Professor EN

PRO­FES­SOR OF FINANCE.



BOOK.

Corporate and Investment Banking.

Preparing for a Career in Sales, Trading, and Research in Global Markets.

Palgrave Macmillan

This book pro­vides unique in­for­ma­tion to pre­pare gradu­ates and newly hired cor­porate and in­vest­ment banking pro­fessionals for a career in the glo­bal markets en­viron­ment of large uni­ver­sal and inter­na­tio­nal in­vest­ment banks. It shows the inter­re­lation­ship between the three specific business func­tions of sales, tra­ding, and re­search, as well as the in­ter­action with cor­po­rate and in­sti­tu­tio­nal clients. The book fills a gap in the available litera­ture by link­ing fi­nan­cial mar­ket theory to the prac­ti­cal aspects of day-to-day opera­tions on a trading floor and offers a taxo­no­my of the current banking bu­si­ness, pro­vi­ding an in-depth analysis of the main mar­ket par­ti­ci­pants in the glo­bal markets eco­system. En­ga­ging the reader with case studies, anec­dotes, and in­du­stry color, the book addresses the risks and oppor­tu­ni­ties of the glo­bal mar­kets business in today’s glo­bal fi­nan­cial markets both from a theo­re­ti­cal and from a prac­ti­ti­oner’s per­spec­tive and focuses on the most im­por­tant fixed-income fi­nan­cial in­stru­ments from a pricing, risk-ma­na­ge­ment, and client-mar­ke­ting per­spec­tive.

Fidelio Tata's brilliant book offers an ex­cep­tio­nal­ly com­prehen­si­ve and ab­so­lu­tely re­le­vant per­spec­tive on mo­dern in­vest­ment bank­ing, and especial­ly glo­bal mar­kets. Any­one in­trigued by the oppor­tu­ni­ties and dy­na­mics in this space will en­joy reading Fi­de­lio's book. It is a rare source of easy-to-understand, first-hand in­for­ma­tion and in­sights on how to success­fully na­vi­gate and master the field. This book is a prac­ti­cal must-read!” ― Stephanino Isele, Execu­tive Board member and Head of Insti­tu­tionals & Multi­nationals, Zürcher Kantonal­bank.


LECTURES AT ISM.

Master Finance

  • Investment Banking
  • Asset Management
  • Alternative Investments
  • Financial Risk Management
  • Financial Market Products
  • Investment Theory & Finance
  • Investment & Financing
  • Bank Management
  • Corporate Finance
  • Derivatives
  • Option Pricing Theory
  • Rating
  • Corporate Valuation
  • Value-Based Business Management


Master International Management

  • Financial Risk Management
  • International Financial Management


Master International Business

  • Investment Theory & Finance
  • Corporate Management


Bachelor Finance & Management

  • Introduction Finance & Management
  • Introduction to Corporate Finance
  • Financial Markets & Institutions


Bachelor International Management

  • Global Capital Markets & Finance
  • Corporate Finance in SME
  • International Financial Management
  • Derivatives

LECTURES AT FRANKFURT SCHOOL OF FINANCE AND MANAGEMENT.

Master Finance

  • Foundations of Finance

SELF-STUDY MATERIALS.

Primer on Financial Derivatives

  • Fundamentals of Derivative Products
  • Forwards and Futures
  • Swaps
  • Options Payout Profiles
  • Options Greeks
  • Options Pricing
  • Options Hedging
  • Options Strategies
  • Volatility and Distribution Assumptions


For free here

Primer on Capital Markets

  • Fundamentals of Capital Markets
  • Key Concepts in Capital Markets
  • Capital Market Participants
  • Interest Rates (Spot, Forward, Yield to maturity)
  • Theories of Term Structure
  • Total Return
  • Duration
  • Convexity
  • Bonds


For free here

Primer on Corporate Finance

  • Fundamentals of Corporate Finance
  • Portfolio Theory
  • Markowitz Portfolio Theory
  • Capital Asset Pricing Model (CAPM)
  • Arbitrage Pricing Theory
  • Dividend-Discount-Model
  • Business Valuation
  • Capital Structure
  • Options and Real Options


For free here

Primer on Microeconomics

  • Introduction to Microeconomics
  • Supply and Demand
  • Elasticity
  • Consumer Choice Theory
  • Producer Theory
  • Welfare Economics
  • Market Settings
  • Redistribution Policy
  • Introduction to Game Theory


For free here

Primer on Hedge Funds

  • Trading Basics
  • Prop Trading
  • Hedge Fund Trading
  • Statistical Arbitrage
  • Latency Arbitrage
  • Leverage
  • Electronic Trading
  • Automated Trading
  • High-Frequency Trading


For free here

Primer on Braess' Paradox

  • Braess’ Paradox
  • Pigou’s Example
  • Mechanism design
  • Nash Equilibrium
  • Selfish Routing
  • Traffic Network
  • Inefficiency of Equilibria
  • Trip to the Hamptons
  • Eliminating Options


For free here


GUEST LECTURES AND CONFERENCES.

The present state of a digital euro project.

