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Financial Times Handbook of Financial Engineering: Using Derivatives to Manage Risk: Financial Times Series

Autor Lawrence. Galitz
en Limba Engleză Paperback – 17 apr 2013

"The Financial Times Handbook of Financial Engineering "clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged.

All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data."

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Specificații

ISBN-13: 9780273742401
ISBN-10: 027374240X
Pagini: 752
Ilustrații: Illustrations
Dimensiuni: 170 x 239 x 43 mm
Greutate: 1.28 kg
Ediția:3 Rev ed.
Editura: Pearson Education
Seria Financial Times Series


Notă biografică

Lawrence Galitz is a director and founder of ACF Consultants, a leading provider of financial markets training to major investment banks, central banks, investment institutions and corporations around the world. He is also a director of Acumen Technologies, which produces eLearning and learning management solutions. In these roles he has developed an international reputation both as a dynamic and exceptionally gifted instructor, and also as a writer of great clarity. His innovative blended learning techniques, integrating eLearning and simulation with instructor-led training, create a highly motivating, multi-faceted learning experience. Lawrence Galitz has a PhD in banking and finance and has extensive experience of consulting for a wide range of clients in the global financial markets.

Cuprins

  • 1. Introduction
  • 2. The Cash Markets
  • 3. Forward Rates
  • 4. FRAs
  • 5. Financial Futures
  • 6. Short-Term Interest Rate Futures
  • 7. Bond and Stock Index Futures
  • 8. Swaps
  • 9. Pricing
  • 10. Options - Basics and Pricing
  • 10A. Options - Volatility and the Greeks
  • 11. Options - From Building Blocks to Portfolios
  • 12. Interest Rate and Exotic Options
  • 13. Introducing Credit Derivatives
  • 13A. CDS Pricing and Credit Indices
  • 14. Applications for Financial Engineering
  • 15. Managing Currency Risk
  • 16. Managing Interest-Rate Risk using FRAs, Futures and Swaps
  • 17. Managing Interest-Rate Risk - Using Options and Option-Based Instruments
  • 18. Managing Equity Risk
  • 19. Managing Commodity Risk
  • 20. Managing Credit Risk
  • 21. Structured Products


Textul de pe ultima copertă

Whether you are an experienced hedge fund manager or new to the world of finance, this comprehensive handbook identifies all the things you really need to know about minimising financial risk and how to put the tools into practice.

"The Handbook of Financial Engineering "in an introduction to the devices used in managing financial risk. It explains the theory behind each instrument and shows you how they are applied, priced and hedged All applications are illustrated with fully-worked examples

""

Through its clear and informative style, this fully updated edition of the "Financial Times Handbook of Financial Engineering"

Explains what financial engineering is and discusses the nature of risk Gives you a clear overview of the cash markets Examines forward exchange rates, FRAs and financial futures Explores swaps, options and interest rates Tells you how to manage all types of financial risk (including currency, interest-rate, equity, commodity and credit risk) Includes new chapters on CDS, CDX, iTraxx and CDOs "