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“No list of thrillers is complete without Robyn Harding,” proclaims Real Simple. Now the USA TODAY bestselling author of The Party delivers a riveting tale about the toxic relationship between two couples after a night of sexual shenanigans, and the manipulative teenager with an explosive secret at the center of it all. Low Morrison is not your average teen. You could blame her hippie parents or her looming height or her dreary, isolated hometown on an island in the Pacific Northwest. But whatever the reason, Low just doesn’t fit in—and neither does Freya, an ethereal beauty and once-famous social media influencer who now owns the local pottery studio. After signing up for a class, Low quickly falls under Freya’s spell. And Freya, buoyed by Low’s adoration, is compelled to share her darkest secrets and deepest desires. Finally, both feel a sense of belonging...that is, until Jamie walks through the studio door. Desperate for a baby, she and her husband have moved to the island hoping that the healthy environment will result in a pregnancy. Freya and Jamie become fast friends, as do their husbands, leaving Low alone once again. Then one night, after a boozy dinner party, Freya suggests swapping partners. It should have been a harmless fling between consenting adults, one night of debauchery that they would put behind them, but instead, it upends their lives. And provides Low the perfect opportunity to unleash her growing resentment. Robyn Harding brings her acclaimed storytelling, lauded as “fast-paced, thrilling, gut-wrenching” by Taylor Jenkins Reid, New York Times bestselling author of Daisy Jones & The Six, to this dark and suspenseful thriller for fans of Megan Miranda and Lisa Jewell.
Now a Disney Channel Original Movie, Megan Shull’s smart and funny twist on Freaky Friday is perfect for fans of Wendy Mass, Jerry Spinelli, and Jon Scieszka! With one random wish, Jack and Ellie are living life in each other’s shoes. He’s her. And she’s him. ELLIE assumed popular guys didn’t worry about body image, being perfect, or talking to girls, but acting like you’re cool with everything is tougher than it looks. JACK thought girls had it easy—no fights with bullies, no demanding dads, no power plays—but facing mean girls at sleepovers and getting grilled about your period is way harder than taking a hit to the face at sports practice. Now they’re dealing with each other’s middle school dramas—locker room teasing, cliques, video game battles, bra shopping, and a slew of hilariously awkward moments—until they hopefully switch back! Told in both Jack’s and Ellie’s voices, The Swap offers a fresh and honest take on tween friendship, all while exploring more serious themes of family, loss, empathy, and what it really means to be yourself. And as Jon Scieszka says, it’s “seriously, truly, fearlessly funny!”
There is nothing really wrong with Priya Bakshi and Akash Srivastav'ss six-year-old marriage ... except that Priya is having an affair. And Akash, too, seems to be on the lookout for sexual adventure. When Tarun, their richer, older, and manipulative friend, tells them about Delhi's couple-swapping parties, Akash wants to jump right in. With some reluctance, Priya agrees to give him company. Soon, Akash and Priya find themselves in a world of swinging couples and sexual abandon, joined by friends who are equally keen to test the the waters. But as the clothes come off and the secrets begin to tumble out, it seems that none of them will emerge unscathed. Sharp and racy, The Swap is a sparkling novel about sex, marriage and mortality.
Ever have a moment you wish you could undo? A wickedly brilliant tale of revenge, mystery, and fate, Antony Moore’s The Swap is at once a gripping thriller and a hilarious black comedy—a book for anyone who’s ever wondered what could have been. . . . Harvey Briscow—smoker, drinker, comic-shop owner—is facing another school reunion back in Cornwall. Having spent the last two decades second-guessing himself, Harvey isn’t thrilled at the prospect of showing his classmates the mess he’s made of his life. But this is Harvey’s twentieth reunion, a milestone that all but guarantees that Charles “Bleeder” Odd—the freakish reject who made off with Harvey’s now-priceless Superman One comic in a school-yard swap—will be in attendance. But when Harvey returns to Cornwall, hoping to retrieve his comic, he’s met with more than a few surprises. . . . Bleeder is now dazzlingly successful—and quite content to watch Harvey squirm, refusing to acknowledge their long-ago trade. And Harvey—fueled by drink and the promise of a beautiful woman—soon makes a fateful choice, one he instantly wishes he could undo. A dead body and an enraged husband further complicate matters . . . but there’s a silver lining in this strange chain of events: suddenly one bad swap is the least of Harvey’s regrets. . . . From the Trade Paperback edition.
The coach started to move off. I felt frightened. All these weeks, looking forward to it, and now I did'nt want to go. Please, Mum, let me go home. She was running alongside, waving her hanky and crying... He'd nagged his mother for weeks to let him go on the school exchange, swapping his home in the backstreets of a northern town for a posh house in London. With a proper family. With a dad. But now it was all going wrong...
