Financial Engineering
A handbook for managing the risk-reward relationship
Published on 1. January 1994
Book
Paperback/Softback
VIII, 303 pages
978-1-349-13270-6 (ISBN)
Description
Financial Engineering is a text with a methodological thread, making it appropriate as a reference text. Risk management and measure and control of volatility is a major theme, but broader financial issues are also covered to provide the reader with a conceptual framework to manipulate and evaluate financial instruments. Errington's text analyses the spectrum of financial engineering including explanations of financial axioms and mathematical techniques with a summary of the instruments and worked examples of how they operate. As well as risk management, arbitrageurs are also catered for, to show how instruments can be valued, deconstructed and repackaged.
More details
Series
Edition
1st ed. 1994
Language
English
Place of publication
London
United Kingdom
Target group
Professional and scholarly
Product notice
Paperback (trade)
Unsewn / adhesive bound
Illustrations
VIII, 303 p.
Dimensions
Height: 216 mm
Width: 140 mm
Thickness: 18 mm
Weight
399 gr
ISBN-13
978-1-349-13270-6 (9781349132706)
DOI
10.1007/978-1-349-13268-3
Schweitzer Classification
Other editions
Additional editions
Book
06/1994
Palgrave Macmillan
€160.49
Shipment within 15-20 days
Content
Introduction - Financial Engineers, Technology and the Holistic Market - Financial Fundamentals - The Arbitrage Mechanism - Principles of Risk Management - Dissecting the Yield Curve - Short Term Money Market Instruments - Techniques for Treasury Traders - Currency Markets - Techniques for Currency Traders - Medium and Long Term Debt Instruments - Techniques for Bond Traders - Swaps - Techniques for Swap Traders - Equity Markets - Equity Fund Management Techniques - Managing the Risk- Reward Relationship - Appendix Section: A: Case Study: First National Bank - B: Case Study: Ballpark Holdings - C: Case Study: Superfire Investments - D: Mathematical Formulae for Financial Engineers