and Switzerland.

(more…)

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]]> http://www.riskey.cn/2009/06/introduction-to-derivative-financial-instruments-bonds-swaps-options-and-hedging-hardcover/feed/ 0 Global Convertible Investing: The Gabelli Way (Hardcover) http://www.riskey.cn/2009/06/global-convertible-investing-the-gabelli-way-hardcover/ http://www.riskey.cn/2009/06/global-convertible-investing-the-gabelli-way-hardcover/#comments Wed, 03 Jun 2009 20:39:46 +0000 admin http://www.riskey.cn/2009/06/global-convertible-investing-the-gabelli-way-hardcover/ Global Convertible Investing: The Gabelli Way

Product Description
Praise for Global Convertible Investing: The Gabelli Way “Hart has just written the best book on our product. Everyone will learn something from this Graham & Dodd for convertibles . . . a must-read for investors.” –Lorraine Lodge Director, Convertible Research, ING Barings “With the global convertible markets going from strength to strength, Global Convertible Investing is an excellent guide to this exciting asset class.” –Grant Mackie Head of International Convertible Bond Research, Lehman Brothers “Hart Woodson has written the most definitive work on convertibles to date. Not only does he provide a fully comprehensive study of the technical dynamics that are the essential ingredients of the convertible instrument, he discusses at length the myriad of other considerations that go into making an intelligent investment decision.” –Richard C. Nelson Director, Convertible Research, ABN AMRO “A pragmatic (more…)

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]]> http://www.riskey.cn/2009/06/global-convertible-investing-the-gabelli-way-hardcover/feed/ 4 All About Bonds and Bond Mutual Funds (Kindle Edition) http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-kindle-edition/ http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-kindle-edition/#comments Tue, 02 Jun 2009 03:20:36 +0000 admin http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-kindle-edition/ All About Bonds and Bond Mutual Funds

Product Description
Everything an individual investor needs to know about bonds. The average income investor doesn’t want–or need–to get bogged down in technical discussions of interest rates and time. So All About Bonds and Bond Mutual Funds gives them what they want–a simple yet comprehensive treatment of bonds and bond funds. Along with updated bond information, this revised edition also includes new material on: bond mutual funds; tax-free municipal bonds; international bonds and bond funds.

From the Back CoverAll the facts you need for astute fixed-income investing. With business headlines dominated by stock market turmoil, quality information on relatively sedate bond investments has been hard to find. Yet investors with an eye to long-term security understand: A truly diversified low-risk/high-return portfolio must contain fixed-income investments, either bond or bond mutual funds. All About Bonds and Bond Mutual Funds, Second Edition, fills the inf (more…)

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]]> http://www.riskey.cn/2009/06/all-about-bonds-and-bond-mutual-funds-kindle-edition/feed/ 0 Valuation of Convertible Bonds when Investors Act Strategically (Paperback) http://www.riskey.cn/2009/05/valuation-of-convertible-bonds-when-investors-act-strategically-paperback/ http://www.riskey.cn/2009/05/valuation-of-convertible-bonds-when-investors-act-strategically-paperback/#comments Sun, 31 May 2009 17:51:48 +0000 admin http://www.riskey.cn/2009/05/valuation-of-convertible-bonds-when-investors-act-strategically-paperback/ Valuation of Convertible Bonds when Investors Act Strategically

Product Description
Convertible bonds are interest bearing securities that can be converted into stocks. Therefore, the investors’ strategy is a fundamental pricing factor. It is particularly important whether a firm has debt outstanding in addition to convertible bonds and stocks, because the conversion decision results in a wealth transfer between debt and stock holders.

(more…)

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]]> http://www.riskey.cn/2009/05/valuation-of-convertible-bonds-when-investors-act-strategically-paperback/feed/ 0 Handbook of Hybrid Instruments: Convertible Bonds, Preferred Shares, Lyons, Elks, Decs and Other Mandatory Convertible Notes (with CD-ROM) (Hardcover) http://www.riskey.cn/2009/05/handbook-of-hybrid-instruments-convertible-bonds-preferred-shares-lyons-elks-decs-and-other-mandatory-convertible-notes-with-cd-rom-hardcover/ http://www.riskey.cn/2009/05/handbook-of-hybrid-instruments-convertible-bonds-preferred-shares-lyons-elks-decs-and-other-mandatory-convertible-notes-with-cd-rom-hardcover/#comments Thu, 28 May 2009 00:47:53 +0000 admin http://www.riskey.cn/2009/05/handbook-of-hybrid-instruments-convertible-bonds-preferred-shares-lyons-elks-decs-and-other-mandatory-convertible-notes-with-cd-rom-hardcover/ Handbook of Hybrid Instruments: Convertible Bonds, Preferred Shares, Lyons, Elks, Decs and Other Mandatory Convertible Notes (with CD-ROM)

