Main Risk Finance and Asset Pricing: Value, Measurements, and Markets
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Risk Finance and Asset Pricing: Value, Measurements, and Markets

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A comprehensive guide to financial engineering that stresses real-world applications

Financial engineering expert Charles S. Tapiero has his finger on the pulse of shifts coming to financial engineering and its applications. With an eye toward the future, he has crafted a comprehensive and accessible book for practitioners and students of Financial Engineering that emphasizes an intuitive approach to financial and quantitative foundations in financial and risk engineering. The book covers the theory from a practitioner perspective and applies it to a variety of real-world problems.

  • Examines the cornerstone of the explosive growth in markets worldwide
  • Presents important financial engineering techniques to price, hedge, and manage risks in general
  • Author heads the largest financial engineering program in the world Author Charles Tapiero wrote the seminal work Risk and Financial Management.
Content: Chapter 1 Risk, Finance, Corporate Management, and Society (pages 1–33): Chapter 2 Applied Finance (pages 35–62): Chapter 3 Risk Measurement and Volatility (pages 63–108): Chapter 4 Risk Finance Modeling and Dependence (pages 109–139): Chapter 5 Risk, Value, and Financial Prices (pages 141–175): Chapter 6 Applied Utility Finance (pages 177–204): Chapter 7 Derivative Finance and Complete Markets (pages 205–258): Chapter 8 Options Applied (pages 259–290): Chapter 9 Credit Scoring and the Price of Credit Risk (pages 291–351): Chapter 10 Multi?Name and Structured Credit Risk Portfolios (pages 353–405): Chapter 11 Engineered Implied Volatility and Implied Risk?Neutral Distributions (pages 407–437):
Request Code : ZLIBIO1001873
Categories:
Year:
2010
Language:
English
Pages:
466
ISBN 13:
9781118268155
ISBN:
9780470549469,9781118268155

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