Financial Engineering Derivatives and Risk Management

Name: Financial Engineering Derivatives and Risk Management
Price: 20.28 USD
Availability: InStock
ISBN: 9780471495840

ISBN-10: 0471495840

ISBN-13: 9780471495840

Edition: 2001

Authors: Keith Cuthbertson, Dirk Nitzsche

List price: $109.95

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This text provides thorough treatment of futures, plain vanilla options, swaps and the use of exotic, interest rate options in speculation and hedging. Pricing of options using numerical methods such as lattices are also covered.

Book details

List price: $109.95
Copyright year: 2001
Publisher: John Wiley & Sons, Incorporated
Publication date: 6/8/2001
Binding: Paperback
Pages: 800
Size: 7.56" wide x 9.78" long x 1.81" tall
Weight: 3.278
Language: English



Preface


Derivatives: An Overview


Derivatives: An Overview


Forwards and Futures


Futures Markets


Stock Index Futures


Currency Forwards and Futures


Short-Term Interest Rate Futures


T-Bond Futures


Options and Swaps


Options Markets


Options Pricing


Hedging and Volatility


Option Spreads and Stock Options


Foreign Currency Options


Futures Options


Portfolio Insurance


Swaps


Advanced Derivatives and Stochastic Processes


Interest Rate Derivatives


Complex Derivatives


Asset Price Dynamics


Pricing Interest Rate Derivatives


Real Options (Alexander Workman, Co-Author)


Risk and Regulation


Regulation of Financial Institutions


Regulatory Framework in the UK and US


Market Risk


VaR: Mapping Cash Flows


VaR: Statistical Issues


Credit Risk


Glossary


List of Symbols


List of 'Topic Boxes'


Internet Sites


References


Author Index


Subject Index