Financial Engineering: Derivatives and Risk Management
| Author | : | |
| Rating | : | 4.76 (738 Votes) |
| Asin | : | 0471495840 |
| Format Type | : | paperback |
| Number of Pages | : | 798 Pages |
| Publish Date | : | 2017-12-20 |
| Language | : | English |
DESCRIPTION:
Ideal Intro bk for a Financial Engineering/Risk Mgt course Reader from New York This is probably the ideal introductory textbook for advanced undergrad or MBA/MSc Finance majors for their first Financial Engineering or Risk Management courses.New students of these subjects would benefit more from reading this textbook than from reading the much more celebrated (whether deserving or not is up to debate) and yet much more expensive John Hull's classic 'Options, Futures, and other Derivatives', despite the fact that Hull. "This is the best one I ever bought. Strongly recommend." according to Aacanhq Qvunsz. I have used this repeatedly . And it still works . I love it Handy little device. I am so pleased with this product Totally would recommend to anyone in need of such thing. everyone needs these the top quality
Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. Practical risk management issues are examined in depth. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. This b
KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. DIRK NITSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City university Business School. . He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions. He has been an advisor to the Bank of England and UK Treasury and a visitor
Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software . Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. Real options theory and its use in investment appraisal and i