by Brian A . Eales (Author)
This work is a guide to the creative use of financial products (e.g derivatives, financial models, statistical inference) to maximise the value of a portfolio and reduce the risk associated with this kind of investment. For the more advanced topics there are a series of spreadsheets which allow the user to price a variety of exotic options, in binomial and Black & Scholes frameworks, value equity and other special swap structures, analyze option hedging positions, incorporating bid ask spreads and volatility smiles and frowns. Their operation is clearly described and integrated in the main body of the text.
Format: Paperback
Pages: 304
Publisher: Palgrave Macmillan
Published: 28 Feb 2000
ISBN 10: 0333737857
ISBN 13: 9780333737859
Book Overview: Brian Eales is the author of Financial Risk Management .