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Books on Financial
Instruments
We
have carefully selected the following books on financial instruments:
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Money
and Capital Markets: Financial Institutions and Instruments
in a Global Marketplace: 8th Edition
by Peter S. Rose
Publisher:
McGraw-Hill Professional
Published: 2002
Edition: 8th
Format: Pb
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This
book provides a thorough and comprehensive view of the whole
financial system. All the major types of financial instruments
and institutions present today are discussed, along with how
and why the system of money and capital markets is changing.
The text also gives a descriptive explanation of how interest
rates and security values are determined. It discusses the current
and future trends of the globalization of financial markets,
the ongoing consolidation of the financial institutions' sector,
and recent efforts to protect consumer privacy in the financial
services field.
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The
Handbook of Financial Instruments
by Frank J. Fabozzi
Publisher:
John Wiley & Sons
Published: 2002
Format: Hb
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An investor's
guide to understanding and using financial instruments - The
Handbook of Financial Instruments provides comprehensive coverage
of a broad range of financial instruments, including equities,
bonds (asset-backed and mortgage-backed securities), derivatives
(equity and fixed income), insurance investment products, mutual
funds, alternative investments (hedge funds and private equity),
and exchange traded funds. The Handbook of Financial Instruments
explores the basic features of each instrument introduced, explains
their risk characteristics, and examines the markets in which
they trade. Written by experts in their respective fields, this
book arms individual investors and institutional investors alike
with the knowledge to choose and effectively use any financial
instrument available in the market today.
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Derivative
Instruments - A Guide to Theory and Practice
by Brian Eales and Moorad Choudhry
Publisher:
Butterworth-Heinemann
Published: 2003
Edition: 1st
Format: CD-Rom + hb
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- Combines
theory with valuation to provide overall coverage of the topic
area
- Provides worked examples and spreadsheet models on CD ROM
to help readers understand derivative instruments and their
uses
- Covers all the latest developments in derivatives
The authors
concentrate on the practicalities of each class of derivative,
so that readers can apply the techniques in practice. Product
descriptions are supported by detailed spreadsheet models, illustrating
the techniques employed, some which are available on the accompanying
CD-ROM.
This book
is ideal reading for derivatives traders, salespersons, financial
engineers, risk managers, and other professionals involved to
any extent in the application and analysis of OTC derivatives.
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Valuation
of Interest-Sensitive Financial Instruments
by David F. Babbel and Craig Merrill
Publisher:
John Wiley & Sons
Published: 2001
Format: Pb
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Undoubtedly
the most important contribution of the financial economics literature
over the past twenty five years is the development of contingent
claims valuation methodologies, commonly referred to as option
pricing models.
During the
past decade, financial economists have turned their attention
specifically toward those types of contingent claims that are
of most concern to financial institutions. Included under the
umbrella of techniques generally referred to as 'fixed income
pricing,' they include the full range of models designed to
price government, corporate, and mortgage-backed securities
with and without call features, prepayment provisions, accelerated
and regular sinking funds, convertibility, and so forth.
A proper
understanding of the development and underpinning of these models
would seem essential to the financial analyst or valuation actuary.
It is the purpose of this monograph to foster this basic understanding,
and to serve as a convenient and helpful springboard into the
technical economic and finance literature on these subjects.
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Pricing
Financial Instruments
by Domingo A Tavella and Curt Randall
Publisher:
John Wiley & Sons
Published: 2000
Edition: 1st
Format: Hb
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'Pricing
Financial Instruments' explore areas that include:
- Pricing
equations and the reltionship between European and American
derivatives
- Detailed
analyses of different stability analysis approaches
- Continuous
and discrete sampling models for path dependent options
- One-dimensional
and multi-dimensional coordinate transformations
With an
emphasis on how numerical solutions work and how the approximations
involved affect the accuracy of the solutions, Pricing Financial
Instruments takes us through doors opened wide by Black, Scholes,
and Merton - and the arbitrage pricing principles they introduced
in the early 1970s - to provide a step-by-step outline for sensibly
interpreting the output of standard numerical schemes. It covers
the understanding and application of today's finite difference
method, and takes the reader to the next level of pricing financial
instruments and managing financial risk.
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A
Practitioner's Guide to Full Fair Value Accounting of Financial
Instruments
by Veronica Poole
Publisher:
City & Financial Publishing
Published: 2001
Edition: 1st
Format: Pb
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A Practitioner's
Guide to Full Fair Value Accounting of Financial Instruments
is a straightforward, practical guide that leads you from the
basic theory through to disclosure.
Who needs
this book?
Essential reading for all practitioners involved in financial
accounting, including.
Finance
directors
Analysts
Company secretaries
Bankers
Standard setters & interest groups
Accountants
Auditors
Corporate lawyers
Regulators
Academics of accounting, business studies, commercial law and
related studies
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