Coverart for item
The Resource Financial engineering : derivatives and risk management, Keith Cuthbertson and Dirk Nitzsche

Financial engineering : derivatives and risk management, Keith Cuthbertson and Dirk Nitzsche

Label
Financial engineering : derivatives and risk management
Title
Financial engineering
Title remainder
derivatives and risk management
Statement of responsibility
Keith Cuthbertson and Dirk Nitzsche
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorName
Cuthbertson, Keith
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Nitzsche, Dirk
http://library.link/vocab/subjectName
  • Derivative securities
  • Financial engineering
  • Risk management
Label
Financial engineering : derivatives and risk management, Keith Cuthbertson and Dirk Nitzsche
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 765-768) and indexes
Contents
  • Preface
  • Pt. 1.
  • Derivatives: An Overview
  • Ch. 1.
  • Derivatives: An Overview.
  • p. 3
  • Pt. 2.
  • Forwards and Futures
  • Ch. 2.
  • Futures Markets.
  • p. 25
  • Ch. 3.
  • Stock Index Futures.
  • p. 59
  • Ch. 4.
  • Currency Forwards and Futures.
  • p. 83
  • Ch. 5.
  • Short-Term Interest Rate Futures.
  • p. 105
  • Ch. 6.
  • T-Bond Futures.
  • p. 143
  • Pt. 3.
  • Options and Swaps
  • Ch. 7.
  • Options Markets.
  • p. 169
  • Ch. 8.
  • Options Pricing.
  • p. 191
  • Ch. 9.
  • Hedging and Volatility.
  • p. 237
  • Ch. 10.
  • Option Spreads and Stock Options.
  • p. 273
  • Ch. 11.
  • Foreign Currency Options.
  • p. 301
  • Ch. 12.
  • Futures Options.
  • p. 319
  • Ch. 13.
  • Portfolio Insurance.
  • p. 333
  • Ch. 14.
  • Swamps.
  • p. 353
  • Pt. 4.
  • Advanced Derivatives and Stochastic Processes
  • Ch. 15.
  • Interest Rate Derivatives.
  • p. 391
  • Ch. 16.
  • Complex Derivatives.
  • p. 417
  • Ch. 17.
  • Asset Price Dynamics.
  • p. 441
  • Ch. 18.
  • Pricing Interest Rate Derivatives.
  • p. 489
  • Ch. 19.
  • Real Options (Alexander Workman, co-author).
  • p. 527
  • Pt. 5.
  • Risk and Regulation
  • Ch. 20.
  • Regulation of Financial Institutions.
  • p. 563
  • Ch. 21.
  • Regulatory Framework in the UK and US.
  • p. 583
  • Ch. 22.
  • Market Risk.
  • p. 599
  • Ch. 23.
  • VaR: Mapping Cash Flows.
  • p. 627
  • Ch. 24.
  • VaR: Statistical Issues.
  • p. 657
  • Ch. 25.
  • Credit Risk.
  • p. 693
  • Glossary.
  • p. 735
  • List of Symbols.
  • p. 753
  • List of 'Topic Boxes'.
  • p. 759
  • Internet Sites.
  • p. 761
  • References.
  • p. 765
  • Author Index.
  • p. 769
  • Subject Index.
  • p. 771
Control code
13725133
Dimensions
25 cm.
Extent
xxi, 776 p.
Isbn
9780471495840
Lccn
00067212
Other physical details
ill.
Label
Financial engineering : derivatives and risk management, Keith Cuthbertson and Dirk Nitzsche
Publication
Bibliography note
Includes bibliographical references (p. 765-768) and indexes
Contents
  • Preface
  • Pt. 1.
  • Derivatives: An Overview
  • Ch. 1.
  • Derivatives: An Overview.
  • p. 3
  • Pt. 2.
  • Forwards and Futures
  • Ch. 2.
  • Futures Markets.
  • p. 25
  • Ch. 3.
  • Stock Index Futures.
  • p. 59
  • Ch. 4.
  • Currency Forwards and Futures.
  • p. 83
  • Ch. 5.
  • Short-Term Interest Rate Futures.
  • p. 105
  • Ch. 6.
  • T-Bond Futures.
  • p. 143
  • Pt. 3.
  • Options and Swaps
  • Ch. 7.
  • Options Markets.
  • p. 169
  • Ch. 8.
  • Options Pricing.
  • p. 191
  • Ch. 9.
  • Hedging and Volatility.
  • p. 237
  • Ch. 10.
  • Option Spreads and Stock Options.
  • p. 273
  • Ch. 11.
  • Foreign Currency Options.
  • p. 301
  • Ch. 12.
  • Futures Options.
  • p. 319
  • Ch. 13.
  • Portfolio Insurance.
  • p. 333
  • Ch. 14.
  • Swamps.
  • p. 353
  • Pt. 4.
  • Advanced Derivatives and Stochastic Processes
  • Ch. 15.
  • Interest Rate Derivatives.
  • p. 391
  • Ch. 16.
  • Complex Derivatives.
  • p. 417
  • Ch. 17.
  • Asset Price Dynamics.
  • p. 441
  • Ch. 18.
  • Pricing Interest Rate Derivatives.
  • p. 489
  • Ch. 19.
  • Real Options (Alexander Workman, co-author).
  • p. 527
  • Pt. 5.
  • Risk and Regulation
  • Ch. 20.
  • Regulation of Financial Institutions.
  • p. 563
  • Ch. 21.
  • Regulatory Framework in the UK and US.
  • p. 583
  • Ch. 22.
  • Market Risk.
  • p. 599
  • Ch. 23.
  • VaR: Mapping Cash Flows.
  • p. 627
  • Ch. 24.
  • VaR: Statistical Issues.
  • p. 657
  • Ch. 25.
  • Credit Risk.
  • p. 693
  • Glossary.
  • p. 735
  • List of Symbols.
  • p. 753
  • List of 'Topic Boxes'.
  • p. 759
  • Internet Sites.
  • p. 761
  • References.
  • p. 765
  • Author Index.
  • p. 769
  • Subject Index.
  • p. 771
Control code
13725133
Dimensions
25 cm.
Extent
xxi, 776 p.
Isbn
9780471495840
Lccn
00067212
Other physical details
ill.

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
Processing Feedback ...