Financial Engineering: Derivatives and Risk Management
| Author | : | |
| Rating | : | 4.33 (990 Votes) |
| Asin | : | 0471495840 |
| Format Type | : | paperback |
| Number of Pages | : | 798 Pages |
| Publish Date | : | 2017-02-16 |
| Language | : | English |
DESCRIPTION:
Practical risk management issues are examined in depth. 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. 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. Real options theory and its use in inv
"Ideal Intro bk for a Financial Engineering/Risk Mgt course" according to 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's book is a favorite amon. This is the best one I ever bought. Strongly recommend. 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
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. 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. 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 . From the Back
DIRK NITSCHE is a lecturer in 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 is also a Visiting Lecturer at City university Business School. . He has held chairs at the University of Newcastle