Financial Engineering : the Evolution of a Profession.
"A comprehensive guide to the essential aspects of financial engineering Divided into four informative parts, this resource puts financial engineering in perspective and gives readers a better understanding of how it can be applied in real-world situations. Readers will gain familiarity with th...
| Κύριος συγγραφέας: | |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Wiley,
2011.
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| Σειρά: | Robert W. Kolb series ;
2 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Front Matter
- Overview. The History of Financial Engineering from Inception to Today / Tanya Beder
- Careers in Financial Engineering / Spencer Jones
- A Profile of Programs and Curricula with a Financial Engineering Component / John Cornish
- Financial Engineering and the Evolution of Major Markets. The Fixed Income Market / Peruvemba Satish
- The U.S. Mortgage Market / Bruce Mcnevin
- The Equity Market / Gary L Gastineau, John F Marshall
- The Foreign Exchange Market / Laurent L Jacque
- The Commodity Market / Helen Lu, Cara M Marshall
- The Credit Market / Frank Iacono
- Key Applications of Financial Engineering. Securitized Products / Konstantin Braun
- Structured Products / Timothy A Day
- Thoughts on Retooling Risk Management / Tanya Beder, Spencer Jones
- Financial Engineering and Macroeconomic Innovation / Cara M Marshall, John H O'connell
- Independent Valuation for Financially-Engineered Products / Cindy W Ma, Andrew Macnamara
- Quantitative Trading in Equities / Kun Gao
- Systematic Trading in Foreign Exchange / Chris Attfield, Mel Mayne
- Case Studies in Financial Engineering: The Good, The Bad, and The Ugly. Case Studies Introduction / Penny Cagan
- Mortgage Case Studies: Countrywide and Northern Rock
- Derivatives Case Studies: SocGen, Barings, and Allied Irish/Allfirst
- Fixed Income Case Study, Swap Market: The Allstate Corporation
- Lessons from Funds: LTCM, Florida, and Orange County
- Credit Derivatives Case Studies: AIG and Merrill Lynch
- Special Topics in Financial Engineering. Performance Fees / Mark P Kritzman
- Musings About Hedging / Ira Kawaller
- Operational Risk / Monique Miller
- Legal Risk / Jordana Krohley
- Portable Alpha / Tanya Beder, Giovanni Beliossi
- The No-Arbitrage Condition in Financial Engineering: Its Use and Misuse / Andrew Aziz
- Influencing Financial Innovation: The Management of Systemic Risks and the Role of the Public Sector / Todd Groome, John Kiff, Paul Mills
- Appendices. Appendix A: It Tools for Financial Asset Management and Engineering
- Appendix B: About the Companion Website
- About the Editors
- Index
- Glossary.
- pt. 1. Overview
- pt. 2. Financial engineering and the evolution of major markets
- pt. 3. Key applications of financial engineering
- pt. 4. Case studies in financial engineering : the good, the bad, and the ugly
- pt. 5. Special topics in financial engineering
- pt. 6. Appendices.