Product Description
An indispensable tool to steer readers thought the complex maze of hybrid instruments Hybrid instruments — essentially bonds with an equity component — are found in a multitude of guises. This generic heading encompasses a seemingly endless array of financial instruments, including convertible bonds, mandatory convertibles, reverse convertibles, preferred shares, ELKS, DECS and Lyons. Within each one of these instruments are found a wide range of variations and features. These include reset, negative pledge, screw and forced conversion clauses, as well as step up coupons, call schedules, call options with soft and hard protection etc. The range of possibilities can seem bewildering, but it is this very flexibility which proves a huge attraction for investors, issuers and financial institutions. On the sell side companies issue these securities and corporate service departments advise on the type of options to include in them. On the buy side, inve (more…)

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]]> http://www.riskey.cn/2009/05/handbook-of-hybrid-instruments-convertible-bonds-preferred-shares-lyons-elks-decs-and-other-mandatory-convertible-notes-with-cd-rom-hardcover/feed/ 0 The Complete Guide to Convertible Securities Worldwide (Wiley Finance) (Hardcover) http://www.riskey.cn/2009/05/the-complete-guide-to-convertible-securities-worldwide-wiley-finance-hardcover/ http://www.riskey.cn/2009/05/the-complete-guide-to-convertible-securities-worldwide-wiley-finance-hardcover/#comments Tue, 26 May 2009 23:54:44 +0000 admin http://www.riskey.cn/2009/05/the-complete-guide-to-convertible-securities-worldwide-wiley-finance-hardcover/ The Complete Guide to Convertible Securities Worldwide (Wiley Finance)

Product Description
Begins with an analysis of a typical U.S. dollar denominated Euroconvertible. Goes on to discuss international convertible securities and such related topics as currency fluctuation and foreign currency exposure. The characteristics of domestic markets in U.S., Britain, Japan, France, Australia, and Canada and their unique features and evaluation methods are examined. Finally, it looks at convertible hedging, breakeven analysis, risk profile, and rate of return.

From the Publisher
Begins with an analysis of a typical U.S. dollar denominated Euroconvertible. Goes on to discuss international convertible securities and such related topics as currency fluctuation and foreign currency exposure. The characteristics of domestic markets in U.S., Britain, Japan, France, Australia, and Canada and their unique features and evaluation methods are examined. Finally, it looks at convertible hedging, breakeven analysis, risk profile, and rate of return.

(more…)

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]]> http://www.riskey.cn/2009/05/the-complete-guide-to-convertible-securities-worldwide-wiley-finance-hardcover/feed/ 0 Pricing Convertible Bonds (Kindle Edition) http://www.riskey.cn/2009/05/pricing-convertible-bonds-kindle-edition/ http://www.riskey.cn/2009/05/pricing-convertible-bonds-kindle-edition/#comments Mon, 25 May 2009 21:25:51 +0000 admin http://www.riskey.cn/2009/05/pricing-convertible-bonds-kindle-edition/ Pricing Convertible Bonds

Product Description
The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles. Kevin Connolly has put together an excellent treatment of pricing convertible bonds, some of the chapters are:Returns distributions and associated descriptive statisticsModelling the share price processThe basic convertible bond modelIntroducing the complicationsConvertible bond sensitivitiesUsing equity warrent models to price CBsRefix clausesFund managers, hedge players/traders, undergraduates and post-graduates will all find this book invaluable. Easy to understand software based on Microsoft Excel spreadsheets is also supplied.

