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Author: Juerg M. Syz
Publisher: John Wiley & Sons
ISBN: 0470694556
Category : Business & Economics
Languages : en
Pages : 252
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Book Description
Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return. Property funds, insurance companies, pension and life funds, speculators, hedge funds or any asset manager with a view on the real estate market can apply the new derivatives to hedge property risk, to invest synthetically in real estate, or for portfolio optimization. Moreover, developers, builders, home suppliers, occupiers, banks, mortgage lenders and governmental agencies can better cope with their real estate exposure using property derivatives. This book is a practical introduction to property derivatives and their numerous applications. Providing a comprehensive overview of the property derivatives market and indices, there is also in-depth coverage of pricing, hedging and risk management, which will deepen the readers understanding of the market's mechanisms. Covering both the theoretical and practical aspects of the property derivatives markets; this book is the definitive reference guide to a new and fast-growing market.
Author: Juerg M. Syz
Publisher: John Wiley & Sons
ISBN: 0470694556
Category : Business & Economics
Languages : en
Pages : 252
Get Book Here
Book Description
Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return. Property funds, insurance companies, pension and life funds, speculators, hedge funds or any asset manager with a view on the real estate market can apply the new derivatives to hedge property risk, to invest synthetically in real estate, or for portfolio optimization. Moreover, developers, builders, home suppliers, occupiers, banks, mortgage lenders and governmental agencies can better cope with their real estate exposure using property derivatives. This book is a practical introduction to property derivatives and their numerous applications. Providing a comprehensive overview of the property derivatives market and indices, there is also in-depth coverage of pricing, hedging and risk management, which will deepen the readers understanding of the market's mechanisms. Covering both the theoretical and practical aspects of the property derivatives markets; this book is the definitive reference guide to a new and fast-growing market.
Author: Radu Tunaru
Publisher: Oxford University Press
ISBN: 0198742924
Category : Business & Economics
Languages : en
Pages : 289
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Book Description
Provides a state-of-the-art overview of real-estate derivatives which covers the description of these financial products, their applications, and the most important models.
Author: Poul Jørgensen
Publisher: Springer Science & Business Media
ISBN: 9400945841
Category : Science
Languages : en
Pages : 337
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Book Description
The development and computational implementation of analytical expres sions for the low-order derivatives of electronic energy surfaces and other molecular properties has undergone rapid growth in recent years. It is now fairly routine for chemists to make use of energy gradient information in locating and identifying stable geometries and transition states. The use of second analytical derivative (Hessian or curvature) expressions is not yet routine, and third and higher energy derivatives as well as property (e.g., dipole moment, polarizability) derivatives are just beginning to be applied to chemical problems. This NATO Advanced Research Workshop focused on analyzing the re lative merits of various strategies for deriving the requisite analyti cal expressions, for computing necessary integral derivatives and wave function parameter derivatives, and for efficiently coding these expres sions on conventional scalar machines and vector-oriented computers. The participant list contained many scientists who have been instrumen tal in bringing this field to fruition as well as eminent scientists who have broad knowledge and experience in quantum chemistry in general.
Author:
Publisher: PediaPress
ISBN:
Category :
Languages : en
Pages : 1231
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Book Description
Author: Dong Qu
Publisher: John Wiley & Sons
ISBN: 1118632524
Category : Business & Economics
Languages : en
Pages : 576
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Book Description
Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing and risk management process, including practical knowledge and industrial best practices. This resource blends quantitative and business perspectives to provide an in-depth understanding of the derivative risk management skills that are necessary to adopt in the competitive financial industry. Manufacturing and managing customer-driven derivative products have become more complex due to macro factors such as the multi-curve environments triggered by the recent financial crises, stricter regulatory requirements of consistent modelling and managing frameworks, and the need for risk/reward optimisation. Explore the fundamental components of the derivatives business, including equity derivatives, interest rates derivatives, real estate derivatives, and real life derivatives, etc. Examine the life cycle of manufacturing derivative products and practical pricing models Deep dive into a wide range of customer-driven structured derivative products, their investment or hedging payoff features and associated risk exposures Examine the implications of changing regulatory standards, which can increase costs in the banking sector Discover practical yet sophisticated product analysis, quantitative modeling, infrastructure integration, risk analysis, and hedging analysis Gain insight on how banks should handle complex derivatives products Manufacturing and Managing Customer-Driven Derivatives is an essential guide for quants, structurers, derivatives traders, risk managers, business executives, insurance industry professionals, hedge fund managers, academic lecturers, and financial math students who are interested in looking at the bigger picture of the manufacturing, pricing and risk management process of customer-driven derivative transactions.
Author: PRABINA RAJIB
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8120348990
Category : Business & Economics
Languages : en
Pages : 458
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Book Description
Over the last decade, commodity derivatives trading in India has undergone a significant growth, and has surpassed equity derivatives trading. The book covers almost the entire spectrum of commodities traded in the Indian commodity market, including agricultural commodities, crude oil, base metal, precious metal, electricity, carbon, weather, freight, real estate, and water. A distinguishing feature of the book is that it lucidly explains the peculiarities of various commodities, delving into their technical and historical details. As commodity market in a country cannot function in isolation, commodity contracts traded in other international exchanges, like LME, CME, The Baltic Exchange, Nordpool, etc. have also been discussed in detail. Commodity derivatives contracts, such as futures, FRAs, options, Tapos, swaps, spreads (crush, crack, dark and spark), collars, ETFs, Contract for Differences (CfDs) and cool bonds, etc. have been discussed extensively in the book. Fundamental factors associated with different types of commodities have been dealt with to develop a deeper understanding of the peculiarities associated with various commodities. This book documents the case studies involving important commodity price manipulations and frauds in commodity derivatives trading. These have been analyzed to bring out the necessity and the role of the commodity market regulators in maintaining market integrity. Major commodity derivatives trading losses that have shaken up even some prominent companies all over the world have been discussed to highlight the risks associated with commodity derivatives trading. The book is intended for the postgraduate students of Management. It is equally beneficial for the students and professionals opting for Diploma courses in Banking and Finance.• Around 40 Business Snapshots have been presented at appropriate sections in the book, so that a reader can apply the concepts to real-life situations/happenings. • Around 100 Numerical Examples have also been worked in various chapters to help the reader develop a deeper understanding of the underlying theories. • Worked out examples and business snapshots have been provided in large numbers. • End of the chapter questions have been provided for the students to test their understanding. • Power Point slides available online at www.phindia.com/prabinarajib to provide integrated learning to the students.
