Financial Engineering: Derivatives and Risk Management

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9780471495840: Financial Engineering: Derivatives and Risk Management

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. He has been an advisor to the Bank of England and UK Treasury and a visitor at the Federal Reserve. He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions.
DIRK NITSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City university Business School.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Keith Cuthbertson
Editore: John Wiley and#38; Sons (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descrizione libro John Wiley and#38; Sons, 2001. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471495840

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2.

Keith Cuthbertson
Editore: Wiley 2001-04-24, Chichester (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descrizione libro Wiley 2001-04-24, Chichester, 2001. paperback. Condizione libro: New. Codice libro della libreria 9780471495840

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3.

Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Paperback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. This text provides a thorough treatment of futures, a plain vanillaa 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: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software. Codice libro della libreria AAZ9780471495840

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4.

Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuovi Paperback Prima edizione Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Paperback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. This text provides a thorough treatment of futures, a plain vanillaa 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: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software. Codice libro della libreria AAZ9780471495840

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Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuovi Paperback Quantità: 2
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THE SAINT BOOKSTORE
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Valutazione libreria
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Descrizione libro John Wiley and Sons Ltd. Paperback. Condizione libro: new. BRAND NEW, Financial Engineering: Derivatives and Risk Management, Keith Cuthbertson, Dirk Nitzsche, This text provides a thorough treatment of futures, a plain vanillaa 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: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software. Codice libro della libreria B9780471495840

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6.

Cuthbertson, Keith; Nitzsche, Dirk
Editore: John Wiley and Sons Ltd (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuovi Brossura Prima edizione Quantità: 2
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Descrizione libro John Wiley and Sons Ltd, 2001. Condizione libro: New. 2001. 1st Edition. Paperback. Offering a market--oriented approach enabling the reader to understand the subject in a broader context, this book covers up--to--date topics such as value at risk and credit risk. Presented in a mathematically--friendly tone, the material provides an accessible introduction to risk management and derivatives. Num Pages: 798 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 189 x 57. Weight in Grams: 1528. . . . . . . Codice libro della libreria V9780471495840

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Keith Cuthbertson
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ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descrizione libro John Wiley and#38; Sons, 2001. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780471495840

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Descrizione libro Condizione libro: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Codice libro della libreria AIND-31264

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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0471495840. Codice libro della libreria ST0471495840

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Editore: John Wiley & Sons (2016)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471495840_lsuk

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