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Financial Engineering Derivatives and Risk Management Keith Cuthbertson Dirk Nitzsche 9780471495840 Books Free PDF Reader ZGZ

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    • 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
    Keith Cuthbertson, Dirk Nitzsche,Financial Engineering Derivatives and Risk Management,Wiley,0471495840,Derivative securities,Derivative securities.,Financial engineering,Financial engineering.,Risk management,Risk management.,BUSINESS ECONOMICS,BUSINESS ECONOMICS / Finance / Financial Engineering,BUSINESS ECONOMICS / Finance / General,BUSINESS ECONOMICS / Investments Securities / General,Betriebswirtschaft,Business Economics/Investments Securities - General,Business / Economics / Finance,Business/Economics,Finance,Finance - General,General Finance Investments,HC,HC/Wirtschaft/Betriebswirtschaft,Institutional Corporate Finance,Investment securities,Investment Finance,Investments Securities,Investments Securities - General,Risk management,Risk management.,Stochastic Processes,Wirtschaft,treatment; plain; exotic; use; speculation; numerical; lattices; methods; bopm; mone; difference; carlo; time; continuous; additon; solutions; mathematics; practical; biotechnology companies; internet; appraisal; real; investment; provide; theory,BUSINESS ECONOMICS / Finance / Financial Engineering,BUSINESS ECONOMICS / Finance / General,BUSINESS ECONOMICS / Investments Securities / General,Business Economics/Investments Securities - General,Finance - General,Investments Securities - General,Business / Economics / Finance,Investment Finance,Stochastic Processes,Business Economics,Business/Economics,Finance,Investment securities,HC/Wirtschaft/Betriebswirtschaft

    Financial Engineering Derivatives and Risk Management Keith Cuthbertson Dirk Nitzsche 9780471495840 Books Reviews :



    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

    Keith Cuthbertson, Dirk Nitzsche,Financial Engineering Derivatives and Risk Management,Wiley,0471495840,Derivative securities,Derivative securities.,Financial engineering,Financial engineering.,Risk management,Risk management.,BUSINESS ECONOMICS,BUSINESS ECONOMICS / Finance / Financial Engineering,BUSINESS ECONOMICS / Finance / General,BUSINESS ECONOMICS / Investments Securities / General,Betriebswirtschaft,Business Economics/Investments Securities - General,Business / Economics / Finance,Business/Economics,Finance,Finance - General,General Finance Investments,HC,HC/Wirtschaft/Betriebswirtschaft,Institutional Corporate Finance,Investment securities,Investment Finance,Investments Securities,Investments Securities - General,Risk management,Risk management.,Stochastic Processes,Wirtschaft,treatment; plain; exotic; use; speculation; numerical; lattices; methods; bopm; mone; difference; carlo; time; continuous; additon; solutions; mathematics; practical; biotechnology companies; internet; appraisal; real; investment; provide; theory,BUSINESS ECONOMICS / Finance / Financial Engineering,BUSINESS ECONOMICS / Finance / General,BUSINESS ECONOMICS / Investments Securities / General,Business Economics/Investments Securities - General,Finance - General,Investments Securities - General,Business / Economics / Finance,Investment Finance,Stochastic Processes,Business Economics,Business/Economics,Finance,Investment securities,HC/Wirtschaft/Betriebswirtschaft

    Financial Engineering Derivatives and Risk Management [Keith Cuthbertson, Dirk Nitzsche] on . 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)


     

    Product details

    • Paperback 798 pages
    • Publisher Wiley; 1 edition (June 6, 2001)
    • Language English
    • ISBN-10 9780471495840
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