Author: Louis L. Straney Edition: 1 Publisher: Wiley Binding: Hardcover ISBN: 0470601574 Price: You Save: 48%
Securities Fraud: Detection, Prevention and Control (Wiley Finance)
The first complete, expert guide to securities and investment fraud
Filled with expert guidance for detection and prevention of all kinds of securities fraud and investment misconduct, Securities Fraud helps you identify red flags of fraud and offers practical ways to detect and prevent it.Securities Fraud review. Written by a Wall Street professional with three decades of experience spanning the most critical period of our financial markets This book challenges classic fraud theories, describing how to dismantle information silos that permit fraudsters to conceal their activitiesRead full reviews of H.r. 2179--the Securities Fraud Deterren.
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Store Search search Title, ISBN and Author Hr 2179--the Securities Fraud Deterren by United States Congre Estimated delivery 3-12 business days Format Paperback Condition Brand New The BiblioGov Project is an effort to expand awareness of the public documents and records of the US Government via print publications. In broadening the public understanding of government and its work, an enlightened democracy can grow and prosper. Ranging from historic Congressional Bills to the most recent Bud
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Bibliogov 9781240376407 An ACT to Improve Enforcement of Mortgage Fraud, Securities Fraud, Financial Institution Fraud, and Other Frauds Related to Federal Assistance and Re Description The BiblioGov Project is an effort to expand awareness of the public documents and records of the US Government via print publications. In broadening the public understanding of government and its work, an enlightened democracy can grow and prosper. Ranging from historic Congressional Bills to the most recent
Vesco by Robert Hutchison. The story of the biggest securities fraud of modern times the looting of IOS. A compelling, professionally written tale of the siphoning of other people's money through a virtually untraceable maze of corporate shell companies t
Written by a Wall Street professional with three decades of experience spanning the most critical period of our financial markets This book challenges classic fraud theories, describing how to dismantle information silos that permit fraudsters to conceal their activities.
Begins with an overview of the evolution of securities regulation and the impact of securities fraud
Offers real cases and examples which illustrate recurring themes and red flags
Provides the first guide of its kind to offer a complete look at the various kinds of securities fraud and investment misconduct
Securities Fraud is the essential guide you need for a bird's-eye view of fraud that may be taking place even now within your own organization and with your portfolio.
Author: Bruce Tuckman Edition: 3 Publisher: Wiley Binding: Hardcover ISBN: 0470891696 Price: You Save: 47%
Fixed Income Securities: Tools for Today's Markets (Wiley Finance)
Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions.Fixed Income Securities review. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail.
The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securitiesRead full reviews of Fixed Income Securities and Derivatives Handbook: Analysis and Valuation.
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Categories: Fixed-income securities. Contributors: Frank J. Fabozzi - Author. Format: Hardcover
This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned TÓon the job,òÀÝ Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approachT×the Heath Jarrow Morton modelT×under which all other models are presented as special cases, enhances un
Review "...diversity and what looks to be a rigorous editorial oversight ensure an approach that combines theory with market practice." (Financial Times, March 2004)From the Back Cover The Handbook of European Fixed Income Securities is the first comprehensive guide to this important and diverse capital market. It is essential reading for all investors with an interest in European bond markets, as well as a vital reference work for traders, marketers, and risk managers. Featuring contributions from over thirty internationally recognized experts in the field of debt finance and derivatives, thi
Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail.
The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities.
Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional.
This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates.
[FOR THE UNIVERSITY EDITION]
This university edition includes problems which students can use to test and enhance their understanding of the text.
From the Authors: Five Ways to Deepen Your Knowledge of Fixed Income Markets in the Wake of the Financial Crisis By Bruce Tuckman and Angel Serrat
1. Get to know the 'big picture' of markets and institutions. When markets are calm, you can get away with focusing on your products, your markets, and your customers or trading partners. During a crisis, however, everyone and everything reacts to the same macro forces. To take one example from the '07-'09 crisis, the deterioration of the housing market put stress on structured mortgage products and on the balance sheets of financial institutions, which, in turn, led to the collapse of a seemingly unrelated market, namely that for municipal auction rate securities. Weakened financial institutions were not in a position to support the auctions, which were failing as investors abandoned nearly all short-term investments in structured products.
