Financial Engineering by Keith Cuthbertson
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Financial Engineering
By Keith Cuthbertson

Financial Engineering

Derivatives and Risk Management

By (author) See other recent books by Keith Cuthbertson See other recent books by Dirk Nitzsche
Format: Paperback

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Financial Engineering by Keith Cuthbertson

Book Description

This text provides a thorough treatment of futures, a plain vanillaa options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand--alone text or as a follow--on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real--world emphasis throughout, and include features such as: aeo topic boxes, worked examples and learning objectives aeo Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases aeo supporting web site including Lecturera s Resource Pack and Student Centre with interactive Excel and GAUSS software

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Book Details

ISBN: 9780471495840
ISBN-10: 0471495840
Format: Paperback
(247mm x 190mm x 41mm)
Pages: 798
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 24-Apr-2001
Country of Publication: United Kingdom

Books By Author Keith Cuthbertson

Investments by Keith Cuthbertson Investments, Paperback (July 2008)

Designed for MBA and advanced undergraduate students taking a course in investments/introduction to finance/financial markets. These courses aim to introduce students to the financial markets and instruments (including money markets, fixed income, equities and FX markets).

Quantitative Financial Economics by Keith Cuthbertson Quantitative Financial Economics, Paperback (November 2004)

Reflects the theoretical and econometric/empirical advances in the financial markets. This book provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis.

» View all books by Keith Cuthbertson


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Author Biography - Keith Cuthbertson

KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. He has been an advisor to the Bank of England and UK Treasury and a visitor at the Federal Reserve. He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions. DIRK NITSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City university Business School.

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Investments by Keith Cuthbertson
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Financial Engineering by Dirk Nitzsche
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