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Item Details
| Title:
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FINANCIAL ENGINEERING
DERIVATIVES AND RISK MANAGEMENT |
| By: |
Keith Cuthbertson, Dirk Nitzsche |
| Format: |
Paperback |
| List price:
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£48.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0471495840 |
| ISBN 13: |
9780471495840 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
24 April, 2001 |
| Pages: |
798 |
| Description: |
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. |
| Synopsis: |
This text provides a thorough treatment of futures, a plain vanillaa 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: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software |
| Illustrations: |
Ill. |
| Publication: |
UK |
| Imprint: |
John Wiley & Sons Ltd |
| Returns: |
Returnable |
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