2. Understand financing. Financial businesses lose money by bets on some market going bad, but they most often fail because they lose their financing. For example, at the start of the financial crisis, many hedge funds that invested exclusively in mortgage-backed securities on a levered basis were forced to unwind and cease operations. This was in part due to portfolio losses, but mostly due to depletion of capital from having to post more and more collateral in support of their borrowing. An even more important example, of course, was the threat to broker-dealers during the crisis, whose repo and commercial paper funding evaporated.
3. Be aware of money market spreads, basis swaps, and credit risk. Perhaps the single most telling icon of the financial crisis is the graph of the three-month LIBOR-OIS spread. This spread, which can be thought of as the cost of locking up funds for three months relative to borrowing at the overnight fed funds rate, became a key metric of financial stress during the crisis. From 2005 to 2007, the average of the USD and EUR LIBOR-OIS spreads were about eight and six basis points, respectively; at the height of the crisis, these spreads peaked at about 365 and 200 basis points, respectively. Of course, locking in the fed funds rate plus the LIBOR-OIS spread is achieved by borrowing at LIBOR and paying LIBOR vs. OIS in a basis swap. More broadly speaking, this all means that credit risk, even at short maturities and even for historically solid counterparties, can no longer be assumed away.
4. Learn how the practice of discounting has changed. Until relatively recently, the cash flows of swaps were discounted at rates derived from par swap rates. This was never a perfectly sound methodology in theory, but so long as LIBOR was not too different from the cost of funding, the methodology was good enough. During the crisis, however, when LIBOR rose way above the cost of funding, discounting at par swap rates gave significantly misleading results. As a result, the most sophisticated practitioners completed their conversion to a two-curve pricing methodology, and, in June 2010, LCH Clearnet converted to OIS discounting.
5. Follow regulatory changes to derivatives markets. The Dodd-Frank law and other regulatory initiatives set out to require that certain swaps be cleared and that others be subject to new rules and capital requirements. Despite the significant passage of time, however, many of the details of the new regulatory regime, including the criteria for mandated clearing and the extent of capital requirements for non-cleared swaps, remain in flux. As a result, significant uncertainties exist with respect to the costs of using and of making markets in swaps.
Fixed Income Securities: Tools for Today's Markets, Third Edition, was revised, among other reasons, to discuss these and other issues that have assumed greater importance as a result of the financial crisis.
Investing In Commercial Mortgage-Backed Securities (Frank J. Fabozzi Series)
Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing.Investing In Commercial Mortgage-Backed Securities review. Read full reviews of investing in commercial mortgage-backed securities fabozzi, frank j..
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John Wiley Sons 9781883249885 Investing in Commercial Mortgage-Backed Securities Description *Author: Fabozzi/ Fabozzi, Frank J., Cfa *Series Title: Frank J. Fabozzi (Hardcover) *Series Number: 79 *Binding Type: Hardcover *Number of Pages: 269 *Publication Date: 2000/12/15 *Language: English *Dimensions: 6.14 x 9.21 x 0.63 inches SKU: UBM9781883249885 Payment We accept payment via PayPal, Mastercard, Visa, American Express, Discover and PayPals Bill Me Later. Note: All purchases are proce
format hardback language english publication year 18 02 2000 series frank j fabozzi series subject management business economics industry subject 2 finance accounting title investing in commercial mortgage backed securities author fabozzi frank j publisher john wiley sons inc publication date dec 01 2000 pages 269 binding hardcover edition 1 st dimensions 6 25 wx 9 00 hx 1 00 d isbn 1883249880 subject business economics finance description commercial mortgage backed securities cmbs securitizat
Electronics Cameras Computers Software Housewares Sports DVDs Music Books Games Toys in titles descriptions Company Info |Checkout Info |Shipping Info |Return Policy |FAQ's Add us as a favorite seller By continuing with your purchase using the eBay Buy It Now button, you agree to the Buy Terms of Use at http://stores.ebay.com/Buys-Internet-Superstore/Terms.html . Investing in Commercial Mortgage-Backed Securities - Frank J. Fabozzi THIS IS A BRAND NEW UNOPENED ITEM. Description Commercial mortg
Commercial mortgage-backed securities (CMBS)securitizations of mortgage loans backed by commercial real estatehave become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.
Commercial mortgage-backed securities (CMBS)–securitizations of mortgage loans backed by commercial real estate–have become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.
Investing In Commercial Mortgage-Backed Securities Reviews
This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.
