Financial Engineering [Paperback]by Brian EalesThis book is OUT OF PRINT You may be able to find a copy at ABE Books Description of Financial EngineeringThis work is a guide to the creative use of financial products (e.g derivatives, financial models, statistical inference) to maximise the value of a portfolio and reduce the risk associated with this kind of investment. For the more advanced topics there are a series of spreadsheets which allow the user to price a variety of exotic options, in binomial and Black & Scholes frameworks, value equity and other special swap structures, analyze option hedging positions, incorporating bid ask spreads and volatility smiles and frowns. Their operation is clearly described and integrated in the main body of the text.Title Information
Press and Industry Reviews'Good range of worked examples...useful excel files.'Dr Haggett, University of Brighton Write a review of this book Customer Reviews from AmazonAbout Brian EalesBRIAN EALES is a Principal Lecturer in Financial Economics in the Department of Economics at London Guildhall University. He has capital markets experience through his work at Commerzbank and extensive City consultancy work. He also has a strong record of practitioner oriented research and has published findings and reviews widely. He is the author of Financial Risk Management.Contents of Financial EngineeringIntroductionThe Building Blocks: Exchange-Based Contracts Forward Rate Agreements and Interest Rate Swaps Forward Exchange Rates and Currency Swaps Equity Swaps Regular and Exotic Options Alternative Pricing Approaches Fixed Income Securities Convertible Bonds Applications |
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