Business & Economics Books:

Financial Engineering

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback
Financial Engineering by Brian A. Eales
Unavailable
Sorry, this product is not currently available to order

Description

This 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.

Author Biography

BRIAN 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.
Release date NZ
February 28th, 2000
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Country of Publication
United Kingdom
Illustrations
illustrations
Imprint
Palgrave Macmillan
Pages
304
Dimensions
156x234x16
ISBN-13
9780333737859
Product ID
1632553

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...