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NEW TITLES | SERIES & IM
PRINTS
SELECTED BACKLIST
JANUARY-JUNE 2015
PROFESSIONAL
F I N A N C E
Palgrave Macm
illan Professional Finance January-June 2015
CONTENTS
INTrOduCTION 2
prOfESSIONal fINaNCE 3glObal fINaNCIal markETS SErIES 11
fINaNCIal ENgINEErINg SErIES ExplaINEd SErIES 15
applIEd quaNTITaTIvE fINaNCE SErIES 19
SalES INfOrmaTION 22
INdEx 24
Introducing Professional Finance from Palgrave Macmillan
Who We are… Palgrave Macmillan publishes cutting-edge professional content for finance practitioners, researchers and students. As well as stand-alone titles covering the latest issues in finance from leading practitioners in the industry, Palgrave’s Professional Finance list also features a range of series covering quantitative finance, financial engineering and global financial markets.
Key to Symbols
World rights, all standard subrights including first serial, audio, and translation
Backlist Highlight
New titles publishing from January to June 2015
For more information on rights and permissions, please contact [email protected]
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hoW can We help… To receive all the latest news, information on our forthcoming books, author interviews, videos, discounts, and more, follow us on twitter at @palgravefinance or sign up to our monthly e-newsletter at www.palgrave.com/professionalfinance.
If you are a bookseller and are interested in receiving advanced reading copies, bespoke leaflets or promotional material please feel free to get in touch at [email protected]
The professional finance team
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Covering everything from trading and
investing to advanced quantitative methods,
Palgrave’s stand-alone professional
finance titles provide practitioners,
researchers, and students with the latest
knowledge, tools and techniques to understand modern
finance as it is applied in practice.
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making Sense of the marketsHow to Invest Post-Crisis
Kevin Gardiner
received wisdom says investing is a mug’s game. people are giving up on saving. The truth it is quite different—this book tells you why
Since the financial crisis, there have been numerous reports, articles, and books highlighting the gloomy future ahead. Making Sense of the Markets makes the case that received wisdom is still far too pessimistic, and that the future may be brighter than feared. A plain-speaking guide to keeping an open mind (and how to profit from it).
Kevin Gardiner is former Managing Director and Chief Investment Officer, Europe at Barclays Wealth, where he was involved in the design and implementation of the investment process, and taking tactical and strategic views on their investment portfolio.
Women of the StreetWhy Female Money Managers Generate Higher Returns (and How You Can Too)
Meredith A. Jones
an insightful guide on how to harness the techniques used by the most successful female investors
Women invest differently than men. Collectively, their approach has proven profitable and reliable, and it outperforms the industry at large. The portfolio managers interviewed in this book exemplify the best traits that women investors tend to exhibit. Read Women of the Street to learn from them and start investing a little more like a girl.
Meredith Jones is best known for creating industry-leading hedge fund research, and has had her findings published in books, journals, and international major media outlets, including the Economist, the Wall Street Journal, the Financial Times, and others.
9781137471383 June 2015 UK • July 2015 US£19.99 • $30.00 • CN$34.50 Hardback • 222pp
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9781137462893May 2015 UK • April 2015 US£18.99 • $28.00 • CN$32.00Hardback • 256pp
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a practical guide to Corporate financeBreaking the Financial Ice
Christophe Thibierge & Andrew Beresford
A Practical Guide to Corporate Finance is a light but grounded account to corporate finance.
Corporate Finance 101 is a light, practical and grounded account to corporate finance. Rigorously yet accessibly written, this book provides detailed coverage of all the core aspects of corporate finance activity, without using unnecessary jargon or mathematics. This book will appeal to market participants at all levels, from analysts right up to executives who need to get to grips with corporate finance fundamentals in a rigorous but accessible way.
christophe Thibierge is Associate Professor in the Finance department at ESCP Europe, Paris, and has authored and co-authored many books in corporate finance.
andrew Beresford is a professional translator who specialises in business and finance, as well as environmental and human rights issues.
modelling and forecasting High frequency financial dataStavros Degiannakis & Christos Floros
an accessible practitioner’s guide to the most cutting-edge models used in high-frequency finance modelling
High Frequency Trading (HFT) is both extraordinarily valuable and incredibly dangerous. Although HFT greatly reduces average trading costs for investors, it also poses significant systemic risks to the markets. This book provides advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent high-frequency data.
