- Gebundene Ausgabe: 304 Seiten
- Verlag: Irwin Professional Publishing; Auflage: New edition (14. Februar 1995)
- Sprache: Englisch
- ISBN-10: 078630362X
- ISBN-13: 978-0786303625
- Größe und/oder Gewicht: 23,6 x 16,3 x 4,1 cm
- Durchschnittliche Kundenbewertung: 5.0 von 5 Sternen Alle Rezensionen anzeigen (1 Kundenrezension)
- Amazon Bestseller-Rang: Nr. 923.747 in Englische Bücher (Siehe Top 100 in Englische Bücher)
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Produktbeschreibungen
From Library Journal
The collapse of the fixed exchange rate system in the early 1970s and its replacement by floating rates created remarkable opportunities for financial innovations. Such innovations supported by recent technological breakthroughs have enabled market participants to deal effectively with the financial risks associated with currency, interest-rate, and commodity transactions. This book is unusual in treating its subject comprehensively. Galitz, a financial consultant, clearly defines and illustrates the customized derivative securities for managing financial risk. He explains the hedging schemes, pricing mechanisms, and applications of the FRAs, SAFEs, futures, forwards, currency, and interest-rate swaps and both single and multiperiod options. He also highlights how and why these instruments are built and describes the capital, foreign exchange, and commodity markets in which these products are traded. Recommended for professionals as well as advanced undergraduate and graduate classes in finance.
Ali D. Abdulla, East Carolina Univ., Greenville,
Copyright 1995 Reed Business Information, Inc.
Ali D. Abdulla, East Carolina Univ., Greenville,
Copyright 1995 Reed Business Information, Inc.
Kurzbeschreibung
Financial engineering and the use of derivatives is critical for any corporation that needs to manage financial risk. It is vital for business managers to understand the use of derivatives and the risks involved. Written with a clear and concise style, Financial Engineering: Tools and Techniques to Manage Financial Risk carefully explains the tools of financial engineering and defines each instrument in depth. It describes the markets in which they are traded, and explains how each product is priced and hedged. All applications are illustrated with fully-worked practical examples, and recommended tactics and techniques are "tested" by demonstrating the results with recent historical data.
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Kundenrezensionen
Die hilfreichsten Kundenrezensionen
1 von 1 Kunden fanden die folgende Rezension hilfreich
Format:Gebundene Ausgabe
This book is excellent for both academics and practitioners. Because of its low level of mathematics, it can be used at both the undergraduate and graduate levels. The exposition is clear and concise but not formal. The book covers a lot of ground and is written by an expert in the field. Almost each section has plenty of good real world examples. It can be used as an introductory reference to advanced topics such as interest rate option modelling and the Brace-Gatarek-Musiela Approach.
However, the book needs a new edition to include the latest topics in the modelling of interest rates. A visual basic computer disc for practice could improve the book considerably.
At less than $50 the price of the book makes it a bargain.
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3 von 4 Kunden fanden die folgende Rezension hilfreich
Excellent Resource For Practical Financial Risk Management
22. Februar 2002
Format:Gebundene Ausgabe
This book emphasises the relationship between the debt and currency markets. This relationship can be summarized by the international fisher equation, however this book addresses topics that are typically not addressed in more theoretical texts. If you really want to understand how the international currency and debt markets operate on a practical level, including a rather comprehensive coverage of Swaps, Caps, Collars, FRAs, etc., then this book is a must. The mathematics in this book are rather simple and should pose no problem for a beginner or intermediate level student of finance.
Excellent Book and Worth Buying
23. Juli 1999
Format:Gebundene Ausgabe
This book is excellent for both academics and practitioners. Because of its low level of mathematics, it can be used at both the undergraduate and graduate levels. The exposition is clear and concise but not formal. The book covers a lot of ground and is written by an expert in the field. Almost each section has plenty of good real world examples. It can be used as an introductory reference to advanced topics such as interest rate option modelling and the Brace-Gatarek-Musiela Approach.
However, the book needs a new edition to include the latest topics in the modelling of interest rates. A visual basic computer disc for practice could improve the book considerably.
At less than $50 the price of the book makes it a bargain.
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