African Fixed Income and Derivatives Guidebook
Author | : African Development Bank Group |
Publisher | : |
Total Pages | : 195 |
Release | : 2010* |
Genre | : Africa |
ISBN | : |
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Author | : African Development Bank Group |
Publisher | : |
Total Pages | : 195 |
Release | : 2010* |
Genre | : Africa |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : |
Release | : 2007 |
Genre | : Capital market |
ISBN | : |
This Guidebook presents the state and profiled of fixed income markets in Africa, providing coverage on all 53 countries in the continent as the first quarter of 2007. It also presents the economic rationale for fixed income markets, suveys the existence of such markets in Africa, assesses their state of development and finally, determines the framework that needs to be in place in those African capital markets in order to strengthen them and bring them on par with other developed markets in the world.
Author | : Saied Simozar |
Publisher | : John Wiley & Sons |
Total Pages | : 365 |
Release | : 2015-04-22 |
Genre | : Business & Economics |
ISBN | : 1119014166 |
A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models. Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak. Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures Learn to estimate recovery value from market data, and the impact of recovery value on risks Gain deeper insight into partial yields, product design, and portfolio construction Discover the proof that corporate bonds cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.
Author | : |
Publisher | : Van Schaik Publishers |
Total Pages | : 436 |
Release | : 2003 |
Genre | : Business & Economics |
ISBN | : |
Understanding South African financial markets is an introductory text which should serve as a useful reference and guide for commerce students, public servants and members of the business fraternity alike.
Author | : Cedric Achille Mbeng Mezui |
Publisher | : |
Total Pages | : 92 |
Release | : 2013 |
Genre | : Commodity exchanges |
ISBN | : 9789938882155 |
Author | : Graeme Wheeler |
Publisher | : World Bank Publications |
Total Pages | : 228 |
Release | : 2004 |
Genre | : Business & Economics |
ISBN | : 0821350730 |
Since the late 1980's, many OECD governments have invested heavily in improving the quality of their debt management practices. In recent years, the topic has received additional attention for its potential role in reducing the vulnerability of emerging economies to financial and economic shocks. A government asset and liability management framework can offer valuable conceptual insights for managing the risks associated with government debt portfolios and their interface with a wide range of public policy issues. Prudent risk management requires clear objectives or debt managers, sound institutional and legal framework, appropriate quality assurance procedures and checks and balances, and efficient management information systems. This report draws from the experiences of leading countries in this field.
Author | : Marc Levinson |
Publisher | : The Economist |
Total Pages | : 250 |
Release | : 2018-07-24 |
Genre | : Business & Economics |
ISBN | : 1541742516 |
The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Author | : OECD |
Publisher | : OECD Publishing |
Total Pages | : 210 |
Release | : 2012-06-18 |
Genre | : |
ISBN | : 9264175660 |
This third edition provides comprehensive quantitative information on African central government debt instruments, both marketable debt and non-marketable debt. The coverage of data is limited to central government debt issuance as well as bi-lateral, multi-lateral and concessional debt.
Author | : Mr.Masafumi Yabara |
Publisher | : International Monetary Fund |
Total Pages | : 31 |
Release | : 2012-01-01 |
Genre | : Business & Economics |
ISBN | : 1463971826 |
Capital markets in the East African Community (EAC) face common challenges of low capitalization and liquidity, but to different degrees. EAC member countries have made noticeable progress in developing domestic capital markets through a regional approach, removing constraints on capital transactions and harmonizing market infrastructure. Nevertheless, empirical analysis suggests capital market integration has not deepened during the past few years in the EAC, although convergence of investment returns is taking place to some extent. Learning from the experience of the West African Economic and Monetary Union and the Association of Southeast Asian Nations, EAC countries would benefit from four actions to accelerate financial market integration: (i) further harmonize market infrastructure; (ii) strengthen regional surveillance mechanisms; (iii) encourage local currency bond issuance by multilateral financial institutions; and (iv) build the capacity of the existing regional institutions.
Author | : Howard Corb |
Publisher | : Columbia University Press |
Total Pages | : 623 |
Release | : 2012-08-28 |
Genre | : Business & Economics |
ISBN | : 0231530366 |
The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.