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    Publishers

      Publisher:  John Wiley & Sons, Inc.
     
     


    Chapter 11
    Reading Title:
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    Chapter:
    11
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    Reading Price:
    GARP Member (Non-Affiliate):   US$9.00
     
    Affiliate & Non-Member:            US$9.50

    Summary:

    The concepts of filtering, smoothing and predictions, are introduced in a user-friendly way by using a special case of the state-space model: the local trend model. The chapter begins by developing the foundation needed for deriving the recursive Kalman filter algorithm. After the brief introduction in Section 11.1, the ... click here for more details.





    Chapter 12
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    Book Author(s):
    Chapter:
    12
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$9.00
     
    Affiliate & Non-Member:            US$9.50

    Summary:

    This chapter explains a Bayesian computational toolbox for a wide range of empirical finance models. It starts with the basic idea of Markov Chain simulation and its relationship with Bayesian Inference. While the discussion mainly focuses at the Gibbs Sampler, some alternative ways such as Metropolis and griddy Gibbs are ... click here for more details.





    Chapter 6
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    Book Author(s):
    Chapter:
    6
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$7.50
     
    Affiliate & Non-Member:            US$9.40

    Summary:

    ***From the book*** The trading of emissions under cap-and-trade system immediately places a company in a very different situation from the command-and-control approach. First, if the company expects to be short in the market, it must consider the available technology that might allot it to meet the cap. Second, it compares ... click here for more details.





    Chapter 1
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    Book Author(s):
    Chapter:
    1
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$10.00
     
    Affiliate & Non-Member:            US$12.00

    Summary:

    *** Excerpt from book *** Commodity price risk is an important element of the world physionomy at this date, as it has an impact on the economy of both developed and developing countries: in a rough approximation, one can state that the latter include most commodity producing countries, the former being ... click here for more details.





    Chapter 5
    Reading Title:
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    Book Author(s):
    Chapter:
    5
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$4.50
     
    Affiliate & Non-Member:            US$5.00

    Summary:

    The chapter provides a well written (and much needed) coverage on the issues of hedging, especially delta hedging, for the convertible arbitrage hedge fund strategy. It is recommendable to anybody with the desire for a knowledge on convertible arb that goes beyond marketing brochers or hedge fund intros. ... click here for more details.





    Chapter 6
    Reading Title:
    Reading Author(s):
    Book Title:
    Book Author(s):
    Chapter:
    6
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$4.50
     
    Affiliate & Non-Member:            US$5.00

    Summary:

    The chapter provides a well written (and much needed) coverage on the issues of gamma trading in the convertible arbitrage hedge fund strategy. It is recommendable to anybody with the desire for a knowledge on convertible arb that goes beyond marketing brochers or hedge fund intros. In particular, ... click here for more details.





    Chapter 7
    Reading Title:
    Reading Author(s):
    Book Title:
    Book Author(s):
    Chapter:
    7
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$4.50
     
    Affiliate & Non-Member:            US$5.00

    Topics Covered:

    Convertible arbitrage hedge fund, convertible option hedge techniques, covered convertible call option hedge, long convertible stock hedge with call write overlay, synthetic bond, convertible stock hedge, convertible hedge call write with protective long put, mandatory convertible preferred stock hedge with call write overlay


    Chapter 8
    Reading Title:
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    Book Author(s):
    Chapter:
    8
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$4.50
     
    Affiliate & Non-Member:            US$5.00

    Topics Covered:

    Convertible arbitrage hedge fund, convertible asset swaps, credit default swaps (CDS), convertible asset swapping mechanics, swap hedge setup, convertible bond credit default swap, credit spread movements, basket credit derivatives, asset swap term sheet, credit default swap term sheet


    Chapter 9
    Reading Title:
    Reading Author(s):
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    Book Author(s):
    Chapter:
    9
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$4.50
     
    Affiliate & Non-Member:            US$5.00

    Topics Covered:

    Convertible arbitrage hedge fund, non-traditional hedges, reverse hedge, call option hedge, stock hedge with put options, convergence hedges, implied volatility convergence, credit spread convergence, merger and acquisition risk arbitrage trades, reset convertibles (or death spiral convertibles), capital structure hedge, distressed convertible hedge or negative gamma hedge opportunities, negative gamma bankruptcy valuation, negative gamma bull hedge, active rebalancing, hedging mandatory issues, basket hedging equity delta, synthetic worksheet hedge, dividend reduction convertible hedge, trading desk value added, bid-ask spread arbitrage, hot new issues, trade execution, convertible arbitrage take-over risks


    Chapter 2
    Reading Title:
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    Book Author(s):
    Chapter:
    2
    Publisher:
    Reading Price:
    GARP Member (Non-Affiliate):   US$5.00
     
    Affiliate & Non-Member:            US$6.50

    Topics Covered:
      1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24  
    		 

    		 
       
    GARP Digital Library