Financial Engineering: A handbook for managing the risk-reward relationship - Rilegato

Errington, Charles

Rilegato

ISBN 10: 0333597168 ISBN 13: 9780333597163

Casa editrice: Palgrave Macmillan, 1994

Riassunto

Financial Engineering is a text with a methodological thread, making it appropriate as a reference text. Risk management and measure and control of volatility is a major theme, but broader financial issues are also covered to provide the reader with a conceptual framework to manipulate and evaluate financial instruments. Errington's text analyses the spectrum of financial engineering including explanations of financial axioms and mathematical techniques with a summary of the instruments and worked examples of how they operate. As well as risk management, arbitrageurs are also catered for, to show how instruments can be valued, deconstructed and repackaged.

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Contenuti

Introduction - Financial Engineers, Technology and the Holistic Market - Financial Fundamentals - The Arbitrage Mechanism - Principles of Risk Management - Dissecting the Yield Curve - Short Term Money Market Instruments - Techniques for Treasury Traders - Currency Markets - Techniques for Currency Traders - Medium and Long Term Debt Instruments - Techniques for Bond Traders - Swaps - Techniques for Swap Traders - Equity Markets - Equity Fund Management Techniques - Managing the Risk- Reward Relationship - Appendix Section: A: Case Study: First National Bank - B: Case Study: Ballpark Holdings - C: Case Study: Superfire Investments - D: Mathematical Formulae for Financial Engineers

Dettagli dell'edizione

• Editore: Palgrave Macmillan
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 0333597168
• ISBN 13: 9780333597163
• Rilegatura: Copertina rigida
• Numero di pagine: 303
• Contatto del produttore: Paradox Interactive; https://plaion.com/; ; Embracer Platz 1; H�fen; 6604; Austria