Dr. christos floros is a Senior Lecturer in Banking and Finance at the University of Portsmouth.
Dr. stavros Degiannakis is a Senior Researcher at the Bank of Greece in the Forecasting and Econometrics Division.
9781137492517 April 2015 UK • May 2015 US£24.99 • $50.00 • CN$55.00Hardback • 300pp
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9781137396488 June 2015 UK • July 2015 US£60.00 • $90.00 • CN$104.00 Hardback • 256pp
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managing Operational riskPractical Strategies to Identify and Mitigate Losses Within Financial Institutions
Douglas Robertson
a comprehensive guide for finance practitioners to locate and neutralise operational risks
Operational risk is the risk of loss from inadequate or failed internal processes, people, and systems or from external events. This book explores the different types of operational risk that threaten financial institutions, and focuses on practical due-diligence methodologies that can be used to identify these risks before it is too late.
Douglas robertson is a financial economist in the Office of the Comptroller of the Currency, which is part of the United States Treasury Department. He conducts research on a broad range of topics related to banking and financial markets.
mastering Stocks and bondsUnderstanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Ben Emons
learn how stock and bond markets are more alike than different, and how you can use that knowledge to improve your portfolio’s overall returns and reduce risks
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio’s income distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa.
Ben emons is a Senior Vice President and Portfolio Manager in the global portfolio management group at Pacific Investment Management Company (PIMCO), Newport Beach, California.
9781137442154 August 2015 UK • July 2015 US£60.00 • $95.00 • CN$110.00Hardback • 256pp
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9781137476241 July 2015 UK • June 2015 US£24.99 • $40.00 • CN$46.00 Hardback • 240pp
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quantitative Trading with rA Practical Guide to Financial Mathematics and Statistical Computing
Harry Georgakopoulos
an insightful guide to using the r open-source programming language from a practicing quant
Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.
harry Georgakopoulos is Professor of Quantitative Finance at Loyola University and Quantitative Trader at XR Trading, LLC. He has been working as a quantitative trader in Chicago, IL in the high frequency space since 2007.
Criminal CapitalHow the Finance Industry Facilitates Crime
Stephen Platt
an accessible account of how the modern financial system is being used to facilitate crime and to prevent it
In the first book to uncover the role played by the financial services industry in facilitating crime, one of the world’s leading regulatory investigators examines the vulnerability of financial institutions to criminal abuse. Discover how businesses can be used to commit acts of drug trafficking, terrorism, human trafficking, piracy and tax evasion, and what can be done to prevent it in the future.
stephen platt is a highly respected practitioner in financial crime prevention and the conduct of related regulatory investigations. He is an English Barrister and an Adjunct Professor at Georgetown University in Washington, DC.
9781137354075 February 2015 UK • January 2015 US£40.00 • $70.00 • CN$81.00 Hardback • 256pp
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9781137337290 January 2014 UK and US£19.99 • $30.00 • CN$34.50 Hardback • 256pp
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a pragmatic guide to real OptionsTom Arnold
Understand how to make an accurate, risk-aware, cost-benefit comparison with this no-nonsense toolkit
Aimed at practitioners with no prior expertise in the subject, this book helps readers build basic real options models to aid in decision-making. Providing a pragmatic and informative approach, the authors introduce basic probability theories, before putting these theories into a real-world context.
Tom arnold is the F. Carlyle Tiller Chair in Business as well as a Professor of Finance at the University of Richmond, USA where he teaches courses on Options Valuation, Real Options Analysis, and Entrepreneurial Finance. He has published more than 70 articles in leading Finance journals.
Trading ThalesiansWhat the Ancient World Can Teach Us About Trading Today
Saeed Amen
a unique approach to trading—linking the ancient world and finance today
This book combines historical thought from the ancient world with investment concepts used by traders involved in financial markets today.
saeed amen is Managing Director and co-founder of The Thalesians, a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics, and computer science. Saeed is quoted regularly by the FT, WSJ, and ZeroHedge.
