Risk Management Financial Engineering

Risk Management Financial Engineering

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This title is designed for graduate and advanced undergraduate courses in financial engineering, risk management, options, and derivatives in departments of business, economics, and mathematics. Rooted in market practice, it focuses on over-the-counter markets for derivatives.show more

Product details

  • Hardback | 520 pages
  • Pearson Education (US)
  • Upper Saddle River, United States
  • English
  • tables, glossary
  • 0130206741
  • 9780130206749

Table of contents

Interest Rate Markets; Forward Contracts; Swaps; Futures Contracts; Hedging Using Futures; Stock Options; Using Options as Building Blocks; Introduction to Binomial Trees; Valuing Stock Options; Extension of Results to Value Options on Stock Indices, Currencies, and Futures; The Greek Letters; Valuation Using Binomial Trees; Volatility Smiles; Exotic Options; Valuation of Simple Interest Rate Derivatives; Building Trees to Value More Complex Interest Rate Derivatives; Non-standard Swaps; Value at Risk; Estimating Volatilities and Correlations; Credit Risk; DerivaGem Software.show more