Financial Engineering - Derivatives & Risk Management

Autor: Keith Cuthbertson, Dirk Nitzsche

Jazyk:

Väzba: Brožovaná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

66.50 €

This text provides a thorough treatment of futures, a plain vanillaa options and swaps as well as t...

Informácie o knihe

Autor

Keith Cuthbertson, Dirk Nitzsche

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2001

Stránok

800

EAN

9780471495840

ISBN

0471495840

Enbook ID

04891703

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

1524

Rozmery

189 x 243 x 57

Kompletný popis

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

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Financial Engineering - Derivatives & Risk Management

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