9781137391483 December 2014 UK and US£67.50 • $105.00 • CN$121.00 Hardback • 192pp
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9781137399526 • October 2014 UK November 2014 US£24.99 • $40.00 • CN$46.00 Hardback • 224pp
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On the brinkHow a Crisis Transformed Lloyd’s of LondonAndrew Duguid
Huge losses very nearly destroyed Lloyd’s, a revered British institution, the world’s largest insurance market. Ten thousand people faced big personal bills they thought profoundly unfair. They challenged a complacent institution, forcing it to confront its biggest ever crisis. This book tells what really happened, from the inside. 9781137299291 • August 2014 UK • September 2014 US£24.99 • $40.00 • CN$46.00 • Hardback • 392pp
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The Handbook of International loan documentation2nd editionSue Wright
A practical and comprehensive guide for bankers and lawyers involved in international lending. Wright covers the terms of international loan documentation with comprehensive explanations of the purpose of the provisions, and of areas that may require negotiation. 9781137467584 • November 2014 UK • December 2014 US£100.00 • $160.00 • CN$185.00 • Paperback • 352pp
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Transaction banking and the Impact of regulatory ChangeBasel III and Other Challenges for the Global EconomyRuth Wandhöfer
This book takes you on a journey through post-crisis regulatory reform, highlighting the unintended consequences of some of the measures on transaction banking, a business that provides the backbone of financial markets. 9781137351760 • September 2014 UK • October 2014 US£60.00 • $100.00 • CN$115.00 • Hardback • 312pp
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managing risks in the European periphery debt CrisisLessons from the Trade-off between Economics, Politics and the Financial MarketsEdited by George Christodoulakis
A full diagnosis of the European Periphery Debt Crisis (EPDC), its association to the national and international structural characteristics and a full analysis of the available policy options. 9781137304940 • December 2014 UK • January 2015 US£65.00 • $105.00 • CN$121.00 • Hardback • 304pp
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The gold CartelGovernment Intervention on Gold, the Mega Bubble in Paper, and What This Means for Your FutureDimitri Speck
An insightful and thought-provoking analysis of the world market for gold, how it works, and what influences gold price. This book also lends insight into something more disturbing – the organized intervention in the gold markets by Central Banks. 9781137286420 • September 2013 UK • October 2013 US£19.99 • $29.99 • CN$34.50 • Hardback • 392pp
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The pillars of financeThe Misalignment of Finance Theory and Investment PracticeGuy Fraser-Sampson
Written by a bestselling finance author, this is a provocative account of the severe limitations of modern finance, advocating a bold new way forward for the industry. This is a lively and accessible read, challenging some of the core beliefs of modern finance. 9781137264053 • May 2014 UK • June 2014 US£26.99 • $40.00 • CN$46.00 • Hardback • 272pp
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The Empowered Investor7 Principles for Strategic Wealth Creation in a New Financial World
Cuno Puempin, Heinrich von Liechtenstein, Fariba Hashemi & Brian Hashemi
This book presents an innovative new framework for strategic wealth creation. Illustrated through real world examples from interviews with successful private investors, this book provides a practical perspective grounded in sound academic research and practical experience. 9781137366863 • June 2014 UK • July 2014 US£19.99 • $30.00 • CN$34.50 • Hardback • 176pp
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understanding alternative InvestmentsCreating Diversified Portfolios that Ride the Wave of Investment SuccessStephen Todd Walker
Walker outlines the tools necessary to evaluate alternative investments and further diversify your portfolio using hedge funds, real estate, VC, gold, and more. Using ground-breaking data, the author explores how to apply new risk measurements for building a portfolio with these investment vehicles. 9781137370181 • July 2014 UK and US£40.00 • $50.00 • CN$57.50 • Hardback • 340pp
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Global Financial Markets is a series of practical guides to the latest financial market tools, techniques, and strategies. Written for practitioners across a range of disciplines it
provides comprehensive but practical coverage of key topics in finance
covering strategy, markets, financial
products, tools and techniques and their
implementation.
palgrave.com/GfM
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private Equity Investing in Emerging marketsOpportunities for Value Creation
Roger Leeds
a case study-driven guide, providing cutting-edge strategies for private equity investment in emerging economies
Drawing on the author’s four decades of experience as a practitioner and academic working with private equity investors, entrepreneurs, and policymakers in over 100 developing countries around the world, this book uses anecdotes and case studies to illustrate and reinforce the key arguments for private equity investment in emerging economies.
roger leeds is a Professor at the Johns Hopkins School of Advanced International Studies (SAIS), USA. He was founding Chairman of the Emerging Markets Private Equity Association and serves on the board of directors.
applied financial macroeconomics and Investment StrategyA Practitioner’s Guide to Tactical Asset Allocation
Robert T. McGee
an essential guide for practitioners looking to better leverage macroeconomic trends and cycles to reduce risk and enhance returns within their investment plans
The absolute and relative performance of various asset classes is systematically related to macroeconomic trends. In this new book, Robert McGee provides a thorough guide to each stage of the business cycle and analyzes the investment implications using real-world examples linking economic dynamics to investment results.
