Quantitative Analytics in Debt Valuation & Management

Quantitative Analytics in Debt Valuation & Management PDF

Author: Mark Guthner

Publisher: McGraw Hill Professional

Published: 2012-05-21

Total Pages: 337

ISBN-13: 0071790624

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A breakthrough methodology for profiting in the high-yield and distressed debt market Global advances in technology give investors and asset managers more information at their fingertips than ever before. With Quantitative Analytics in Debt Valuation and Management, you can join the elite club of quantitative investors who know how to use that information to beat the market and their competitors. This powerful guide shows you how to sharpen your analytical process by considering valuable information hidden in the prices of related assets. Quantitative Analytics in Debt Valuation and Management reveals a progressive framework incorporating debt valuation based on the interrelationships among the equity, bond, and options markets. Using this cutting-edge method in conjunction with traditional debt and equity analysis, you will reduce portfolio risk, find assets with the highest returns, and generate dramatically greater profits from your transactions. This book’s “fat-free” presentation and easy-to-navigate format jump-starts busy professionals on their way to mastering proven techniques to: Determine the “equity risk” inherent in corporate debt to establish the causal relationship between a company’s debt, equity, and asset values Price and analyze corporate debt in real time by going beyond traditional methods for computing capital requirements and anticipated losses Look with an insider’s eye at risk management challenges facing banks, hedge funds, and other institutions operating with financial leverage Avoid the mistakes of other investors who contribute to the systemic risk in the financial system Additionally, you will be well prepared for the real world with the book’s focus on practical application and clear case studies. Step-by-step, you will see how to improve bond pricing and hedge debt with equity, and how selected investment management strategies perform when the model is used to drive decision making.

Quantitative Analytics in Debt Valuation & Management

Quantitative Analytics in Debt Valuation & Management PDF

Author: Mark Guthner

Publisher: McGraw Hill Professional

Published: 2012-04-25

Total Pages: 338

ISBN-13: 0071790616

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A breakthrough methodology for profiting in the high-yield and distressed debt market Global advances in technology give investors and asset managers more information at their fingertips than ever before. With Quantitative Analytics in Debt Valuation and Management, you can join the elite club of quantitative investors who know how to use that information to beat the market and their competitors. This powerful guide shows you how to sharpen your analytical process by considering valuable information hidden in the prices of related assets. Quantitative Analytics in Debt Valuation and Management reveals a progressive framework incorporating debt valuation based on the interrelationships among the equity, bond, and options markets. Using this cutting-edge method in conjunction with traditional debt and equity analysis, you will reduce portfolio risk, find assets with the highest returns, and generate dramatically greater profits from your transactions. This book’s “fat-free” presentation and easy-to-navigate format jump-starts busy professionals on their way to mastering proven techniques to: Determine the “equity risk” inherent in corporate debt to establish the causal relationship between a company’s debt, equity, and asset values Price and analyze corporate debt in real time by going beyond traditional methods for computing capital requirements and anticipated losses Look with an insider’s eye at risk management challenges facing banks, hedge funds, and other institutions operating with financial leverage Avoid the mistakes of other investors who contribute to the systemic risk in the financial system Additionally, you will be well prepared for the real world with the book’s focus on practical application and clear case studies. Step-by-step, you will see how to improve bond pricing and hedge debt with equity, and how selected investment management strategies perform when the model is used to drive decision making.

Quantitative Value, + Web Site

Quantitative Value, + Web Site PDF

Author: Wesley R. Gray

Publisher: John Wiley & Sons

Published: 2012-12-26

Total Pages: 293

ISBN-13: 1118328078

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A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 4)

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 4) PDF

Author: Cheng Few Lee

Publisher: World Scientific

Published: 2006-12-09

Total Pages: 376

ISBN-13: 9814477052

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News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Advances in Quantitative Analysis of Finance and Accounting is an annual publication to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession.The papers in this volume cover a wide range of topics including earnings management, management compensation, option theory and application, debt management and interest rate theory, and portfolio diversification.

Advances in Quantitative Analysis of Finance and Accounting

Advances in Quantitative Analysis of Finance and Accounting PDF

Author: Cheng F. Lee

Publisher: World Scientific

Published: 2008

Total Pages: 270

ISBN-13: 981279168X

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News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.

Handbook of Quantitative Finance and Risk Management

Handbook of Quantitative Finance and Risk Management PDF

Author: Cheng-Few Lee

Publisher: Springer Science & Business Media

Published: 2010-06-14

Total Pages: 1700

ISBN-13: 0387771174

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Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Applied Quantitative Finance

Applied Quantitative Finance PDF

Author: Wolfgang Karl Härdle

Publisher: Springer Science & Business Media

Published: 2008-08-26

Total Pages: 452

ISBN-13: 3540691790

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Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 6)

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 6) PDF

Author: Cheng Few Lee

Publisher: World Scientific

Published: 2008-03-14

Total Pages: 270

ISBN-13: 9814471836

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News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession.The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.

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