Financial Engineering - Eales, Brian
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‘Financial Engineering’ provides a wide-ranging and in-depth coverage of the instruments used in the construction of financial products. Beginning with a description of the fundamental instruments used in financial engineering and their valuation, the text proceeds to analyse how those instruments can be combined to create synthetic structures. Later chapters cover more advanced financial products discussing their composition, valuation and risk hedging considerations.
Included with this book is a free diskette containing EXCEL spreadsheets that are used to explore the more advanced topics.…mehr

Produktbeschreibung
‘Financial Engineering’ provides a wide-ranging and in-depth coverage of the instruments used in the construction of financial products. Beginning with a description of the fundamental instruments used in financial engineering and their valuation, the text proceeds to analyse how those instruments can be combined to create synthetic structures. Later chapters cover more advanced financial products discussing their composition, valuation and risk hedging considerations.

Included with this book is a free diskette containing EXCEL spreadsheets that are used to explore the more advanced topics. These allow the reader to experiment with: pricing a variety of exotic options in binomial and Black & Scholes frameworks, value equity and other special swap structures, analysing option hedging positions incorporating bid-ask spreads and volatility smiles and frowns. The operation of the computer software is clearly described and integrated into the main body of the text.

Table of contents:
Introduction
The Building Blocks: Exchange-Based Contracts
Forward Rate Agreements and Interest Rate Swaps
Forward Exchange Rates and Currency Swaps
Equity Swaps
Regular and Exotic Options
Alternative Pricing Approaches
Fixed Income Securities
Convertible Bonds
Applications
Autorenporträt
BRIAN EALES is a Principal Lecturer in Financial Economics in the Department of Economics at London Guildhall University. He has capital markets experience through his work at Commerzbank and extensive City consultancy work. He also has a strong record of practitioner oriented research and has published findings and reviews widely. He is the author of Financial Risk Management.