Tim McGee is Director of Macro Strategy & Research at U.S. Trust, Bank of America Private Wealth Management, where he serves on the Investment Strategy Committee.
9781137435347 March 2015 UK • February 2015 US£39.99 • $70.00 • CN$81.00Hardback • 300pp
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9781137428394 April 2015 UK • March 2015 US£49.99 • $80.00 • CN$92.00 Hardback • 240pp
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dark poolsOff-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading, 2nd editionErik Banks
This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading and considers its future prospects in a world of mobile capital and changing regulation. 9781137449535 • August 2014 UK • September 2014 US£50.00 • $80.00 • CN$92.00 • Hardback • 256pp
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private Equity fund InvestmentsNew Insights on Alignment of Interests, Governance, Returns and ForecastingCyril Demaria
This book presents new, advanced, evidence-based guidance on investing in private equity funds, by assessing the investor’s environment and motivations, looking into the risks, returns and overall performance of funds, and by offering practical solutions. 9781137400383 • December 2014 UK • Janaury 2015 US£50.00 • $80.00 • CN$92.00 • Hardback • 272pp
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an Option greeks primerBuilding Intuition with Delta Hedging and Monte Carlo Simulation using ExcelJawwad Farid
A hands-on, practical guide to understanding derivatives pricing. Written in an accessible manner, this book provides a balanced account of options, Greeks, and hedging techniques avoiding the complex mathematics inherent to many texts, and with a focus on intuition. 9781137371669 • February 2015 UK • March 2015 US£36.99 • $62.00 • CN$71.00 • Hardback • 260pp
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Commodity market Trading and InvestmentA Practitioners Guide to the MarketsTom James
This is an essential manual for anyone who is looking to engage in the commodity markets. As a new commodity cycle looms, this book provides thorough, practical guidance on getting the very best out of commodity trades and investments, and will be a welcome, up to date addition to the current literature. 9781137432803 • April 2015 UK • May 2015 US£50.00 • $80.00 • CN$92.00 • Hardback • 256pp
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OTC derivatives: bilateral Trading and Central ClearingAn Introduction to Regulatory Policy, Market Impact and Systemic RiskDavid Murphy
Written by a leading expert in financial stability, this book provides comprehensive coverage of the new rules, risks and models for OTC derivatives trade processing. 9781137293855 • August 2013 UK • September 2013 US£39.99 • $65.00 • CN$81.00 • Hardback • 304pp
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liquidity riskManaging Funding and Asset Risk2nd editionErik Banks
Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management —now mandatory under new regulation. 9781137374394 • November 2013 UK • December 2013 US£39.99 • $60.00 • CN$69.00 • Hardback • 320pp
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The front Office manualThe Definitive Guide to Trading, Structuring and SalesAndrew Sutherland & Jason Court
The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work. From how to build a yield curve, to how a swap works, to what exactly ‘product control’ is supposed to do, this book is essential reading for anyone who works (or wants to work) on the ‘sell side’. 9781137030689 • November 2013 UK • December 2013 US£39.99 • $49.99 • CN$57.50 • Hardback • 320pp
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models at WorkA Practitioner’s Guide to Risk ManagementJawwad Farid
This book provides a much needed ‘middle ground’ for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad, financially-minded audience, it provides coverage of risk management and the frameworks commonly applied in the financial services industry. 9781137371638 • December 2013 UK • January 2014 US£45.00 • $70.00 • CN$81.00 • Hardback • 656pp
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Financial Engineering Explained is a series of concise, practical guides to modern
finance, focusing on key, technical areas of risk management and asset pricing. Written
for practitioners, researchers, and
students, the series discusses a range of topics in a non-mathematical, but
highly intuitive way.
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The xva of financial derivatives: Cva, dva and fva ExplainedDongsheng Lu
a short, practical but technical guide to derivatives valuation and risk management under the new paradigm
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA’s – Credit, Funding and Debt value adjustments.
