2 options
Risk finance and asset pricing : value, measurements, and markets / Charles S. Tapiero.
- Format:
- Book
- Author/Creator:
- Tapiero, Charles S.
- Series:
- Wiley finance series ; 563.
- Wiley finance ; 563
- Language:
- English
- Subjects (All):
- Financial engineering.
- Financial risk management.
- Finance--Mathematical models.
- Finance.
- Investments--Mathematical models.
- Investments.
- Physical Description:
- 1 online resource (479 p.)
- Edition:
- 1st edition
- Place of Publication:
- New York : Wiley, 2010.
- Language Note:
- English
- System Details:
- text file
- Summary:
- "Charles Tapiero, as the head of the biggest financial engineering program in the world and business consultant, has his finger on the pulse of the shift that is coming in financial engineering applications and study. With an eye toward the future, he has crafted a comprehensive and practical book that emphasizes an intuitive approach to the financial and quantitative foundations of financial and risk engineering and its many applications to asset pricing and risk management. Covering the theory from a practitioner perspective, he then applies it to a variety of real world problems. The book presents important techniques to price, hedge, and manage risks in general - while acknowledging the high degree of uncertainty in the real world"-- Provided by publisher.
- Contents:
- Risk Finance and Asset Pricing: Value, Measurements, and Markets; Contents; Introduction; Chapter 1: Risk, Finance, Corporate Management, and Society; Chapter 2: Applied Finance; Chapter 3: Risk Measurement and Volatility; Chapter 4: Risk Finance Modeling and Dependence; Chapter 5: Risk, Value, and Financial Prices; Chapter 6: Applied Utility Finance; Chapter 7: Derivative Finance and Complete Markets; Chapter 8: Options Applied; Chapter 9: Credit Scoring and the Price of Credit Risk; Chapter 10: Multi-Name and Structured Credit Risk Portfolios
- Chapter 11: Engineered Implied Volatility and Implied Risk-Neutral DistributionsAcknowledgments; About the Author; Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- Description based on metadata supplied by the publisher and other sources.
- ISBN:
- 9786612782916
- 9781282782914
- 1282782916
- 9781118268155
- 1118268156
- 9780470892374
- 0470892374
- 9780470892367
- 0470892366
- OCLC:
- 676688743
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.