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Financial Engineering
Keith Cuthbertson
€ 63.78
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Description for Financial Engineering
Paperback. Offering a market--oriented approach enabling the reader to understand the subject in a broader context, this book covers up--to--date topics such as value at risk and credit risk. Presented in a mathematically--friendly tone, the material provides an accessible introduction to risk management and derivatives. Num Pages: 798 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 189 x 57. Weight in Grams: 1528.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2001
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
798
Condition
New
Number of Pages
800
Place of Publication
New York, United States
ISBN
9780471495840
SKU
V9780471495840
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Keith Cuthbertson
KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. He has been an advisor to the Bank of England and UK Treasury and a visitor at the Federal Reserve. He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions. DIRK NITSCHE is a lecturer ... Read more
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