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

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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.

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1.

Cuthbertson, Keith
Editorial: John Wiley and#38; Sons (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Cantidad: 14
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Books2Anywhere
(Fairford, GLOS, Reino Unido)
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Descripción John Wiley and#38; Sons, 2001. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780471495840

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2.

Keith Cuthbertson, Dirk Nitzsche
Editorial: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Paperback Primera edición Cantidad: 1
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The Book Depository US
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Descripción John Wiley and Sons Ltd, United Kingdom, 2001. Paperback. Estado de conservación: 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. Nº de ref. de la librería AAZ9780471495840

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3.

Keith Cuthbertson, Dirk Nitzsche
Editorial: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Paperback Primera edición Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2001. Paperback. Estado de conservación: 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. Nº de ref. de la librería AAZ9780471495840

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Keith Cuthbertson, Dirk Nitzsche
Editorial: Wiley 2001-04-24, Chichester (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos paperback Cantidad: > 20
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Blackwell's
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Descripción Wiley 2001-04-24, Chichester, 2001. paperback. Estado de conservación: New. Nº de ref. de la librería 9780471495840

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Keith Cuthbertson
Editorial: Wiley
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Paperback Cantidad: 15
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THE SAINT BOOKSTORE
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Descripción Wiley. Paperback. Estado de conservación: New. New copy - Usually dispatched within 2 working days. Nº de ref. de la librería B9780471495840

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Cuthbertson, Keith; Nitzsche, Dirk
Editorial: John Wiley and Sons Ltd (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Tapa blanda Primera edición Cantidad: 2
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Descripción John Wiley and Sons Ltd, 2001. Estado de conservación: 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. . . . . . . Nº de ref. de la librería V9780471495840

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Keith Cuthbertson
Editorial: John Wiley and#38; Sons (2001)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descripción John Wiley and#38; Sons, 2001. PAP. Estado de conservación: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería LQ-9780471495840

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Keith Cuthbertson; Dirk Nitzsche
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Descripción Estado de conservación: New. Bookseller Inventory # ST0471495840. Nº de ref. de la librería ST0471495840

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Cuthbertson
Editorial: John Wiley & Sons (2016)
ISBN 10: 0471495840 ISBN 13: 9780471495840
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Descripción John Wiley & Sons, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780471495840_lsuk

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Keith Cuthbertson, Dirk Nitzsche
ISBN 10: 0471495840 ISBN 13: 9780471495840
Nuevos Paperback Cantidad: 2
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Ria Christie Collections
(Uxbridge, Reino Unido)
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Descripción Paperback. Estado de conservación: New. Not Signed; 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 meth. book. Nº de ref. de la librería ria9780471495840_rkm

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