First published in 1989, The Economics of the Swap Market looks at how the swap has become a commonplace tool for corporations throughout the OECD world to ‘lock-in’ interest rates on their borrowing. The aim of The Economics of the Swap Market, is to contribute to a redressing of the balance. Subjects covered include both those conventionally falling within the scope of micro-economics and of macroeconomics, beginning with an examination of the forces behind the take-off the swap market and a formal setting out of key arbitrage relationships which hold in equilibrium between the swap markets on international capital flow.
An 8 year old girl named Kyrah and her best friend Max attend school together. Max is Kyrah's only friend. Their teacher, Ms.Porter is not the best teacher. Some days she hurts the students' feelings and can be mean. What will happen when it turns out Ms. Porter is hurting Max's feelings?
A compelling and hypnotic domestic noir novel in which a house swap becomes the eerie backdrop to a crumbling marriage and tantalizing affair, and the fatal consequences that unfold. Be careful who you let in . . . When Caroline and Francis receive an offer to house swap--from their city flat to a townhouse in a leafy, upscale London suburb--they jump at the chance for a week away from home, their daughter and the tensions that have pushed their marriage to the brink. The house is stark, pared back and almost sinister in its emptiness: a blank canvas upon which they can try to start again, and rebuild what has been lost between them. But slowly, Caroline begins to uncover some signs--signs that connect to her life. The flowers in the bathroom and the music in the CD player might seem innocent to anyone else--but to her they are clues. It seems the person they have swapped homes with is someone who knows her, who knows the secrets she'd hoped to forget . . .
The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
Banks are a vital part of the global economy, and the essence of banking is asset-liability management (ALM). This book is a comprehensive treatment of an important financial market discipline. A reference text for all those involved in banking and the debt capital markets, it describes the techniques, products and art of ALM. Subjects covered include bank capital, money market trading, risk management, regulatory capital and yield curve analysis. Highlights of the book include detailed coverage of: Liquidity, gap and funding risk management Hedging using interest-rate derivatives and credit derivatives Impact of Basel II Securitisation and balance sheet management Structured finance products including asset-backed commercial paper, mortgage-backed securities, collateralised debt obligations and structured investment vehicles, and their role in ALM Treasury operations and group transfer pricing. Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance. Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
This software will enable the user to learn about capital market.
The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the context for applications of the models. The book presents the financial models of stock and bond options, exotic options, investment grade and high-yield bonds, convertible bonds, mortgage-backed securities, liabilities of financial institutions--the business model and the corporate model. It also describes the applications of the models to corporate finance. Furthermore, it relates the models to financial statements, risk management for an enterprise, and asset/liability management with illiquid instruments. The financial models are progressively presented from option pricing in the securities markets to firm valuation in corporate finance, following a format to emphasize the three aspects of a model: the set of assumptions, the model specification, and the model applications. Generally, financial modeling books segment the world of finance as "investments," "financial institutions," "corporate finance," and "securities analysis," and in so doing they rarely emphasize the relationships between the subjects. This unique book successfully ties the thought processes and applications of the financial models together and describes them as one process that provides business solutions. Created as a companion website to the book readers can visit www.thomasho.com to gain deeper understanding of the book's financial models. Interested readers can build and test the models described in the book using Excel, and they can submit their models to the site. Readers can also use the site's forum to discuss the models and can browse server based models to gain insights into the applications of the models. For those using the book in meetings or class settings the site provides Power Point descriptions of the chapters. Students can use available question banks on the chapters for studying.
With under-the-hood insight, Cooper offers invaluable information for optimizing HP-UX performance, reliability, and efficiency. Readers find out how to approach system administration, tuning, and troubleshooting from a more informed perspective. This book is for every HP-UX sys admin, programmer, and performance specialist.
The most cutting-edge read on CDO and credit market structures Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the exploding CDO and structured credit products market. Financial expert Janet Tavakoli examines securitization topics never before seen in print, including the huge increase in the CDO arbitrage created by synthetics; the tranches most at risk from this new technology; dumping securitizations on bank balance sheets; the abuse of offshore vehicles by companies such as Enron; and securitizations made possible by new securitization techniques and the introduction of the Euro. This valuable guide comprehensively covers one of the fastest growing markets on Wall Street, predicting where new bank regulations and other developments may lead to product growth or product extinction. While providing an overview of the market and its dynamic growth, Collateralized Debt Obligations and Structured Finance explores the types of products offered, hedging techniques, and valuation and risk/return issues associated with investment in CDOs and synthetic CDOs. Janet M. Tavakoli, MBA (Chicago, IL), has over eighteen years of experience trading, structuring, and marketing derivatives and structured products with major financial institutions in New York and London. She is also the author of Credit Derivatives and Synthetic Structures, now in its Second Edition (0-471-41266-X).
The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the economics of uncertainty can be applied to financial decision-making. The mean-variance model of portfolio selection is discussed, with analysis extended to the capital asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an assessment of theories of the term structure of interest rates. Finally, financial derivatives are explored, focusing on futures and options contracts.
"Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners." —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.