Fixed income analysis and risk management

Economics & finance   |   Finance   |   Presentation   |   01/16/2009   |   .doc   |   9 pages
Document abstract : «Fixed income analysis and risk management 1. Regarding the prices of 10 OAT on the last coupon date (April 25 2007), their maturities, coupon frequencies and ...»

Synopsis abstract : «The prices of 10 OAT on the last coupon date: Maturities, coupon frequencies and rates.. Usage of polynomial interpolation and 4 spot rates.. Limitations of the method.. Calculation of the value as on April 25 2007.. The yield-to-maturity of OAT...»

Concepts in investment analysis and portfolio management

Economics & finance   |   Finance   |   Term papers   |   03/20/2009   |   .doc   |   32 pages
Document abstract : « fixed income securities; Market segments; Characteristics of debt EMH. Concepts in investment analysis and portfolio management Study Outline Risk return Analysis ...»

Synopsis abstract : «Introduction. International historical perspective. Risk vs return. Determining risk. Risk pyramid. Types of risks. Diversification and risk management. Debt ? fixed income securities. Market segments. Characteristics of debt and debt valuation...»

Hedging international risk: Renault and risk management

Business & market   |   Management   |   Presentation   |   01/21/2009   |   .doc   |   10 pages
Document abstract : « have lessened Volvo's contribution to Renault's income by ?4 to debt and financial investments, at fixed or variable of risks in question 3. Analysis of the ...»

Synopsis abstract : «Introduction: Information about the business model used by Renault.. The kinds of risk Renault is exposed to.. Operational risks.. Financial risks.. Other risks.. Analysis of the tools adopted in risk management by your company.. Analysis of the...»

Credit risk management

Economics & finance   |   Finance   |   Term papers   |   04/21/2009   |   .doc   |   25 pages
Document abstract : « a given loan or fixed income security measurement processes, customer profitability analysis, risk-based pricing, active portfolio management and capital ...»

Synopsis abstract : «Introduction. Life insurance schemes in connection to saving tax. Value addition to the company. Review of literature. What is risk?. What is risk management?. Objectives of risk management function. What is market risk?. Types of market risk. The...»

Portfolio management and investment decision

Economics & finance   |   Finance   |   Indian project   |   04/06/2009   |   .doc   |   42 pages
Document abstract : « of securities can be fixed income securities such debt instruments (2) Variable income securities (a and involves regular and systematic analysis, judgment and ...»

Synopsis abstract : «Objectives and methodology.. Sources of information.. Limitations.. Introduction, importance and need of study.. Portfolio management.. Objectives of portfolio management.. Need for portfolio management.. Portfolio management process.. Elements of...»

A study on the technical analysis of derivative stock futures

Economics & finance   |   Finance   |   Indian project   |   04/21/2009   |   .doc   |   39 pages
Document abstract : « of data collection Statistical tool Data Analysis LIMITATIONS OF for investment, which is risk free such as equity securities, fixed-income securities, foreign ...»

Synopsis abstract : «Introduction. A study of Indian securities markets. Objectives and methodology of the study. Significance of the study. Review of literature. Difference between derivative and shares. Types of derivative. Chronology of derivative market in India. A...»

Mutual fund as an investment options in Prudent Corporate Advisory Services Limited

Business & market   |   Marketing   |   Presentation   |   03/13/2009   |   .doc   |   83 pages
Document abstract : « risk by concentrating on secure fixed income investments etc. Aggressive: Take major risk on investments in order INDUSTRY ANALYSIS HISTORY OF MUTUAL FUNDS The ...»

Synopsis abstract : «Industry overview. Investment planning. Industry analysis. Company overview. Research methodology. Data analysis. Cross tabulation. Limitations of study. Findings. Suggestions. Bibliography. Anne...»

Derivatives management in India

Economics & finance   |   Finance   |   Term papers   |   04/29/2009   |   .doc   |   9 pages
Document abstract : « Market situation: analysis; Underlying shares of Global the index r = continuously compounded risk free rate sector/industry, country, regional or fixed income. ...»

Synopsis abstract : «Introduction. What is making money in the market?. What is dividend arbitrage?. Modern theory. The arbitrage between the NIFTY spot and the index futures market. An overview of exchange traded funds. Market situation: analysis. Underlying shares of...»

Security analysis and portfolio management in Collabo Interactive Solutions

Business & market   |   Business strategy   |   Indian project   |   04/20/2009   |   .doc   |   45 pages
Document abstract : « Ratio analysis will be meaningful to establish relationship VI) Ratio of current asses to fixed assets etc. & loss Ale ratios or revenue/income statement ratios ...»

Synopsis abstract : «Introduction. What is portfolio management?. Objective of the study. Research methodology. Major limitations of the study. Review of literature. History of stock exchange. Definition of stock exchange. Nature and functions of stock...»

Operational risk management: Implementing a Bayesian Network for foreign exchange and money market settlement

Economics & finance   |   Finance   |   Theses   |   03/23/2009   |   .doc   |   114 pages
Document abstract : « the required capital on the basis of a fixed percentage of income here refers to the gross income of the external data, the use of scenario analysis or expert ...»

Synopsis abstract : «Introduction. Motivation and Problem Description. Objectives of the research. Outline of the thesis. Operational risk, foreign exchange and money market. Basel II, operational risk. Review of operational risk methods. Models for quantification and...»

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