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4 Chapters from
Book Title:
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and ...
Book Author(s):
Grinold, Richard
Kahn, Ronald
Publisher:
McGraw-Hill
Publisher Year:
2000
Chapters Included in Collection:
Chapter 5 - Residual Risk and Return: The Information Ratio
Chapter 6 - The Fundamental Law of Active Management
Chapter 8 - Valuation in Theory
Chapter 9 - Valuation in Practice
Collection Price:
GARP Member (Non-Affiliate): US$12.00
Affiliate & Non-Member: US$13.00
Printing Price:
US$7.00
14 Chapters from
Book Title:
All You Need to Know About Ethics and Finance
Book Author(s):
Persaud, Avinash
Plender, John
Publisher:
Longtail Publishing Limited
Publisher Year:
2007
Chapters Included in Collection:
Chapter 1 - Why the Business Ethics Movement Failed
Chapter 2 - How to Do Your Own Ethical Thing
Chapter 3 - Fiduciaries
Chapter 4 - Mis-selling and Investor Protection
Chapter 5 - Investing and Speculating
Chapter 6 - Creative Accounting/Hitting the Numbers
Chapter 7 - Tax Avoidance
Chapter 8 - Whistleblowing
Chapter 9 - Independent Directors
Chapter 10 - Bankers and Advisors
Chapter 11 - Auditors
Chapter 12 - Analysts
Chapter 13 - Regulators
Chapter 14 - Finale
Collection Price:
GARP Member (Non-Affiliate): US$40.00
Affiliate & Non-Member: US$44.00
Printing Price:
US$11.90
10 Chapters from
Book Title:
An Undergraduate Introduction to Financial Mathematics
Book Author(s):
Buchanan, J. Robert
Publisher:
World Scientific Publishing Company
Publisher Year:
2006
Chapters Included in Collection:
Chapter 1 - The Theory of Interest
Chapter 2 - Discrete Probability
Chapter 3 - Normal Random Variables and Probability
Chapter 4 - The Arbitrage Theorem
Chapter 5 - Random Walks and Brownian Motion
Chapter 6 - Options
Chapter 7 - Solution of the Black-Scholes Equation
Chapter 8 - Derivatives of Black-Scholes Option Prices
Chapter 9 - Hedging
Chapter 10 - Optimizing Portfolios
Collection Price:
GARP Member (Non-Affiliate): US$44.00
Affiliate & Non-Member: US$48.00
Printing Price:
US$14.00
12 Chapters from
Book Title:
Analysis of Financial Time Series, 2nd Edition
Book Author(s):
Tsay, Ruey
Publisher:
John Wiley & Sons, Inc.
Publisher Year:
2005
Chapters Included in Collection:
Chapter 1 - Financial time series and their characteristics
Chapter 2 - Linear Time Series Analysis and Its Applications
Chapter 3 - Conditional Heteroscedastic Models
Chapter 4 - Nonlinear Models and Their Applications
Chapter 5 - High-Frequency Data Analysis and Market Microstructure
Chapter 6 - Continuous-Time Models and Their Applications
Chapter 7 - Extreme Values, Quantile Estimation, and Value at Risk
Chapter 8 - Multivariate Time Series Analysis and Its Application
Chapter 9 - Principal Component Analysis and Factor Models
Chapter 10 - Multivariate Volatility Models and Their Applications
Chapter 11 - State-Space Models and Kalman Filter
Chapter 12 - Markov Chain Monte Carlo Methods with Applications
Collection Price:
GARP Member (Non-Affiliate): US$78.00
Affiliate & Non-Member: US$82.00
Printing Price:
US$29.75
16 Chapters from
Book Title:
Asset Price Dynamics, Volatility, and Prediction
Book Author(s):
Taylor, Stephen J.