Dongsheng lu is Managing Director and Head of Quantitative Research at BNY Mellon’s Derivatives Trading Unit. His group is responsible for developing derivatives trading/pricing models and building trading/risk management infrastructure for interest rate, equity, and foreign exchange derivatives trading business.
financial Engineering with Copulas ExplainedJan-Frederik Mai & Matthias Scherer
The first accessible book to cover the applications of copulas in asset pricing and risk management
This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer’s toolkit.
Jan-frederik Mai is a Quantitative Analyst at XAIA Investment GmbH, where he is responsible for mathematical modelling and quantitative analysis.
Matthias scherer is Professor of Mathematical Finance at the Technische Universität Munchen, where he lectures in simulating copulas, investment strategy, mathematical finance and continuous time finance.
9781137435835 May 2015 UK • June 2015 US£24.99 • $40.00 • CN$46.00Paperback • 150pp
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9781137346308 • November 2014 UK December 2014 US£24.99 • $40.00 • CN$46.00Paperback • 166pp
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Interest rate derivatives ExplainedVolume 1: Products and Markets
Jörg Kienitz
a concise but rigorous guide to products and models commonly used in the fixed income markets
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of the interest rate derivatives business, with a focus on products, markets, and fundamental models.
Jörg Kienitz is an experienced quantitative finance practitioner and author. He was formerly Head of Quantitative Analytics at Deutsche Postbank AG (Germany) where he was involved in developing and implementing models for pricing complex derivatives structures.
Interest rate derivatives ExplainedVolume 2: Term Structure and Volatility Modelling
Jörg Kienitz
advanced but practical guidance on interest rate derivatives, focussing on term structure modelling and volatility models
Volume 2 of Interest Rate Derivatives Explained provides advanced but practical guidance on interest rate derivatives, focussing on term structure modelling and volatility models. Mathematically rigorous yet focused on intuition and implementation, it picks up where Volume 1 (above) left off, providing an applied account of IR modelling for practitioners and students.
Jörg Kienitz is an experienced quantitative finance practitioner and author (see above).
9781137360069 December 2014 UK • January 2015 US£26.99 • $45.00 • CN$52.00Paperback • 192pp
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9781137360182 May 2015 UK • June 2015 US£26.99 • $45.00 • CN$52.00Paperback • 150pp
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Equity derivatives ExplainedMohamed Bouzoubaa
A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring, and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives. 9781137335531 • May 2014 UK • June 2014 US£19.99 • $30.00 • CN$34.50 • Paperback • 112pp
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The greeks and Hedging ExplainedPeter Leoni
A practical guide to basic and intermediate hedging techniques for traders, structerers, and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the ‘Greek’ (Theta, Vega, Rho, and Lambda)—parameters that represent the sensitivity of derivatives prices. 9781137350732 • May 2014 UK • June 2014 US£19.99 • $30.00 • CN$34.50 • Paperback • 152pp
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Smile pricing ExplainedPeter Austing
Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration. The author draws on a decade of experience building the mathematical models for derivatives trading at major investment banks. 9781137335715 • August 2014 UK • September 2014 US£26.99 • $40.00 • CN$46.00 • Paperback • 200pp
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Applied Quantitative Finance brings readers the very latest market
tested tools, techniques, and developments in quantitative finance.
Written for practitioners who need to understand how things work “on the floor,” the series delivers
the most cutting-edge applications in quantitative finance
in areas such as asset pricing, risk
management, and financial derivatives.
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quantitative methods in Commodity marketsKrzysztof Wolyniec & Daniel Mahoney
a reference guide for quantitative practitioners in the hard and soft commodities sectors
This book provides comprehensive detail on how the fundamental problem of risk management in commodity markets can be solved in practice through the use of an extensive library of quantitative techniques. The book will reflect both the power of the proposed techniques as well as their limitations and potential danger to mislead.
Krzsztof Wolyniec is the Managing Partner of Millwright Capital Management, a Connecticut-based, money management company, focused on investment opportunities in energy and metals markets.
Daniel Mahoney is Senior Quantitative Analyst at Trafigura, a leading international commodities trading and logistics company based in Houston, Texas.
