Financial Engineering: Derivatives and Risk Management
Description:
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
Best prices to buy, sell, or rent ISBN 9780471495840
Frequently Asked Questions about Financial Engineering: Derivatives and Risk Management
The price for the book starts from $8.08 on Amazon and is available from 25 sellers at the moment.
At BookScouter, the prices for the book start at $4.29. Feel free to explore the offers for the book in used or new condition from various booksellers, aggregated on our website.
If you’re interested in selling back the Financial Engineering: Derivatives and Risk Management book, you can always look up BookScouter for the best deal. BookScouter checks 30+ buyback vendors with a single search and gives you actual information on buyback pricing instantly.
As for the Financial Engineering: Derivatives and Risk Management book, the best buyback offer comes from and is $ for the book in good condition.
The Financial Engineering: Derivatives and Risk Management book is in very low demand now as the rank for the book is 3,663,981 at the moment. A rank of 1,000,000 means the last copy sold approximately a month ago.
The highest price to sell back the Financial Engineering: Derivatives and Risk Management book within the last three months was on January 04 and it was $0.61.