Publisher:
Princeton University Press
Publisher Year:
2005
Chapters Included in Collection:
Chapter 1 - Introduction
Chapter 2 - Prices and Returns
Chapter 3 - Stochastic Processes: Definitions and Examples
Chapter 4 - Stylized Facts for Financial Returns
Chapter 5 - The Variance-Ratio Test of the Random Walk Hypothesis
Chapter 6 - Further Tests of the Random Walk Hypothesis
Chapter 7 - Trading Rules and Market Efficiency
Chapter 8 - An Introduction to Volatility
Chapter 9 - ARCH Models: Definitions and Examples
Chapter 10 - ARCH Models: Selection and Likelihood Methods
Chapter 11 - Stochastic Volatility Models
Chapter 12 - High-Frequency Data and Models
Chapter 13 - Continuous-Time Stochastic Processes
Chapter 14 - Option Pricing Formulae
Chapter 15 - Forecasting Volatility
Chapter 16 - Density Prediction for Asset Prices
Collection Price:
GARP Member (Non-Affiliate): US$52.00
Affiliate & Non-Member: US$55.00
Printing Price:
US$24.50
5 Chapters from
Book Title:
Convertible Arbitrage: Insights and Techniques for Successful Hedging
Book Author(s):
Calamos, Nick
Publisher:
John Wiley & Sons, Inc.
Publisher Year:
2003
Chapters Included in Collection:
Chapter 5 - Convertible Arbitrage Techniques - Delta Hedging
Chapter 6 - Gamma Capture Hedging
Chapter 7 - Convertible Option Hedge Techniques
Chapter 8 - Convertible Asset Swaps and Credit Default Swaps
Chapter 9 - Non-Traditional Hedges
Collection Price:
GARP Member (Non-Affiliate): US$18.00
Affiliate & Non-Member: US$20.00
Printing Price:
US$7.70
8 Chapters from
Book Title:
Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications, ...
Book Author(s):
Tavakoli, Janet
Publisher:
John Wiley & Sons, Inc.
Publisher Year:
2001
Chapters Included in Collection:
Chapter 2 - Total Rate of Return Swaps - Synthetic Financing
Chapter 3 - Credit Default Swaps and Options
Chapter 4 - Exotic Structures
Chapter 5 - Sovereign Risk and Emerging Markets
Chapter 6 - Credit-Linked Notes
Chapter 7 - Synthetic Collaterized Loan Obligations
Chapter 8 - Selected Documentation, Regulatory, Booking and Legal Issues
Chapter 9 - Future of the Gold Market
Collection Price:
GARP Member (Non-Affiliate): US$38.00
Affiliate & Non-Member: US$42.00
Printing Price:
US$15.40
5 Chapters from
Book Title:
Credit Derivatives: Application, Pricing, and Risk Management
Book Author(s):
Meissner, Gunter
Publisher:
Blackwell Publishing
Publisher Year:
2005
Chapters Included in Collection:
Chapter 2 - Credit Derivatives Products
Chapter 3 - Synthetic Structures
Chapter 4 - Application of credit derivatives
Chapter 5 - The pricing of credit derivatives
Chapter 6 - Risk management with credit derivatives
Collection Price:
GARP Member (Non-Affiliate): US$60.00
Affiliate & Non-Member: US$65.00
Printing Price:
US$14.00
9 Chapters from
Book Title:
Credit Risk Modeling: Theory and Applications
Book Author(s):
Lando, David
Publisher:
Princeton University Press
