Overview
- The first real textbook on Financial Engineering
Includes a diskette in the book that contains an EXCEL spreadsheet (the industry standard). Their operation is clearly described and integrated into the main body of the text. The reader is able to run examples that include: the pricing of a variety of exotic options in binomial and Black Scholes frameworks, value equity and other special swap structures etc.
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Table of contents (10 chapters)
Keywords
About this book
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.
About the author
Bibliographic Information
Book Title: Financial Engineering
Authors: Brian A. Eales
DOI: https://doi.org/10.1007/978-1-349-27856-5
Publisher: Red Globe Press London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2000
Edition Number: 1
Number of Pages: X, 292
Additional Information: Previously published under the imprint Palgrave
Topics: Accounting/Auditing, Finance, general, Investments and Securities