The Evolution of a Profession
E-Book, Englisch, 616 Seiten, E-Book
Reihe: Robert W. Kolb Series
ISBN: 978-0-470-88983-1
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
The Robert W. Kolb Series in Finance is an unparalleled sourceof information dedicated to the most important issues in modernfinance. Each book focuses on a specific topic in the field offinance and contains contributed chapters from both respectedacademics and experienced financial professionals. As part of theRobert W. Kolb Series in Finance, Financial Engineering aims toprovide a comprehensive understanding of this important disciplineby examining its fundamentals, the newest financial products, anddisseminating cutting-edge research.
A contributed volume of distinguished practitioners andacademics, Financial Engineering details the differentparticipants, developments, and products of variousmarkets--from fixed income, equity, and derivatives to foreignexchange. Also included within these pages are comprehensive casestudies that reveal the various issues associated with financialengineering. Through them, you'll gain instant insights from thestories of Countrywide (mortgages), SociétéGénérale and Barings (derivatives), the AllstateCorporation (fixed income), AIG, and many others. There is also acompanion website with details from the editors' survey offinancial engineering programs around the globe, as well as aglossary of key terms from the book.
Financial engineering is an evolving field in constant revision.Success, innovation, and profitability in such a dynamic arearequire being at the forefront of research as new products andmodels are introduced and implemented. If you want to enhance yourunderstanding of this discipline, take the time to learn from theexperts gathered here.
Autoren/Hrsg.
Weitere Infos & Material
Introduction (Tanya Beder and Cara Marshall).Part I: Overview.Chapter 1: The History of Financial Engineering from Inception to Today (Tanya Beder).Chapter 2: Careers in Financial Engineering (Spencer Jones).Chapter 3: A Profile of Programs and Curricula with a Financial Engineering Component (John Cornish).Part II: Financial Engineering and the Evolution of Major Markets.Chapter 4: The Fixed Income Market (Peruvemba Satish).Chapter 5: The U.S. Mortgage Market (Bruce McNevin).Chapter 6: The Equity Market (Gary L. Gastineau and John F. Marshall).Chapter 7: The Foreign Exchange Market (Laurent L. Jacque).Chapter 8: The Commodity Market (Helen Lu and Cara M. Marshall).Chapter 9: The Credit Market (Frank Iacono).Part III: Key Applications of Financial Engineering.Chapter 10: Securitized Products (Konstantin Braun).Chapter 11: Structured Products (Timothy A. Day).Chapter 12: Thoughts on Retooling Risk Management (Tanya Beder and Spencer Jones).Chapter 13: Financial Engineering and Macroeconomic Innovation (Cara Marshall and John O'Connell).Chapter 14: Independent Valuation for Financially Engineered Products (Cindy Ma and Andrew MacNamara).Chapter 15: Quantitative Trading in Equities (Kun Gao).Chapter 16: Quantitative Trading in Foreign Currencies (Chris Attfield and Mel Mayne).Part IV: Case Studies in Financial Engineering.Chapter 17: Case Studies Introduction (Penny Cagan).Chapter 18: Mortgage Case Studies: Countrywide and Northern Rock (Algorithmics Software LLC).Chapter 19: Derivatives Case Studies: SocGen, Barings, and Allied Irish/Allfirst (Algorithmics Software LLC).Chapter 20: Fixed Income Case Study, Swap Market: The Allstate Corporation (Algorithmics Software LLC).Chapter 21: Lessons from Funds: LTCM, Florida, and Orange County (Algorithmics Software LLC).Chapter 22: Credit Derivatives Case Studies: AIG and Merrill Lynch (Algorithmics Software LLC).Part V: Special Topics in Financial Engineering.Chapter 23: Performance Fees (Mark P. KritzmanChapter 24: Musings about Hedging (Ira Kawaller).Chapter 25: Operational Risk (Monique Miller).Chapter 26: Legal Risk (Jordana Krohley).Chapter 27: Portable Alpha (Tanya Beder and Giovanni Beliossi).Chapter 28: The No-Arbitrage Condition in Financial Engineering: Its Use and Misuse (Andrew Aziz).Chapter 29: Influencing Financial Innovation: The Management of Systemic Risks and the Role of the Public Sector (Todd Groome, John Kiff, and Paul Mills).Part VI: Appendices.Appendix A: IT Tools for Financial Asset Management and Engineering (Lucas Bernard).Appendix B: About the Companion Website.About the Editors.Index.