Financial Engineering: A handbook for managing the risk-reward relationship

Errington, Charles

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.

Details

Published by: Palgrave Macmillan

Publication Date: 1994-01-01

Format: Paperback

ISBN-13: 9781349132706

DOI: 10.1007/978-1-349-13268-3

Dimensions: 216cm x140cm

Pages: 303