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This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.

This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and institutional investors, and is an indispensable tool.

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance. This book is a crucial tool for any investor looking to improve the profit gain from their investment.

This book responds to a growing demand for mutual funds. This timely collection of original papers focuses on changes of international investment in Europe, the US and New Zealand. Using a fresh approach, innovative techniques and various models this book assesses performance and provides an understanding of mutual funds on an international level.

Unlike most books on derivative products, Options Explained 2 is a practical guide, covering theoretical concepts only where they are essential to applying options on a wide variety of assets.

The text from credit risk authority Erik Banks provides a detailed review of the emerging Asian fixed income markets and their primary instruments, along with a discussion of market participants, market mechanics and associated hedging and financing instruments.

Financial intermediaries typically offer derivatives to their customers only when they can hedge the exposures from these transactions. Baron and Lange show that parimutuel auctions can be used by financial intermediaries to offer derivatives without exposing themselves to risk.

The authors present a comprehensive and timely discussion of economic capital and financial risk management for financial services firms and conglomerates.

This market is the largest and most liquid-call type derivative in the world. Philips and Connolly intend to clarify definitions and discuss why the warrant is so important to the institutional investor. The authors consider its versatility and the implications for profit from the tremendous volatility in this market.

A detailed study of the terms of international loan documentation with comprehensive explanations of the purpose of the provisions and of areas which may require negotiation and with an emphasis on the wording of the Loan Market Association documents.

The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.

Financial Lexicon is intended as a comprehensive financial reference book that explains the formal and informal terminology of finance. Unlike other textbooks, which focus solely on standard definitions, Financial Lexicon will include formal corporate business terms alongside the jargon that has entered business life.

Investing in Corporate Bonds and Credit Risk is a valuable tool for any corporate bond investor. All the most recent developments and strategies in investment in corporate bonds are analyzed included with qualitative and quantitative approaches.

As energy trading, power exchanges and hedging techniques establish themselves in the oil, power and gas sectors, so then do newer derivatives markets emerge in LNG hedging, weather derivatives and freight hedging.

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk.

This book has been written as a practical guide for finance markets professionals to explain US monetary policy and to make forecasts of future interest rate levels.

Exchange Traded Funds (ETF's) are a relatively new open- ended investment vehicle. Using this book, practitioners, academics and students alike will find a thorough explanation of the theoretical ideas underlying ETF's, along with their detailed analysis, communicated in practical and clear terms.

The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation.

Aimed at clients, intermediaries and regulators, this edition is focussed clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Part 1 examines the derivatives building blocks and financial market/corporate finance drivers of the equity derivatives and financial products market, and includes case studies of typical and landmark transactions.

Asset management standards are crucial for building trust between investors and capital market experts. Produced in association with the European Federation of Financial Analysts Societies, this book aims to provide a well-founded basis for development of the content of asset management standards in the UK, the US and the EU.

The definitive guide to the rapidly expanding weather risk management market. All over the world providers and end users are recognizing this fact and are turning their attention to ways of protecting against or taking advantage of changes in the weather.

Erik Banks, responsible for global risk management at Merrill Lynch in Hong Kong, has written another text on the derivatives field covering innovation in these instruments in Asia Pacific. The text acts as a detailed reference on the nature of these markets and the prospects for the Asian derivative markets, both listed and OTC.

Export financing has always been at the hub of any international company's activity. Willsher examines the new environment of project financing with a particularly detailed view of the risks involved, the instruments and other techniques vital to the knowledge of an international banker or corporate financier.

Securitisation of assets has probably been the single most revolutionary development in the capital markets in the last ten years. Securitisation analyses the depth and liquidity of this market by way of discussion of prominent issues by leading practitioners from the UK, US, Europe and other significant markets.

This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and institutional investors, and is an indispensable tool.

This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.

This book addresses the importance of diversification for reducing volatility of investment portfolios. It shows how to improve investment efficiency, and explains how international diversification reduces overall risk while enhancing performance. This book is a crucial tool for any investor looking to improve the profit gain from their investment.

Corporate Governance is a text which considers the problems surrounding governance and proposes solutions to help restore investor confidence in the corporate world.