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Elsevier

Books in Fixed income debt capital markets

  • Advanced Fixed Income Analysis

    • 2nd Edition
    • Moorad Choudhry + 1 more
    • English
    Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts.

  • Introduction to Mortgages and Mortgage Backed Securities

    • 1st Edition
    • Richard K. Green
    • English
    In Introduction to Mortgages & Mortgage Backed Securities, author Richard Green combines current practices in real estate capital markets with financial theory so readers can make intelligent business decisions. After a behavioral economics chapter on the nature of real estate decisions, he explores mortgage products, processes, derivatives, and international practices. By focusing on debt, his book presents a different view of the mortgage market than is commonly available, and his primer on fixed-income tools and concepts ensures that readers understand the rich content he covers. Including commercial and residential real estate, this book explains how the markets work, why they collapsed in 2008, and what countries are doing to protect themselves from future bubbles. Green's expertise illuminates both the fundamentals of mortgage analysis and the international paradigms of products, models, and regulatory environments.

  • Market Data Explained

    A Practical Guide to Global Capital Markets Information
    • 1st Edition
    • Marc Alvarez
    • English
    Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as “market data”, the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today’s business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model – a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features:1. Uniqueness – this is the first comprehensive catalog and taxonomy to be made available for a business audience2. Industry Acceptance – the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms3. Comprehensiveness – there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources4. Independence – the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry

  • Interest Rate Risk Management

    • 1st Edition
    • Christine Helliar
    • English
    Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting and the treatment of fair values may have a significant impact on many companies reported profits, and the volatility of earnings is likely to increase. Uniquely this monograph focuses on interest rate risk management. Most studies of corporate risk management have typically dwelt on the topic of management of exchange rate risk, with interest rate risk management being neglected. The book’s findings examine the views of UK corporate treasurers who are usually involved in the risk management strategies of their organisation and who have responsibility for implementing those strategies in practice.

  • Practical Financial Modelling

    A Guide to Current Practice
    • 1st Edition
    • Jonathan Swan
    • English
    This book is for all financial professionals whose work, to a greater or lesser degree, involves complex spreadsheets and financial models. This includes investment bankers, commercial banks, accountancy firms, property firms, public sector including local government and healthcare, PFI/PPP enterprises, financial managers and financially literate general managers. Junior/middle management, where the focus would be on cash flow forecasting and budgeting tasks, will also find this book of value.For the vast majority of people involved in this subject, financial modelling is an activity, a task requiring skills. Once people have the ability to structure the model, they have a better starting point from which to address the financial problems. This new book proposal intends to offer that starting point.Theory is limited to the absolute essentials that aid understanding; thus the focus with this new book is very practical - this is "how-to-do-it", showing best practice, and is illustrated with many practical worked examples.

  • Syndicated Lending

    • 1st Edition
    • Andrew Fight
    • English
    Syndicated Lending aims to increase the readers awareness of the benefits and risks involved in taking part in the Syndicated Loan market.This book covers:*Who the major players in the syndication loan market are*Why syndication loans are used*Syndication loan structures and documentation*Second... syndication loan market

  • Management Accounting- Case Study May 2004 Exam Q&As

    • 1st Edition
    • English

  • Advanced Fixed Income Analysis

    • 1st Edition
    • Moorad Choudhry + 1 more
    • English
    This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:Relative value tradingApproaches to trading and hedgingDynamic analysis of spot and forward ratesInterest rate modellingFitting the yield curveAnalysing the long bond yieldIndex-linked bond analyticsCorporate bond defaults

  • Intellectual Capital

    Measuring the Immeasurable?
    • 1st Edition
    • Anthony Wall + 2 more
    • English
    Intellectual Capital investigates how companies throughout Ireland are measuring their intellectual capital assets and how their efforts compare to those of the leading exponents of intellectual capital. This report: * includes a survey of twenty-eight Irish companies * highlights the importance of intellectual capital within the new economy * defines the role of the management accountant in the area of intellectual capital The authors conclude there is a recognition of intellectual capital and its measurement in Irish companies, but acknowledge the masurement and practices appear to be taking place in isolation rather than forming part of an overall intellectual capital management strategy.

