Search Books

Financial Engineering

Author Brian Eales
Publisher Palgrave Macmillan
📄 Viewing lite version Full site ›
🌎 Shop on Amazon — choose country
110.00 USD
🛒 Buy New on Amazon 🇺🇸 🏷 Buy Used — $14.49
Share:
Book Details
Author(s)Brian Eales
ISBN / ASIN0312230486
ISBN-139780312230487
Sales Rank9,255,253
MarketplaceUnited States 🇺🇸

Description

Financial Engineering details the creative use of financial products to maximize 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.