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The Financial Times Handbook of Financial Engineering: Using Derivatives to Manage Risk (3rd Edition) (Financial Times Series) By Lawrenc

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Sales Rank: #389986 in Books
Published on: 2013-05-27
Original language: English
Number of items: 1
Dimensions: 9.42" h x 1.50" w x 6.74" l, 2.87 pounds
Binding: Paperback
768 pages

From the Inside Flap
The Handbook of Financial Engineering covers:

The cash markets
Forward rates and FRAs
Financial futures
Swaps (including pricing and valuing)
Options (including basics and pricing, volatility and portfolios)
Interest rate and exotic options
Credit derivatives, CDS pricing and credit indices
Applications for Financial Engineering
Managing currency risk
How to manage interest-rate risk
Managing equity, commodity and credit risk
Structured products

From the Back Cover
Whether you are an experienced hedge fund manager or new to the world of finance, this comprehensive handbook explores all the issues that you really need to know about minimising financial risk and putting the techniques into practice.

The Handbook of Financial Engineering provides a solid and intuitive understanding of the tools used in managing financial risk. It explains the theory behind each instrument and shows you how they are applied, priced and hedged All applications are illustrated with fully-worked examples.

Through its clear and informative style, this fully updated edition of the Financial Times Handbook of Financial Engineering:

Explains what financial engineering is and discusses the nature of risk
Gives you a clear overview of the cash markets
Examines forward exchange rates, FRAs and financial futures
Explores swaps, options and exotics
Tells you how to manage all types of financial risk (including currency, interest-rate, equity, commodity and credit risk)
Adds four new chapters on credit derivatives and structured products
Introduces new topics like LIBOR-OIS discounting, SEFs, central counterparties, collateralisation, finite-difference pricing, the ISDA CDS pricing model, and many others
Provides further insight into exotic options, volatility surfaces, delta hedging, and a wide range of swaps
Discusses the extensive changes brought about by the 2007-2008 credit crisis

About the Author
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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