Seamless Europe 2023 Conference.


Counter­party Credit Risk and CCP.

RISK EMEA 2017 Banking Risk & Re­gu­la­tion Sum­mit.


Inter­na­tional In­vest­ment Banking.

University of Abu Dhabi (UAE).


Capital Markets and Derivatives.

SCMHRD Pune (India).


PUBLICATIONS.

Krypto­wer­te: Ein Zu­kunfts­the­ma für Gut­acht­en, Die Sach­ver­stän­di­gen, 51 (2024), 03/2024, 38-47.


Block­chain Edu­ca­tion as a Ca­ta­lyst for Ger­man Inno­va­tion and Eco­no­mic Strength, Block­chain Bundes­ver­band, Feb. 2024.


ECB's cautious approach to digital currencies is the right one, Financial Times, November 2, 2023.


Banking on Tokens: Tokenized Commercial Bank Deposits - A Primer, Digital Euro Association, July 2023.


Das Silicon Valley Bank Debakel: Lessons Learned, die bank, 05/2023, 8-11.


Pro­po­sing an in­ter­val de­sign feature to Cen­tral Bank Di­gi­tal Curren­cies Re­search in In­ter­na­tio­nal Busi­ness and Fi­nan­ce, 64 (2023), 101898.


Cor­po­rate and In­vest­ment Bank­ing: Pre­pa­ring for a Career in Sales, Tra­ding, and Re­search in Glo­bal Mar­kets, Palgrave Macmillan (2020), ISBN 978-3030443405.


Correla­tion Risk in the Con­text of Mar­ket Turbu­len­ces Du­ring the COVID-19 Pan­demic and BCBS Stress Test­ing Prin­ci­plesJour­nal of Mathe­ma­ti­cal Finance, 10 (2020) No. 4, 612-630.


Renaissance des Handels in der Krise?die bank, 06/2020, 14-17.


Ex­plain­ing Asset Mana­gers pre­fe­rence for the P&L method over RPAs when pay­ing for Re­search under MiFID IIFinance Research Letters, 28C (2019), 45-52.


Regu­la­tion, econo­mies of scale and credit Ra­tings: A puzzle of de­clining mar­ket con­cen­tra­tion in the OTC de­ri­va­tives mar­ketFinance Research Letters, 29 (2019), 292-296.


Price formation of FICC re­search follow­ing MiFID II un­bundling rules, Jour­nal of Fi­nan­cial Re­gu­la­tion and Compliance, 28(2019) No. 1, 97-113.


Abwärtswettlauf der Handels­ab­teilungen von deutschen Bankendie bank, 06/2019, 38-40.


Client-Proximity-Based Spatial Clustering of European Corporate and In­vest­ment Banking After a Hard BrexitFinance Research Letters, 27C (2018), 241-246.


Die Illusion im Bilanz­struktur­management: Kompensierende Wirkung zwischen Konditions- und Fristen­trans­for­ma­tions­marge?die bank, 07/2018, 34-35.


Competitive interaction between financial market architectures: theory and empirical evidence, Diss. Thesis, Bamberg: Difo-Druck, 1995.


Kampf um Marktanteile, Schweizer Bank, 10 (1995), 54-57.


Vassilicos J.C., Demos A., Tata F. (1993),
No Evi­dence of Chaos But Some Evi­dence of Multi­frac­tals in the Foreign Ex­change and the Stock Mar­kets. In: Crilly A.J., Earn­shaw R.A., Jones H. (eds) Appli­ca­tions of Frac­tals and Chaos. Springer, Ber­lin, Hei­del­berg, 249-265.


The economic time scale high-frequency data. the microcosms of financial markets, Discussion Paper, Volkswirtschaftliche Abteilung der Hochschule St. Gallen, 71 (1993).


On the Interdependence of Band Yields using High Frequency Data, Discussion Paper, New York University Salomon Center working paper series S-92-7 (1992).


Tata, F., Vassilicos, J.C. (1992), Chaos in the Stock and Forex Markets?, Discussion Paper, Volkswirtschaftliche Abteilung der Hochschule St. Gallen, 64 (1992).


Vassilicos J.C., Demos A., Tata F. (1992), No Evidence of Chaos But Some Evidence of Multifractals in the Foreign Exchange and the Stock Markets, Discussion Paper, LSE Financial Markets Group, 143 (1992).


Tata, F., Vassilicos, J.C. (1992), Is there Chaos in Economic Time Series? A Study of the Stock and the Foreign Exchange Markets, Discussion Paper, LSE Financial Markets Group, 120 (1991).


Is the Foreign Exchange Market Characterized by Nonlinearity?, Discussion Paper, LSE Financial Markets Group, 118 (1991).


Nichtlinearität im Devisenmarkt, Discussion Paper, Schweizerisches Institut für Banken und Finanzen Hochschule St. Gallen, 1990.


IMPRESSUM.

Dr. Fidelio Tata
Elisabethkirchstr. 2
10115 Berlin
Tel. +49 151 64419612
FAX +49 30 33006090‬
fidelio@fideliotata.com

USt-Id Nr. DE313212973

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