Tabla de Contenidos: “…Derivatives: Markets, Valuation, and Risk Management; Contents; Preface; DERIVATIVE MARKETS; FUNDAMENTALS OF VALUATION; FORWARD/FUTURES/SWAP VALUATION; OPTION VALUATION; STOCK DERIVATIVES; STOCK INDEX DERIVATIVES; CURRENCY DERIVATIVES; INTEREST RATE DERIVATIVES; COMMODITY DERIVATIVES; LESSONS LEARNED; OPTVAL; REFERENCES; Acknowledgments; About the Author; Part I: Derivative Markets; Chapter 1: Derivative Contracts and Markets; FORWARDS; OPTIONS; WHY DO DERIVATIVES MARKETS EXIST?…”

Tabla de Contenidos: “…Características del forward de divisas; 2.1.3. Cotización del forward sobre el tipo de cambio dólar / nuevo sol; 2.1.4 El forward non delivery; 2.1.5. …”

Tabla de Contenidos: “…-- 1.3 The nature of risk -- 1.4 Financial engineering and risk -- 1.5 Layout of this book -- 2 The cash markets -- 2.1 Overview of financial markets -- 2.2 The foreign exchange market -- 2.3 The money markets -- 2.4 The bond markets -- 2.5 The equities markets -- 2.6 The commodities markets -- 2.7 Cash instruments versus derivatives -- 2.8 Capital adequacy requirements -- 3 Forward rates -- 3.1 Forward exchange rates -- 3.2 Forward interest rates -- 3.3 Do forward rates predict future spot rates? …”

“…This document explains the steps that are required to enable and forward IBM FlashSystem audit logs and set a Splunk forwarder configuration to forward local event logs to Splunk Enterprise. …”

Tabla de Contenidos: “…Removing Root Hints RecordsCopying Root Hints from Another Server; Configuring Server-Level Forwarders; Configuring Conditional Forwarding; Creating Conditional Forwarders; Managing Conditional Forwarders; Server Core; Creating DNS Zones; Creating a Standard Primary Forward Lookup Zone; Creating a Secondary Forward Lookup Zone; Creating an Active Directory Integrated Forward Lookup Zone; Creating a Standard Primary Reverse Lookup Zone; Creating a Standard Secondary Reverse Lookup Zone; Creating a Zone Delegation; Creating a Stub Zone; Using the New GlobalNames Zone Feature…”

Tabla de Contenidos: “…COVER; CONTENTS; PREFACE; ABOUT THE AUTHOR; Chapter 1: BOND FUTURES CONTRACTS; 1.1 INTRODUCTION; 1.1.1 Contract specifications; 1.2 FUTURES PRICING; 1.2.1 Theoretical principle; 1.2.2 Arbitrage-free futures pricing; 1.3 HEDGING USING BOND FUTURES; 1.3.1 Introduction; 1.3.2 Hedging a bond portfolio; 1.3.3 The margin process; Appendix 1.A CONVERSION FACTOR FOR THE LONG GILT FUTURE; SELECTED BIBLIOGRAPHY; Chapter 2: THE GOVERNMENT BOND BASIS; 2.1 AN INTRODUCTION TO FORWARD PRICING; 2.1.1 Introduction; 2.1.2 Illustrating the forward bond basis; 2.2 FORWARDS AND FUTURES VALUATION…”

Tabla de Contenidos: “…Intro -- Commodity Option Pricing -- Contents -- Acknowledgements -- Web page for this book -- Notation -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Trade, Commerce and Commodities -- 1.2 Adapting to Commodities as an Asset Class -- 1.2.1 Classification of Commodities into Sub-categories -- 1.3 Challenges in Commodity Models -- 1.3.1 Futures -- 1.3.2 Correlation -- 1.3.3 Seasonality -- 1.3.4 American and Asian Features -- 2 Commodity Mathematics and Products -- 2.1 Spot, Forwards and Futures -- 2.1.1 Spot -- 2.1.2 Forwards -- 2.1.3 Futures -- 2.2 The Black-Scholes and Black-76 Models -- 2.2.1 The Black-Scholes Model -- 2.2.2 The Black-Scholes Model Without Convenience Yield -- 2.2.3 The Black-Scholes Model With Convenience Yield -- 2.2.4 The Black-76 Model -- 2.2.5 Risk-Neutral Valuation -- 2.2.6 Forwards -- 2.2.7 The Black-Scholes Term Structure Model -- 2.3 Forward and Futures Contracts -- 2.3.1 Forwards -- 2.3.2 Futures -- 2.3.3 Case Study -- 2.4 Commodity Swaps -- 2.5 European Options -- 2.5.1 European Options on Spot -- 2.5.2 European Options on Futures -- 2.5.3 Settlement Adjustments -- 2.6 American Options -- 2.6.1 Barone-Adesi and Whaley (1987) -- 2.6.2 Lattice Methods -- 2.7 Asian Options -- 2.7.1 Geometric Asian Options - Continuous Averaging -- 2.7.2 Arithmetic Asian Options - Continuous Averaging -- 2.7.3 Geometric Average Options - Discrete Fixings - Kemna and Vorst (1990) -- 2.7.4 Arithmetic Average Options - Discrete Fixings - Turnbull and Wakeman (1991) -- 2.8 Commodity Swaptions -- 2.9 Spread Options -- 2.9.1 Margrabe Exchange Options -- 2.9.2 The Kirk Approximation -- 2.9.3 Calendar Spread Options -- 2.9.4 Asian Spread Options -- 2.10 More Advanced Models -- 2.10.1 Mean Reverting Models -- 2.10.2 Multi-Factor Models -- 2.10.3 Convenience Yield Models -- 3 Precious Metals -- 3.1 Gold Forward and Gold Lease Rates…”

