Description

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. 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. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications.
Practical risk management issues are examined in depth. 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.
This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors.
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

Financial Engineering: Derivatives and Risk Management

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£48.99

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Usually despatched within 5 days
Paperback / softback by Keith Cuthbertson , Dirk Nitzsche

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Short Description:

This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 24/04/2001
    ISBN13: 9780471495840, 978-0471495840
    ISBN10: 0471495840

    Number of Pages: 800

    Non Fiction , Business, Finance & Law

    Description

    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. 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. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications.
    Practical risk management issues are examined in depth. 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.
    This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors.
    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

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