Financial Engineering

Derivatives and Risk Management

Häftad, Engelska, 2001

879 kr

Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

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

Produktinformation

Utgivningsdatum2001-04-24
Mått192 x 249 x 46 mm
Vikt1 418 g
FormatHäftad
SpråkEngelska
Antal sidor800
FörlagJohn Wiley & Sons Inc
ISBN9780471495840

Tillhör följande kategorier

Finansiering inom Ekonomi och Ledarskap

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 in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City university Business School.

Mer från samma författare

Quantitative Financial Economics

Keith Cuthbertson, Dirk Nitzsche, UK) Cuthbertson, Keith (Imperial College, London, UK) Nitzsche, Dirk (Imperial College, London

Häftad

709 kr

Investments

Keith Cuthbertson, Dirk Nitzsche, London) Cuthbertson, Keith (CASS Business School, Dirk (CASS Business School) Nitzsche

Häftad

1 039 kr

Derivatives

Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan, Keith (Newcastle upon Tyne University and City University Business School) Cuthbertson, UK) Nitzsche, Dirk (Imperial College, London

Häftad

519 kr

Exchange Rate Environment

Simon Brooks, Keith Cuthbertson, David G. Mayes, UK) Cuthbertson, Keith (City University, New Zealand) Mayes, David G. (University of Auckland

Inbunden

1 549 kr

Exchange Rate Environment

Simon Brooks, Keith Cuthbertson, David G. Mayes, UK) Cuthbertson, Keith (City University, New Zealand) Mayes, David G. (University of Auckland

Häftad

509 kr

Du kanske också är intresserad av

Quantitative Financial Economics

Keith Cuthbertson, Dirk Nitzsche, UK) Cuthbertson, Keith (Imperial College, London, UK) Nitzsche, Dirk (Imperial College, London

Häftad

709 kr

Investments

Keith Cuthbertson, Dirk Nitzsche, London) Cuthbertson, Keith (CASS Business School, Dirk (CASS Business School) Nitzsche

Häftad

1 039 kr

Derivatives

Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan, Keith (Newcastle upon Tyne University and City University Business School) Cuthbertson, UK) Nitzsche, Dirk (Imperial College, London

Häftad

519 kr