Zero lower bound Term Structure modelingA Practitioner’s Guide
Leo Krippner
A comprehensive guide to state of the art ZLB term structure modeling for central bankers, market practitioners, and researchers
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
leo Krippner is the Head of Investment Strategy at AMP Capital Investors Limited. He is a prize-winning economist who studied at the London School of Economics and has worked at Treasury, the Reserve Bank, and in the private sector in New Zealand.
9781137443427 June 2015 UK • July 2015 US£70.00 • $110.00 • CN$132.00 • Hardback • 600pp
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9781137408327 • February 2015 UK • January 2015 US£60.00 • $100.00 • CN$115.00 Hardback • 480pp
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discounting, lIbOr, Cva and fundingInterest Rate and Credit PricingChris Kenyon & Roland Stamm
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance. 9781137268518 • August 2012 UK • September 2012 US£39.99 • $60.00 • CN$69.00 • Hardback • 256pp
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Interest rate modelling in the multi-Curve frameworkFoundations, Evolution and ImplementationMarc Henrard
Following the financial crisis, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution, and implementation. 9781137374653 • May 2014 UK • June 2014 US£60.00 • $100.00 • CN$115.00 • Hardback • 264pp
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quantitative financeBack to Basic PrinciplesAdil Reghai
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics, and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today’s markets. 9781137414496 • November 2014 UK • December 2014 US£39.99 • $65.00 • CN$75.00 •Hardback • 208pp
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xva desks: a New Era for risk managementUnderstanding, Building and Managing Counterparty & Funding RiskIgnacio Ruiz
A thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA, and FVA, focusing on risk management, pricing considerations, and implementation. 9781137448194 February 2015 UK • March 2015 US£60.00 • $90.00 • CN$104.00 • Hardback • 300pp
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Amen, Trading Thalesians 8
Arnold, A Pragmatic Guide to Real Options 8
Austing, Smile Pricing Explained 18
Banks, E., Dark Pools 13
Banks, E., Liquidity Risk 14
Bouzoubaa, Equity Derivatives Explained 18
Christodoulakis, Managing Risks in the
European Periphery Debt Crisis 9
Court, The Front Office Manual 14
Degiannakis, Modelling and Forecasting
High Frequency Financial Data 5
Demaria, Private Equity Fund Investments 13
Duguid, On the Brink 9
Emons, Mastering Stocks and Bonds 6
Farid, An Option Greeks Primer 13
Farid, Models at Work 14
Floros, Modelling and Forecasting High
Frequency Financial Data 5
Fraser-Sampson, The Pillars of Finance 10
Gardiner, Making Sense of the Markets 4
Georgakopoulos, Quantitative Trading with R 7
Hashemi, The Empowered Investor 10
Henrard, Interest Rate Modelling in the
Multi-Curve Framework 21
James, Commodity Market Trading and Investment 13
Jones, Women of the Street 4
Kenyon, Discounting, LIBOR, CVA and Funding 21
Kienitz, Interest Rate Derivatives Explained,
Volumes 1 and 2 17
Krippner, Zero Lower Bound Term Structure
Modeling 20
Leeds, Private Equity Investing in Emerging
Markets 12
Leoni, The Greeks and Hedging Explained 18
Lu, The XVA of Financial Derivatives: CVA,
DVA and FVA Explained 16
Mahoney, Quantitative Methods in
Commodity Markets 20
Mai, Financial Engineering with Copulas Explained 16
McGee, Applied Financial Macroeconomics and
Investment Strategy 12
Murphy, OTC Derivatives: Bilateral Trading
and Central Clearing 14
Platt, Criminal Capital 7
Puempin, The Empowered Investor 10
Reghai, Quantitative Finance 21
Robertson, Regulating Operational Risk 6
Ruiz, XVA Desks: A New Era for Risk Management 21
Scherer, Financial Engineering with Copulas
Explained 16
Speck, The Gold Cartel 10
Stamm, Discounting, LIBOR, CVA and Funding 21
Sutherland, The Front Office Manual 14
Thibierge, A Practical Guide to Corporate Finance 5
von Liechtenstein, The Empowered Investor 10
Walker, Understanding Alternative Investments 10
Wandhöfer, Transaction Banking and the and
the Impact of Regulatory Change 9
Wolyniec, Quantitative Methods in Commodity
Markets 20
Wright, The Handbook of International Loan
Documentation 9
inDex
Palgrave Macm
illan Professional Finance January-June 2015
ISBN: 9780230396739
www.palgrave.com/professionalfinance
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