Tabla de Contenidos: “…Mathematics of Financial Markets; Contents; Foreword; Main Notations; Introduction; Part I The Deterministic Environment; 1 Prior to the yield curve: spot and forward rates; 1.1 INTEREST RATES, PRESENT AND FUTURE VALUES, INTEREST COMPOUNDING; 1.1.1 Counting the number of days; 1.2 DISCOUNT FACTORS; 1.3 CONTINUOUS COMPOUNDING AND CONTINUOUS RATES; 1.4 FORWARD RATES; 1.4.1 Generalization: forwards and discount factors; 1.5 THE NO ARBITRAGE CONDITION; FURTHER READING; 2 The term structure or yield curve; 2.1 INTRODUCTION TO THE YIELD CURVE; 2.2 THE YIELD CURVE COMPONENTS…”

Tabla de Contenidos: “…; 3. Forward Contracts; 4. Currency Forwards; 5. Synthetics and Pricing; 6. …”

Tabla de Contenidos: “…Contents Part 1 The Basics Chapter 1: Financial Arithmetic Basics Part 2 Interest Rate Instruments Chapter 2: The Money Market Chapter 3: Forward-Forwards and Forward Rate Agreements Chapter 4: Interest Rate Structures Chapter 5: Bond Market Calculations Chapter 6: Repos, But/Sell-backs and Securities Lending Chapter 7: Zero-Coupon Rates and Yield Curves Part 3 Foreign Exchange Chapter 8: Foreign Exchange Part 4 Swaps and Options Chapter 9: Interest Rate and Currency Swaps Chapter 10: Options Part 5 Gold and other commodities Chapter 11: Gold and other commodities Part 6 Hints and Answers to Exercises Chapter 12: Hints and Answers to Exercises…”

“…Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran data modelers, financial analysts, and IT professionals to the fascinating world of financial derivatives. Covering futures, forwards, options, swaps, and forward rate agreements, finance and modeling expert Robert Mamayev shows you step-by-step how to structure and describe financial data using advanced data modeling techniques. …”

Tabla de Contenidos: “…Ingress PE Route AdvertisementsEgress PE Route Installation; Egress PE Router to CE Route Distribution; Forwarding Customer VPN Traffic across the BGP/MPLS Backbone; Source CE Router to Ingress PE Router Forwarding; Ingress PE Router Forwarding; P Router Forwarding; PE Router to Destination CE Router Forwarding; Actual VPN Forwarding Based on the Case Study; Conclusion; MPLS Layer 3 Inter-AS VPNs; Option A - Back-to-Back VRF Connections; Option B - VPNv4 Routes Distribution between ASBRs; Option C - VPNv4 Route Distribution between RRs; Option B; Test Setup; Option B Inter-AS Operation…”

“…The publication also describes how to configure the syslog that is forwarding on Brocade SAN FOS. Finally, it explains how the forwarded audit events are used for detecting the threat and runs the custom action to mitigate the threat. …”

Tabla de Contenidos: “…1.3.1 Introduction 1.3.2 Credit risk; 1.3.3 The empirical pattern of yield curve moves; 1.3.4 Modelling interest rate movements; 1.3.5 Modelling the risks of default; 1.4 FOREIGN EXCHANGE; 1.4.1 Introduction; 1.4.2 How foreign exchange rates are quoted; SUMMARY; 2 Derivatives: Forwards, Futures and Swaps; 2.1 DERIVATIVES; 2.2 FORWARD CONTRACTS; 2.2.1 Definition; 2.2.2 Payoffs of forward contracts; 2.2.3 Forward price versus delivery price; 2.3 FUTURES CONTRACTS; 2.4 CALCULATING IMPLIED FORWARD PRICES AND VALUING EXISTING FORWARD CONTRACTS; 2.4.1 Calculating implied forward prices on equities…”

Tabla de Contenidos: “…; Terribleshame; Thinktoddler think (T3); Whatnot to do!; Your way forward:Final reflections; REFERENCES, RECOMMENDED READING AND RESOURCES; INDEX…”

Tabla de Contenidos: “…Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes…”
Acceso restringido con credenciales, usuarios UPSA

Tabla de Contenidos: “…Foreword -- Abbreviations -- Executive Summary -- Introduction -- Size of Corporate Tax Losses -- Policy Issues in the Tax Treatment of Losses -- Country Rules on Corporate Tax Losses -- Schemes Involving Tax Losses -- Strategies for Detecting Schemes Involving Tax Losses -- Strategies for Responding to Schemes Involving Tax Losses -- Conclusions and Recommendations -- References -- Annex A -- Size of loss carry-forwards compared to loss carry-forwards in percentage of gross domestic product…”