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Relying on logical rather than mathematical explanations, Active Total Return Management of Fixed-Income Portfolios is one of the most incisive, up-to-date guides on the latest tools for managing a fixed-income portfolio. In the revised edition of this acclaimed classic, Ravi Dattatreya and Frank Fabozzi set forth a framework by which a portfolio manager or trader can identify value and assess risk. Additionally, the limitations of yield measures, duration and covexity are clearly illustrated.

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This is an update and expansion upon PMI’s popular reference, The Practice Standard for Project Risk Management. Risk Management addresses the fact that certain events or conditions may occur with impacts on project, program, and portfolio objectives. This standard will: identify the core principles for risk management; describe the fundamentals of risk management and the environment within which it is carried out; define the risk management life cycle; and apply risk management principles to the portfolio, program, and project domains within the context of an enterprise risk management approach It is primarily written for portfolio, program, and project managers, but is a useful tool for leaders and business consumers of risk management, and other stakeholders.

Unread book in perfect condition.

Unread book in perfect condition.

This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives

This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives

A comprehensive overview of trading and risk management in the energy markets  Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance. With an approachable writing style, Iris Mack breaks down the three primary applications for energy derivatives markets – Risk Management, Speculation, and Investment Portfolio Diversification – in a way that hedge fund traders, consultants, and energy market participants can apply in their day to day trading activities.  Moving from the fundamentals of energy markets through simple and complex derivatives trading, hedging strategies, and industry-specific case studies, Dr. Mack walks readers through energy trading and risk management concepts at an instructive pace, supporting her explanations with real-world examples, illustrations, charts, and precise definitions of important and often-misunderstood terms. From stochastic pricing models for exotic derivatives, to modern portfolio theory (MPT), energy portfolio management (EPM), to case studies dealing specifically with risk management challenges unique to wind and hydro-electric power, the bookguides readers through the complex world of energy trading and risk management to help investors, executives, and energy professionals ensure profitability and optimal risk mitigation in every market climate. Energy Trading and Risk Management is a great resource to help grapple with the very interesting but oftentimes complex issues that arise in energy trading and risk management.

The Business Continuity playbook provides the background and tools to create, manage, and execute all facets of an organization’s business continuity program (BCP). Business continuity planning is an activity performed daily by organizations of all types and sizes to ensure that critical business functions are available before, during, and after a crisis. This playbook guides the security leader through the development, implementation, and maintenance of a successful BCP. The text begins with a detailed description of the concept and value of business continuity planning, transitioning into a step-by-step guide to building or enhancing a BCP. Its 14 appendices, which include sample forms, templates, and definitions, make it an invaluable resource for business continuity planning. The Business Continuity playbook is a part of Elsevier’s Security Executive Council Risk Management Portfolio, a collection of real world solutions and "how-to" guidelines that equip executives, practitioners, and educators with proven information for successful security and risk management programs.Answers the unavoidable question, "What is the business value of a business continuity program?"Breaks down a business continuity program into four major elements for better understanding and easier implementationIncludes 14 appendices that provide sample forms, templates, and definitions for immediate adaptation in any business setting

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets).This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs.Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available.

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Official reference material for the Portfolio Management Professional (PfMP) Credential Examination Project portfolio management (PPM) is a term that is used to describe methods for analyzing and collectively managing groups of projects based on numerous factors and considerations. The fundamental objective of PPM is to determine the best projects to undertake in support of the goals, objectives, and strategies of the organization. Business Driven Project Portfolio Management covers the top 10 risks that threaten PPM success and offers practical alternatives to help ensure achievement of desired results. Written from a business perspective, it contains the executive insights, management strategy, tactics, processes and architecture needed for the successful implementation, ongoing management, and continual improvement of PPM in any organization.

Official reference material for the Portfolio Management Professional (PfMP) Credential Examination Project portfolio management (PPM) is a term that is used to describe methods for analyzing and collectively managing groups of projects based on numerous factors and considerations. The fundamental objective of PPM is to determine the best projects to undertake in support of the goals, objectives, and strategies of the organization. Business Driven Project Portfolio Management covers the top 10 risks that threaten PPM success and offers practical alternatives to help ensure achievement of desired results. Written from a business perspective, it contains the executive insights, management strategy, tactics, processes and architecture needed for the successful implementation, ongoing management, and continual improvement of PPM in any organization.

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets).This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs.Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available.

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds―spread, liquidity, and Treasury yield curve risk―as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds―spread, liquidity, and Treasury yield curve risk―as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

Options are an integral part of any financial portfolio, but they can be intimidating to the average investor. While often viewed as risky, the truth is that, if used properly, options can be one of the best tools for balancing a portfolio. In fact, they can help investors protect themselves from downside risk and leverage capital to make bigger plays than would otherwise be possible. In Winning with Options, Michael C. Thomsett offers nontechnical, easy-to-follow advice for readers who need guidance on important techniques related to portfolio management, such as diversification and risk management. Readers will discover how to: choose the right brokerage firm · use online resources · pick the right stocks · track options · set portfolio and risk goals · understand the complicated world of options lingo · make the most of day trading and swing trading Straightforward and practical, this is the one book that will help the novice option trader navigate the sometimes daunting, but often rewarding, world of trading and investing in options.