Financial Times Handbook of Financial Engineering, The: Using Derivatives To Manage Risk, 3rd edition

Published by FT Publishing International (June 11, 2013) © 2013

  • Lawrence Galitz
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The Financial Times Handbook of Financial Engineering clearly explains the tools of financial engineering, showing you the formulas behind the tools, illustrating how they are applied, priced and hedged.

All applications in this book are illustrated with fully-worked practical examples, and recommended tactics and techniques are tested using recent data.

  • 1.  Introduction
  • 2.  The Cash Markets
  • 3.  Forward Rates
  • 4.  FRAs
  • 5.  Financial Futures
  • 6.  Short-Term Interest Rate Futures
  • 7.  Bond and Stock Index Futures
  • 8.  Swaps
  • 9.  Pricing
  • 10. Options – Basics and Pricing
  • 10A. Options – Volatility and the Greeks
  • 11. Options - From Building Blocks to Portfolios
  • 12.  Interest Rate and Exotic Options
  • 13.  Introducing Credit Derivatives
  • 13A.  CDS Pricing and Credit Indices
  • 14.  Applications for Financial Engineering
  • 15.  Managing Currency Risk
  • 16.  Managing Interest-Rate Risk using FRAs, Futures and Swaps
  • 17.  Managing Interest-Rate Risk – Using Options and Option-Based Instruments
  • 18.  Managing Equity Risk
  • 19.  Managing Commodity Risk
  • 20.  Managing Credit Risk
  • 21.  Structured Products

 

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