  • Successful Foreign Acquisitions

    The Pivotal Role of the Management Accountant
    • 1st Edition
    • Tony Appleyard + 1 more
    • English
    Successful Foreign Acquisitions investigates two cross-border acquisitions with the aim of looking at the role of management accounting in the process and drawing useful lessons about the acquistion and integration process for practioners. The authors: *identify the acquisition strategy and examine its added value *evaluate the strategy in both cultural and economic terms *consider the required management control systems needed to implement the strategy and compare this with the actual control systems used * review what performance measures would be needed to encourage managers to deliver and compare these with the actual measures introduced * consider how environmental and cultural differences impact on this process

  • Environmental Cost Accounting

    An Introduction and Practical Guide
    • 1st Edition
    • Rupert Howes
    • English
    Environmental Cost Accounting provides an introduction to the dynamic subject of corporate environmental accounting. It outlines the business case and rationale for engaging in environmental accounting. It also illustrates how leading UK companies are already adding value and reducing risk through the use of innovative environmental accounting techniques and methodologies. The second part of the book presents an environmental accounting tool kit which focuses on external cost accounting. The methodology detailed in this section provides a tool to estimate the environmental sustainability of a company's activities and operations. The methodology presented has been developed by the sustainable development organisation Forum for the Future, a UK registered charity, with support from the Chartered Institute of Management Accountants (CIMA).

  • Authorities on Benchmarking

    The State of Benchmakring in UK Local Government
    • 1st Edition
    • M. Bowerman + 1 more
    • English
    This report researches what is currently being done in the name of benchmarking by local authorities. There was benchmarking activity in the local authority sector long before the idea was popularised in the private sector. Benchmarking, in the form of cost and activity comparisons, has been practiced in UK local government since the 1970s. The implementation in 1997 of Best Value, a major new policy initiative in local government, has proved catalytic and benchmarking has burgeoned. The report presents a number of case studies into the use of benchmarking including the County Council, City Council and Police Force and gives detailed conclusions and recommendations.

  • Shareholder or Stakeholder Value

    • 1st Edition
    • S. Cooper + 2 more
    • English
    This research report investigates two new approaches to the management and evaluation of performance within large UK quoted companies. The first of these is that of Value-based Management, and the second Stakeholder Value.37 interviews were carried out with senior personnel to investigate their formal and informal performance management system and superior insights were gained into the behavioral and cultural dimensions of the performance management process.

  • Data Warehousing and the Management Accountant

    • 1st Edition
    • Ian Cobb
    • English
    This report details the findings from a questionnaire survey and a field study of data warehousing and its implications for management accountants and management accounting.The report suggests that management accountants are actively involved in shaping the direction of data warehousing in their organizations.The contents includes a brief discussion on managers' information needs, an overview of the data-warehousing process, the findings of the survey of CIMA members, a detailed description of the experiences of data warehousing at ten company sites and finally some conclusions are provided.

  • Corporate Bonds and Structured Financial Products

    • 1st Edition
    • Moorad Choudhry
    • English
    This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional "plain vanilla" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include:*Bond basics*The yield curve*Callable bonds*Convertible bonds*Eurobonds*Warr... paper*Corporate bonds credit analysis*Securitisat... securities*Mortgage-... securities*Collatera... Debt Obligations*Syntheti... CDOsWritten by one of the leading names in the fixed income markets today, this book should prove to be an invaluable reference guide for all those with an interest in corporate bond markets, whether as practitioners, consultants or researchers.

  • International Transfer Pricing

    A Survey of Cross-Border Transactions
    • 1st Edition
    • J Michael Elliot + 1 more
    • English
    Following legislative changes, this report sheds light on the contentious area of international transfer pricing (ITP) by moving away from primary tax focus. By examining one specific intra-group, cross-border transaction between 12 MNEs, the resulting micro-level of analysis provides a qualitative, in-depth understanding of ITP within the financial services, manufacturing and service sectors.

  • Information System Development in the Small Firm

    The Use of Management Accounting
    • 1st Edition
    • Falconer Mitchell + 2 more
    • English

  • Cost System Design and Profitabillity Analysis in UK Companies

    • 1st Edition
    • COLIN DRURY + 1 more
    • English

  • Environmental Management, Environmental Accounting and Financial Performance

    • 1st Edition
    • J. Toms
    • English
    The research investigated differences in performance between comapnies that persue environmentally friendly policies and those that do not. The Survey was based on relative financial performance data for around 250 large public limited companies in 25 sectors over a seven year period.