the oxford handbook of quantitative asset management

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The Oxford Handbook Of Quantitative Asset Management

Author : Bernd Scherer
ISBN : 9780199553433
Genre : Business & Economics
File Size : 87. 95 MB
Format : PDF
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This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

The Handbook Of Mortgage Backed Securities

Author : Frank J. Fabozzi
ISBN : 9780198785774
Genre : Business & Economics
File Size : 60. 73 MB
Format : PDF, ePub, Docs
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This edition of The Handbook of Mortgage-Backed Securities, the first revision following the subprime mortgage crisis, is designed to provide not only the fundamentals of these securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage on the state-of-the-art strategies for capitalizing on the opportunities in this market. The book is intended for both the individual investor and the professional manager. The volume includes contributions from a wide range of experts most of whom have been actively involved in the evolution of the mortgage-backed securities market.

Empire Of The Fund

Author : William A. Birdthistle
ISBN : 9780199398560
Genre :
File Size : 54. 38 MB
Format : PDF, ePub
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Empire of the Fund is an exposé and examination of the way we save now. With the rise of the 401(k) and demise of the pension, the United States has embarked upon the richest and riskiest experiment in our financial history. Over the next twenty years, nearly eighty million baby boomers will retire at a pace of ten thousand per day. The hypothesis of our experiment is that millions of ordinary, untrained, busy citizens can successfully manage trillions of dollars in a financial system dominated by wealthy, skilled, and powerful financial institutions, many of which have a record of treating individual investors shabbily. The key tools in our 401(k) plans and individual retirement accounts are mutual funds, which have ballooned to hold more than $16 trillion. But these funds pose dangers to our savings in three ways: through structural vulnerabilities that give money managers the incentive to focus on marketing over investing; through the very human challenges of managing our savings decades into the future; and through the peril of financial professionals behaving badly, to our economic harm. Though Americans often hear of the importance of low fees in fund investing, few are aware of the astonishing panoply of ways that some financial advisers have illegally diverted money out of mutual funds: from abetting hedge funds to trade after the legal deadline, to inflating the assets on which they are paid a percentage, to paying kickbacks for brokers to sell their funds. This book will forewarn and forearm Americans by illustrating the structural flaws, perverse incentives, and litany of scandals that have bedeviled mutual funds. And by setting forth a pair of policy solutions to improve Americans' financial literacy and bargaining power, it will also attempt to safeguard our individual financial destinies and our nation's fiscal strength.

The Oxford Handbook Of Credit Derivatives

Author : Alexander Lipton
ISBN : 9780191648243
Genre : Business & Economics
File Size : 26. 43 MB
Format : PDF
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From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts

The Oxford Handbook Of Maritime Archaeology

Author : Alexis Catsambis
ISBN : 9780195375176
Genre : History
File Size : 30. 27 MB
Format : PDF, Kindle
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The Oxford Handbook of Maritime Archaeology is a comprehensive survey of the field as seen through the eyes of nearly fifty scholars at a time when maritime archaeology has established itself as a mature branch of archaeology. This volume draws on many of the distinct and universal aspects of maritime archaeology, bringing them together under four main themes: the research process, ships and shipwrecks, maritime and nautical culture, and issues of preservation and management. The first section of the book deals with the best practices for locating, documenting, excavating, and analyzing submerged sites. This methodological foundation is followed by a sample of shipwreck studies from around the world as scholars trace the regional development of ships and seafaring. Chosen to balance the traditional core regions of maritime archaeology with important but lesser-studied areas, it aims at offering an international account of the study of submerged sites. Reflecting the growing number of scholars who study past maritime cultures, but not shipwrecks, the third section of the book addresses various aspects of the maritime landscape and ethnography above and below the water. The final chapters then approach maritime archaeology in a broader context, moving beyond archaeological sites to discuss the archaeological record in general within legal, preservation, and management frameworks. Taken together, these individual and original articles provide a valuable resource that summarizes the current state of the field of maritime archaeology and offers insight into the future of this established and growing discipline.

The Oxford Handbook Of Private Equity

Author : Douglas Cumming
ISBN : 0195391586
Genre : Business & Economics
File Size : 34. 82 MB
Format : PDF
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This Handbook provides a comprehensive picture of the issues surrounding the structure, governance, and performance of private equity.

In All Likelihood

Author : Yudi Pawitan
ISBN : 9780199671229
Genre : Mathematics
File Size : 54. 96 MB
Format : PDF, Mobi
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This book introduces likelihood as a unifying concept in statistical modelling and inference. The complete range of concepts and applications are covered, from very simple to very complex studies. It relies on realistic examples, and presents the main results using heuristic rather than formal mathematical arguments.

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