Risk finance and asset pricing : value, measurements, and markets /

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"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 b...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tapiero, Charles S.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2010.
Temas:
Financial engineering.
Financial risk management.
Finance > Mathematical models.
Investments > Mathematical models.
Ingénierie financière.
Finances > Gestion du risque.
Finances > Modèles mathématiques.
Investissements > Modèles mathématiques.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Finance > Mathematical models
Financial engineering
Financial risk management
Investments > Mathematical models
Acceso en línea:Texto completo
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Tabla de Contenidos:
  • Risk, finance, corporate management, and society
  • Applied finance
  • Risk measurement and volatility
  • Risk finance modeling and dependence
  • Risk, value, and financial prices
  • Applied utility finance
  • Derivative finance and complete markets
  • Options applied
  • Credit scoring and the price of credit risk
  • Multi-name and structure credit risk portfolios
  • Engineered implied volatility and impled risk-neutral distributions.

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