MARC Record from Library of Congress

LEADER: 02343cam a2200337 a 4500
001 2010015106
003 DLC
005 20110907151641.0
008 100409s2010 njua b 001 0 eng
010 $a 2010015106
015 $aGBB072714$2bnb
016 7 $a015577979$2Uk
020 $a9780470549469 (hbk.)
035 $a(OCoLC)ocn601088240
040 $aDLC$cDLC$dBTCTA$dUKM$dYDXCP$dC#P$dBWX$dCDX$dCOD$dDLC
050 00 $aHG176.7$b.T37 2010
082 00 $a658.15/5$222
100 1 $aTapiero, Charles S.
245 10 $aRisk finance and asset pricing :$bvalue, measurements, and markets /$cCharles S. Tapiero.
260 $aHoboken, N.J. :$bWiley,$cc2010.
300 $axix, 456 p. :$bill. ;$c26 cm.
490 1 $aWiley finance
504 $aIncludes bibliographical references and index.
520 $a"Charles Tapiero, as the head of the biggest financial engineering program in the world and business consultant, has his finger on the pulse of the shift that is coming in financial engineering applications and study. With an eye toward the future, he has crafted a comprehensive and practical book that emphasizes an intuitive approach to the financial and quantitative foundations of financial and risk engineering and its many applications to asset pricing and risk management. Covering the theory from a practitioner perspective, he then applies it to a variety of real world problems. The book presents important techniques to price, hedge, and manage risks in general - while acknowledging the high degree of uncertainty in the real world"--$cProvided by publisher.
505 00 $tRisk, finance, corporate management, and society --$tApplied finance --$tRisk measurement and volatility --$tRisk finance modeling and dependence --$tRisk, value, and financial prices --$tApplied utility finance --$tDerivative finance and complete markets --$tOptions applied --$tCredit scoring and the price of credit risk --$tMulti-name and structure credit risk portfolios --$tEngineered implied volatility and impled risk-neutral distributions.
650 0 $aFinancial engineering.
650 0 $aFinancial risk management.
650 0 $aFinance$xMathematical models.
650 0 $aInvestments$xMathematical models.
830 0 $aWiley finance series.
856 42 $3Cover image$uhttp://catalogimages.wiley.com/images/db/jimages/9780470549469.jpg