Financial Engineering: Derivatives and Risk ManagementISBN: 978-0-471-49584-0
Paperback
800 pages
June 2001
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Provides comprehensive coverage of derivatives, including options futures, swaps, and stochastic processes.
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Presents the treatment of derivatives within a wider risk management context.
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Includes coverage of risk management, including VaR, 'Risk Grades' stress testing, extreme value theory, contemporary models of credit risk and their relevance to current debates on global regulatory policy.
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Adopts a real-world emphasis throughout, including 'topic boxes', FT and WSJ extracts, mini cases, numerical examples and 'hands on' Excel spreadsheets.
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Supporting website including Lecturer's Resource Pack and Student Centre.