Overview

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.

Full Product Details

Author:   Lawrence Galitz
Publisher:   Pearson Education Limited
Imprint:   FT Publishing International
Edition:   3rd edition
Dimensions:   Width: 17.00cm , Height: 4.40cm , Length: 24.00cm
Weight:   1.280kg
ISBN:  

9780273742401

ISBN 10:   027374240
Pages:   768
Publication Date:   18 April 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order  
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Table of Contents

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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Author Information

Lawrence Galitz is a director and founder of ACF Consultants, a leading provider of financial markets training to major investment banks, central banks, investment institutions and corporations around the world. He is also a director of Acumen Technologies, which produces eLearning and learning management solutions. In these roles he has developed an international reputation both as a dynamic and exceptionally gifted instructor, and also as a writer of great clarity. His innovative blended learning techniques, integrating eLearning and simulation with instructor-led training, create a highly motivating, multi-faceted learning experience.   Lawrence Galitz has a PhD in banking and finance and has extensive experience of consulting for a wide range of clients in the global financial markets.  

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