Author: R. Jayakumar
Publisher: Springer Nature
ISBN: 3031441001
Category : Technology & Engineering
Languages : en
Pages : 308
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Book Description
This edited collection deals with the structure-property relationships and biomedical applications of carboxymethyl chitosan derivatives in different fields. Readers will detailed overview of the preparatory methods involved in the derivatives of carboxymethyl chitosan and its interaction with metal ions. The chapters provide a detailed overview of the different types of carboxymethyl chitosan derivatives, including the preparatory methods involved, the interactions with metal ions, and the antimicrobial activities. These different forms of carboxymethyl chitosan derivatives are found to be potentially used in food packaging, in enhancing saltiness, as biosensors, and also as wound dressing. Chapters are also devoted to the fabrication and biomedical applications of carboxymethyl chitosan derivatives-based nanofibers as well as the interaction of carboxymethyl chitosan with blood in blood clotting and the underlying mechanism. Contributing authors additionally explore topics related to carboxymethyl chitosan-based hydrogels, films, scaffolds, fibers, and composites. Finally, this volume presents the current challenges in developing biomedical products based on carboxymethyl chitosan derivatives. This book will be of interest not only to chemists, but to all scientists working in the fields of material/environmental science, biological science, and biomaterials. These chapters are great resources for any researcher who works with structure-property relationships, biological interactions, and the applications of carboxymethyl chitosan derivatives in different biomedical fields.
Author: Vinod Kothari
Publisher: John Wiley & Sons
ISBN: 1118178785
Category : Business & Economics
Languages : en
Pages : 523
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Book Description
Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed expert in credit derivatives, explains the subject matter using easy-to-understand terms, presents it in a logical structure, demystifies the technical jargons and blends them into a cohesive whole. This revised book will also include the following: - New credit derivative definitions - New features of the synthetic CDO market - Case studies of leading transactions of synethetic securitisations - Basle II rules - The Consultative Paper 3 has significantly revised the rules, particularly on synthetic CDOs - Additional inputs on legal issues - New clarifications on accounting for credit derivatives/credit linked notes
Author: T. Rumble
Publisher: Springer
ISBN: 023051314X
Category : Business & Economics
Languages : en
Pages : 265
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Book Description
The taxation of equity derivatives and structured products is analyzed in detail by Tony Rumble and his contributors, Mohammed Amin and Ed Kleinbard. The book covers the financial and tax technical analysis of issues relating to equity derivatives and structured products. Part 1 examines the derivatives building blocks and financial market/corporate finance drivers of the equity derivatives and financial products market, and includes case studies of typical and landmark transactions. Part 2 looks at the tax technical rules in each of the target countries - the US, UK and Australia - and examines the specific products highlighted in the first part of the book. Case studies of significant transactions are included where necessary.
Author: Oktavia Weidmann
Publisher: Kluwer Law International B.V.
ISBN: 9041159835
Category : Law
Languages : en
Pages : 417
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Book Description
The exploding use of derivatives in the last two decades has created a major challenge for tax authorities, who had to develop appropriate derivatives taxation rules that strike a balance between allowing capital markets to function effectively by removing artificial tax barriers and at the same time protecting their countries' tax base from tax avoidance schemes that utilise these instruments. Derivatives exist in a vast variety and complexity and new forms or combinations of existing forms appear ad hoc as new risk categories emerge and companies seek to invest in or hedge these risks. This very thorough book discusses and analyses taxation issues posed by derivatives used in domestic as well as in cross-border transactions. In great detail the author presents approaches that can be adopted by tax legislators to solve these problems, clarifying her solutions with specific reference to components of the two most important domestic tax systems in relation to derivatives in Europe, those of the United Kingdom and Germany. Examples of derivatives transactions and arbitrage schemes greatly elucidate the nature of derivatives and how they can be effectively taxed. The following aspects of the subject and more are covered: – basic economic concepts in the context of derivatives such as replication, put-call-parity, hedging and leverage; - designing a suitable definition of derivatives in domestic tax law; - achieving coherence in domestic tax rules by applying a 'special regime approach' versus an 'integrative approach' and the distinction of income and capital, equity and debt; - alignment of accounting standards and taxation rules and the application of fair value accounting for tax purposes; - how to tax hedged positions and post-tax hedging schemes; - taxation of structured financial products and hybrid instruments with focus on bifurcation and integration approaches and the recent BEPS discussion drafts on hybrid mismatch arrangements; - refining the 'beneficial ownership' – concept in domestic law and in tax treaties and an analysis of recent case law; - withholding taxes in the context of domestic and cross-border dividend tax arbitrage schemes; and - tackling derivatives tax arbitrage effectively in anti-avoidance legislation. By providing an in-depth analysis of corporate taxation issues that arise in domestic as well as in cross-border derivatives transactions, this book is not only timely but of lasting value in the day-to-day work of tax lawyers and tax professionals in companies, banks and funds, and is sure to be of interest to government officials, academics and researchers involved with financial instruments taxation.
