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Full Product Details

Author:   Jem Tugwell
Publisher:   Harriman House Publishing
Imprint:   Harriman House Publishing
Dimensions:   Width: 15.60cm , Height: 2.50cm , Length: 23.40cm
Weight:   0.676kg
ISBN:  

9781906659899

ISBN 10:   1906659893
Pages:   484
Publication Date:   16 January 2012
Recommended Age:   From 18 years
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   Awaiting stock  

Table of Contents

Preface 1. Building a Portfolio View 1.1 Valuation and Weight 1.2 Scaling Risk Factors 1.3 Multiple Risks from a Single Holding 1.4 Relative to the Benchmark Differences 1.5 Long and Short Positions 1.6 Market Value vs. Exposure and Gearing 2. Equity 2.1 Shares 2.2 CFDs 2.3 Equity Options 2.4 Index Futures 2.5 Index Options 3. Money Market 3.1 Cash 3.2 CD/CP 3.3 FRN 3.4 STIR Futures 3.5 Options on STIR Futures 3.6 Repo 4. Fixed Income 4.1 Bonds 4.2 Government Bonds 4.3 Index-Linked Bonds 4.4 Corporate Bonds 4.5 Bonds with Embedded Options 4.6 Convertible Bonds 4.7 Zero-Coupon Bonds, Bills and Strips 4.8 Perpetual Bonds 4.9 Floating Rate Notes 4.10 Mortgage-Backed Securities 4.11 Bond Futures 4.12 Bond Options 4.13 Interest Rate Swaps (IRS) 4.14 Inflation Swaps 4.15 Asset Swaps 4.16 Single Name CDSs 4.17 Index CDSs 4.18 Swaptions 5. Currency 5.1 Spot FX 5.2 Forwards and Futures 5.3 FX Swaps 5.4 FX Options 6. Funds - Unitised and ETFs 6.1 Introduction 6.2 Pricing 6.3 Risk Factors 6.4 Representation 6.5 Summary 6.6 Glossary 7. Cross Asset-Type Issues 7.1 The Impact of Strategies 7.2 Correlation and Volatility Index

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Author Information

Author Website:   http://www.harriman-house.com/pages/authors.htm?Index=17292&Author=Jem_Tugwell

Jem Tugwell is a specialist investment management consultant, focusing on institutional investment management strategy and analytics. Jem's analytical focus involves how to represent different asset classes inside portfolios, the separation of value and exposure, as well as pricing models and risk measurement across all asset classes and their associated derivatives. His commercial expertise is applied in assisting Asset Management firms to develop and apply these analytical techniques in order to gain a competitive edge, based on clear market differentiation and the ability to deliver superior returns. Jem's 20-year track record in the investment management sector includes founding a successful multi-million pound software business, identifying an opportunity for a new generation of buyside asset management solutions. He is a founding director of Jem Tugwell Associates.

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Author Website:   http://www.harriman-house.com/pages/authors.htm?Index=17292&Author=Jem_Tugwell

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