ENGLISH

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

By Charles S. Tapiero(auth.)

Book information

Year
2010
ISBN
9780470549469, 9781118268155
DOI
10.1002/9781118268155
Language
english
Format
PDF
Filesize
3 MB (3655832 bytes)
Pages
466\466
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00

Description

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):

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