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Applied Fundamentals in Finance : Portfolio Management and Investments
Mondello, Enzo - 2023
areas – portfolio management, equities, bonds, and derivatives – it is primarily intended for undergraduate and graduate … -- Chapter 9 Free Cash Flow Models -- Chapter 10 Multiples -- Part 3: Bonds -- Chapter 11 Bond Price and Yield -- Chapter 12 … Duration and Convexity -- Part 4: Derivatives -- Chapter 13 Futures, Forwards, and Swaps -- Chapter 14 Options: Basics and …
Persistent link: https://www.econbiz.de/10014302674
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Denmark; Financial Sector Assessment Program: Detailed Assessment of the Securities Clearance and Settlement Systems
International Monetary Fund (IMF); International … - 2007
This paper discusses key findings of the Detailed Assessment of the Securities Clearance and Settlement Systems for Denmark. The assessment recommends that securities settlement systems should have a well-founded, clear, and transparent legal basis in the relevant jurisdiction. Confirmation of...
Persistent link: https://www.econbiz.de/10011243215
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Eurobonds : a quantitative analysis of joint-liability debt
Tsiropoulos, Vasileios - 2019
This paper assesses the consequences of implementing a joint liability debt system in a two-country small open economy model. With joint liability a default of one country makes the other participant liable for its debt. The results highlight a trade-off between the contagion risk, in the sense...
Persistent link: https://www.econbiz.de/10012114435
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Investing in systematic factor premiums
Koedijk, Kees; Slager, Alfred; Stork, Philip - 2015
Persistent link: https://www.econbiz.de/10011389259
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Why do insurance-linked exchange-traded derivatives fail?
Bouriaux, Sylvie; Tomas, Michael J. - In: The journal of insurance issues : official journal of … 37 (2014) 1, pp. 32-58
Persistent link: https://www.econbiz.de/10010380918
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The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures
Bartram, Sohnke M. - In: Multinational Finance Journal 9 (2005) 3-4, pp. 161-187
Commodity prices are more volatile than exchange rates and interest rates. Hence, a priori, commodity price risk represents a more important source of risk to corporations. This paper presents a comprehensive analysis of the economic commodity price exposure of a large sample of nonfinancial...
Persistent link: https://www.econbiz.de/10010937167
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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
rate dynamics, and basic principles of pricing interest rate derivatives. …
Persistent link: https://www.econbiz.de/10014239929
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The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies
Larcher, Gerhard - 2023
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...
Persistent link: https://www.econbiz.de/10014248694
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Securities Lending and Repos : Instruments and Strategies for Excess Return
Hohmann, Ralf - 2023
theoretically not possible without securities lending. If, at the same time, no derivatives are traded on the market as a substitute …
Persistent link: https://www.econbiz.de/10014322130
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ASPECTS REGARDING THE DEVELOPMENT OF BUCHAREST STOCK EXCHANGE
MATEI, Mirela - In: Romanian Journal of Economics 27 (2008) 2(36), pp. 145-159
(BSE) are ranking it among the last ones in Europe. The causes of slow development of capital market and remain behind … were already accustomed to derivatives launched by the Financial and Commodities Exchange from Sibiu. In addition …
Persistent link: https://www.econbiz.de/10005800679