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Risk finance and asset pricing : = v...

Tapiero, Charles S.

Risk finance and asset pricing : = value, measurements, and markets /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Risk finance and asset pricing :/ Charles S. Tapiero.
Reminder of title:	value, measurements, and markets /
Author:	Tapiero, Charles S.
Published:	Hoboken, N.J. ,Wiley & Sons : c2010. :,
Description:	xix, 456 p. :ill. ; : 26 cm.;
Subject:	Financial engineering. -
Online resource:	http://catalogimages.wiley.com/images/db/jimages/9780470549469.jpg
ISBN:	9780470549469 (cloth) :

Risk finance and asset pricing : = value, measurements, and markets /
Tapiero, Charles S.

Risk finance and asset pricing :value, measurements, and markets /Charles S. Tapiero. - Hoboken, N.J. ,Wiley & Sonsc2010. : - xix, 456 p. :ill. ;26 cm. - Wiley finance. - Wiley finance series..

Includes bibliographical references and index.

Risk, finance, corporate management, and society --

"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"--

ISBN: 9780470549469 (cloth) :NT2841

LCCN: 2010015106

Nat. Bib. No.: GBB072714bnbSubjects--Topical Terms:

591542
Financial engineering.

LC Class. No.: HG176.7 / .T37 2010

Dewey Class. No.: 658.15/5

Risk finance and asset pricing : = value, measurements, and markets /
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245 1 0 $a Risk finance and asset pricing : $b value, measurements, and markets / $c Charles S. Tapiero.
260 # $a Hoboken, N.J. , $c c2010. : $b Wiley & Sons
300 $a xix, 456 p. : $b ill. ; $c 26 cm.
490 1 $a Wiley finance
504 $a Includes bibliographical references and index.
505 0 0 $t Risk, finance, corporate management, and society -- $t Applied finance -- $t Risk measurement and volatility -- $t Risk finance modeling and dependence -- $t Risk, value, and financial prices -- $t Applied utility finance -- $t Derivative finance and complete markets -- $t Options applied -- $t Credit scoring and the price of credit risk -- $t Multi-name and structure credit risk portfolios -- $t Engineered implied volatility and impled risk-neutral distributions.
520 # $a "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"-- $c Provided by publisher.
650 # 0 $a Financial engineering. $3 591542
650 # 0 $a Financial risk management. $3 564847
650 # 0 $a Finance $x Mathematical models. $3 557653
650 # 0 $a Investments $x Mathematical models. $3 566107
830 0 $a Wiley finance series. $3 716276
856 4 2 $3 Cover image $u http://catalogimages.wiley.com/images/db/jimages/9780470549469.jpg