Publisher Year:
2004
Chapters Included in Collection:
Chapter 1 - An Overview
Chapter 2 - Corporate Liabilities as Contingent Claims
Chapter 3 - Endogenous Default Boundaries and Optimal Capital Structure
Chapter 4 - Statistical Techniques for Analyzing Defaults
Chapter 5 - Intensity Modeling
Chapter 6 - Rating-Based Term-Structure Models
Chapter 7 - Credit Risk and Interest-Rate Swaps
Chapter 8 - Credit Default Swaps, CDOs, and Related Products
Chapter 9 - Modeling Dependent Defaults
Collection Price:
GARP Member (Non-Affiliate): US$56.00
Affiliate & Non-Member: US$60.00
Printing Price:
US$17.50
13 Chapters from
Book Title:
Credit Risk: Pricing, Measurement, and Management
Book Author(s):
Duffie, Darrell
Singleton, Kenneth
Publisher:
Princeton University Press
Publisher Year:
2003
Chapters Included in Collection:
Chapter 1 - Introduction
Chapter 2 - Economic Principles of Risk Management
Chapter 3 - Default Arrival: Historical Patterns and Statistical Models
Chapter 4 - Rating Transitions: Historical Patterns and Statistical Models
Chapter 5 - Conceptual Approaches to Valuation of Default Risk
Chapter 6 - Pricing Corporate and Sovereign Bonds
Chapter 7 - Empirical Models of Defaultable Bond Spreads
Chapter 8 - Credit Swaps
Chapter 9 - Optional Credit Pricing
Chapter 10 - Correlated Defaults
Chapter 11 - Collateralized Debt Obligations
Chapter 12 - Over-the-Counter Default Risk and Valuation
Chapter 13 - Integrated Market and Credit Risk Measurement
Collection Price:
GARP Member (Non-Affiliate): US$65.00
Affiliate & Non-Member: US$70.00
Printing Price:
US$18.20
3 Chapters from
Book Title:
Derivatives Markets, 2nd Edition
Book Author(s):
McDonald, Robert
Publisher:
Addison-Wesley
Publisher Year:
2006
Chapters Included in Collection:
Chapter 2 - An Introduction to Forwards and Options
Chapter 3 - Insurance, Collars, and Other Strategies
Chapter 6 - Commodity Forwards and Futures
Collection Price:
GARP Member (Non-Affiliate): US$22.00
Affiliate & Non-Member: US$24.00
Printing Price:
US$7.00
12 Chapters from
Book Title:
Dynamic Asset Pricing Theory, Third Edition
Book Author(s):
Duffie, Darrell
Publisher:
Princeton University Press
Publisher Year:
2001
Chapters Included in Collection:
Chapter 1 - Introduction to State Pricing
Chapter 2 - The Basic Multiperiod Model
Chapter 3 - The Dynamic Programming Approach
Chapter 4 - The Infinite-Horizon Setting
Chapter 5 - The Black-Scholes Model
Chapter 6 - State Prices and Equivalent Martingale Measures
Chapter 7 - Term-Structure Models
Chapter 8 - Derivative Pricing
Chapter 9 - Portfolio and Consumption Choice
Chapter 10 - Equilibrium
Chapter 11 - Corporate Securities
Chapter 12 - Numerical Methods
Collection Price:
GARP Member (Non-Affiliate): US$68.00
Affiliate & Non-Member: US$72.00
Printing Price:
US$19.95
3 Chapters from
Book Title:
Dynamic Portfolio Theory and Management: Using Active Asset Allocation to Improve ...
