Financial Engineering
110.00
USD
Book Details
Author(s)Brian Eales
PublisherPalgrave Macmillan
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.