From the Inside Flap
Convertible bonds are a hybrid of bond and equity. Like a bond, they provide the holder with an i (more…)

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]]> http://www.riskey.cn/2009/05/pricing-convertible-bonds-kindle-edition/feed/ 0 Convertible Securities: The Latest Instruments, Portfolio Strategies, and Valuation Analysis, Revised Edition (Hardcover) http://www.riskey.cn/2009/05/convertible-securities-the-latest-instruments-portfolio-strategies-and-valuation-analysis-revised-edition-hardcover/ http://www.riskey.cn/2009/05/convertible-securities-the-latest-instruments-portfolio-strategies-and-valuation-analysis-revised-edition-hardcover/#comments Mon, 25 May 2009 05:34:18 +0000 admin http://www.riskey.cn/2009/05/convertible-securities-the-latest-instruments-portfolio-strategies-and-valuation-analysis-revised-edition-hardcover/ Convertible Securities: The Latest Instruments, Portfolio Strategies, and Valuation Analysis, Revised Edition

Product Description
The definitive book on the subject, Convertible Securities explains the various types of convertible instruments, valuation and pricing methods, and investment strategies. Completely updated from its first edition, this guide includes chapters on international convertibles and asset allocation strategies for the institutional investor.

From the Back Cover
Strategies for earning equity-like returns–with substantially lower risk! Convertible securities–generally, corporate bonds which can be converted into a fixed number of common stock shares–have been around for over a century. While they have generated decent returns for savvy, risk-averse investors, and are an ideal security in today’s volatile markets, convertibles have received remarkably little coverage in the popular press. Convertible Securities opens the window, providing in-depth research and analysis to help both new and experienced investors benefit from the many advantages o (more…)

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]]> http://www.riskey.cn/2009/05/convertible-securities-the-latest-instruments-portfolio-strategies-and-valuation-analysis-revised-edition-hardcover/feed/ 2 Convertible Arbitrage: Insights and Techniques for Successful Hedging (Hardcover) http://www.riskey.cn/2009/05/convertible-arbitrage-insights-and-techniques-for-successful-hedging-hardcover/ http://www.riskey.cn/2009/05/convertible-arbitrage-insights-and-techniques-for-successful-hedging-hardcover/#comments Sat, 23 May 2009 20:43:39 +0000 admin http://www.riskey.cn/2009/05/convertible-arbitrage-insights-and-techniques-for-successful-hedging-hardcover/ Convertible Arbitrage: Insights and Techniques for Successful Hedging

Review
“…filled with in-depth insights and a wide range of convertible topics, provides a thorough explanation…” (Financial World, January 2004)”…filled with in-depth insights and a wide range of convertible topics, provides a thorough explanation…” — Financial World, January 2004

Product Description
Master convertible arbitrage and put profits within reach “Finally, we have a comprehensive, practical, and lucid book on convertible arbitrage from one of the most seasoned investors in this growing asset class.” –Venu Krishna, CFA Head of U.S. Convertible Research, Lehman Brothers “Nick Calamos is one of the most experienced and successful convertible bond managers in the mutual fund industry. Who better to explain convertible arbitrage strategies?” —William Harding, Analyst, Morningstar Investment Services “Convertible Arbitrage is an indispensable resource, and is required reading for all fund of funds analysts and portfolio m (more…)

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]]> http://www.riskey.cn/2009/05/convertible-arbitrage-insights-and-techniques-for-successful-hedging-hardcover/feed/ 9 Pricing Convertible Bonds (Hardcover) http://www.riskey.cn/2009/05/pricing-convertible-bonds-hardcover/ http://www.riskey.cn/2009/05/pricing-convertible-bonds-hardcover/#comments Sat, 23 May 2009 00:19:56 +0000 admin http://www.riskey.cn/2009/05/pricing-convertible-bonds-hardcover/ Pricing Convertible Bonds

Product Description
The Convertible Bonds (CB) market is growing all the time. To date, over one trillion dollars worth of CBs are in circulation. Corporations are finding this source of fund-raising more and more attractive. And for different reasons, the buyers are finding CBs increasingly attractive investment vehicles. Kevin Connolly has put together an excellent treatment of pricing convertible bonds, some of the chapters are:Returns distributions and associated descriptive statisticsModelling the share price processThe basic convertible bond modelIntroducing the complicationsConvertible bond sensitivitiesUsing equity warrent models to price CBsRefix clausesFund managers, hedge players/traders, undergraduates and post-graduates will all find this book invaluable. Easy to understand software based on Microsoft Excel spreadsheets is also supplied.

From the Inside Flap
Convertible bonds are a hybrid of bond and equity. Like a bond, they provide the holder with an i (more…)

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]]> http://www.riskey.cn/2009/05/pricing-convertible-bonds-hardcover/feed/ 0