Book Author(s):
Oberuc, Richard
Publisher:
McGraw-Hill
Publisher Year:
2004
Chapters Included in Collection:
Chapter 2 - Arbitrage Pricing Theory
Chapter 3 - Factors Influencing Stock Returns
Chapter 4 - Factors Influencing Bond Returns
Collection Price:
GARP Member (Non-Affiliate): US$12.00
Affiliate & Non-Member: US$13.00
Printing Price:
US$4.90
16 Chapters from
Book Title:
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
Book Author(s):
Singleton, Kenneth
Publisher:
Princeton University Press
Publisher Year:
2006
Chapters Included in Collection:
Chapter 1 - Introduction
Chapter 2 - Model Specification and Estimation Strategies
Chapter 3 - Large-Sample Properties of Extremum Estimators
Chapter 4 - Goodness-of-Fit and Hypothesis Testing
Chapter 5 - Affine Processes
Chapter 6 - Simulation-Based Estimators of DAPMs
Chapter 7 - Stochastic Volatility, Jumps, and Asset Returns
Chapter 8 - Pricing Kernels and DAPMs
Chapter 9 - Linear Asset Pricing Models
Chapter 10 - Consumption-Based DAPMs
Chapter 11 - Pricing Kernels and Factor Models
Chapter 12 - Models of the Term Structure of Bond Yields
Chapter 13 - Empirical Analyses of Dynamic Term Structure Models
Chapter 14 - Term Structures of Corporate Bond Spreads
Chapter 15 - Equity Option Pricing Models
Chapter 16 - Pricing Fixed-Income Derivatives
Collection Price:
GARP Member (Non-Affiliate): US$52.00
Affiliate & Non-Member: US$55.00
Printing Price:
US$25.20
7 Chapters from
Book Title:
Financial Institutions Management: A Risk Management Approach, 5th Edition
Book Author(s):
Cornett, Marcia Millon
Saunders, Anthony
Publisher:
McGraw-Hill
Publisher Year:
2005
Chapters Included in Collection:
Chapter 10 - Market Risk
Chapter 11 - Credit Risk: Individual Loan Risk
Chapter 12 - Credit Risk: Loan Portfolio and Concentration Risk
Chapter 14 - Technology and Other Operational Risks
Chapter 15 - Foreign Exchange Risk
Chapter 16 - Sovereign Risk
Chapter 27 - Loan Sales and Other Credit Risk Management Techniques
Collection Price:
GARP Member (Non-Affiliate): US$32.00
Affiliate & Non-Member: US$36.00
Printing Price:
US$10.50
8 Chapters from
Book Title:
Financial Risk Management: A Practitioner`s Guide to Managing Market and Credit ...
Book Author(s):
Allen, Steven
Publisher:
John Wiley & Sons, Inc.
Publisher Year:
2003
Chapters Included in Collection:
Chapter 3 - Operational Risk
Chapter 4 - Financial Disasters
Chapter 5 - Managing Market Risk
Chapter 6 - Model Risk
Chapter 7 - Managing Spot Risk
Chapter 8 - Managing Forward Risk
Chapter 9 - Managing Vanilla Options Risk
Chapter 10 - Managing Exotic Options Risk
Collection Price:
GARP Member (Non-Affiliate): US$35.00
Affiliate & Non-Member: US$39.00
Printing Price:
US$14.00
9 Chapters from
Book Title:
Fixed Income Securities: Tools for Today`s Markets
Book Author(s):
Tuckman, Bruce
Publisher:
John Wiley & Sons, Inc.
Publisher Year:
2002
Chapters Included in Collection:
Chapter 1 - Bond Prices, Discount Factors, and Arbitrage
Chapter 2 - Bond Prices, Spot Rates, and Forward Rates
Chapter 3 - Yield-to-Maturity
Chapter 4 - Generalizations and Curve Fitting
Chapter 5 - One-Factor Measures of Price Sensitivity
Chapter 6 - Measures of Price Sensitivity Based on Parallel Yield Shifts
Chapter 7 - Key Rate and Bucket Exposures
Chapter 9 - The Science of Term Structure Models
Chapter 21 - Mortgage-Backed Securities
Collection Price:
GARP Member (Non-Affiliate): US$31.00
Affiliate & Non-Member: US$34.00
Printing Price:
US$12.60
16 Chapters from
Book Title:
Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
Book Author(s):
Choudhry, Moorad
Publisher:
Bloomberg Press
Publisher Year:
2005
Chapters Included in Collection:
Chapter 1 - The Bond Instrument
Chapter 2 - Bond Instruments and Interest Rate Risk
Chapter 3 - Bond Pricing and Spot and Forward Rates
Chapter 4 - Interest Rate Modeling
Chapter 5 - Fitting the Yield Curve
Chapter 6 - Forwards and Futures Valuation
Chapter 7 - Swaps
Chapter 8 - Options
Chapter 9 - Measuring Option Risk
Chapter 11 - The Analysis of Bonds with Embedded Options
Chapter 12 - Inflation-Indexed Bonds
Chapter 13 - Hybrid Securities
Chapter 14 - Securitization and Mortgage-Backed Securities
Chapter 15 - Collateralized Debt Obligations
Chapter 16 - The Yield Curve, Bond Yield, and Spot Rates
Chapter 17 - Approaches to Trading
Collection Price:
GARP Member (Non-Affiliate): US$36.00
Affiliate & Non-Member: US$38.00
Printing Price:
US$17.50
5 Chapters from
Book Title:
Futures, Options, and Swaps
Book Author(s):
Kolb, Robert W.
