عنوان

Risk finance and asset pricing

شابک

9780470549469 (hbk.)

زبان متن نوشتاري يا گفتاري و مانند آن

لاتين

نام نخستين پديدآور

Charles S. Tapiero

عنوان اصلي

Risk finance and asset pricing

محل نشرو پخش و غیره

Hoboken, N.J.

نام ناشر، پخش کننده و غيره

Wiley,

تاریخ نشرو بخش و غیره

c2010

نام خاص و کميت اثر

xix, 456 p.

عنوان فروست

Wiley finance

متن يادداشت

مرجع به حساب نمي آيد

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

"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. 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.

عنوان گونه گون

value, measurements, and markets

عنصر شناسه ای

Financial Engineering

عنصر شناسه ای

Financial risk management

عنصر شناسه ای

Finance, Mathematical models

عنصر شناسه ای

Investments, Mathematical models

شماره رده

عنصر شناسه اي

مولف

کد نقش

Tapiero, Charles S.

عنصر شناسه اي

Tapiero, Charles S.