Publisher:
Blackwell Publishing
Publisher Year:
2003
Chapters Included in Collection:
Chapter 7 - Stock Index Futures: Introduction
Chapter 8 - Stock Index Futures: Refinements
Chapter 11 - Option payoffs and option strategies
Chapter 13 - European Option Pricing
Chapter 20 - The Swaps Market: Introduction
Collection Price:
GARP Member (Non-Affiliate): US$23.00
Affiliate & Non-Member: US$25.00
Printing Price:
US$10.50
11 Chapters from
Book Title:
Hedge Fund of Funds Investing: An Investor’s Guide
Book Author(s):
Nicholas, Joseph
Publisher:
Bloomberg Press
Publisher Year:
2004
Chapters Included in Collection:
Chapter 1 - Fund of Funds in the Hedge Fund Industry
Chapter 2 - Hedge Fund Investment Strategies
Chapter 3 - Fund of Funds Mechanics and the Two-Tiered Structure
Chapter 4 - Advantages and Disadvantages of Funds of Funds
Chapter 5 - Performance of Funds of Funds
Chapter 6 - Fund of Funds in a Portfolio With Traditional Assets
Chapter 7 - Defining Objectives and Identifying Candidates
Chapter 8 - Issues in Due Diligence: The Fund of Funds Firm
Chapter 9 - Issues in Due Diligence: Portfolio Management
Chapter 10 - Issues in Due Diligence: Risk Management
Chapter 11 - Fund of Funds Selection Case Study
Collection Price:
GARP Member (Non-Affiliate): US$31.00
Affiliate & Non-Member: US$33.00
Printing Price:
US$9.10
16 Chapters from
Book Title:
Hedge Fund Risk Fundamentals: Solving the Risk Management and Transparency Challenge
Book Author(s):
Horwitz, Richard
Publisher:
Bloomberg Press
Publisher Year:
2004
Chapters Included in Collection:
Chapter 1 - Volatility
Chapter 2 - Diversification
Chapter 3 - Leverage
Chapter 4 - Illiquidity
Chapter 5 - Measuring Risk
Chapter 6 - Understanding the Source of Risk
Chapter 7 - Risk Visualization and Articulation
Chapter 8 - Risk Culture
Chapter 9 - Non-Market Risk Management
Chapter 10 - Constructing a Fund
Chapter 11 - Performance Attribution
Chapter 12 - Risk Budgeting
Chapter 13 - NAV/Return Reporting
Chapter 14 - Constructing a Portfolio of Funds
Chapter 15 - Risk Due Diligence
Chapter 16 - Transparency
Collection Price:
GARP Member (Non-Affiliate): US$28.00
Affiliate & Non-Member: US$30.00
Printing Price:
US$8.40
16 Chapters from
Book Title:
Inside the Yield Book: The Classic that Created the Science of ...
Book Author(s):
Homer, Sidney
Leibowitz, Martin L.
Publisher:
Bloomberg Press
Publisher Year:
2004
Chapters Included in Collection:
Chapter 99 - Some Topics That Didn`t Make It into the 1972 Edition (* new material from 2004 Edition)
Chapter 1 - Interest on Interest
