Comprendre l'ingénierie financière : Devenez le prochain quant, Livre de poche par Mcg... collection

Product Name: Comprendre l'ingénierie financière : Devenez le prochain quant, Livre de poche par Mcg... collection
ISBN：9781495318788
Understanding Financial Engineering : Become the Next Quant, Paperback by Mcgregor, Conrad, ISBN 1495318788, ISBN-13 9781495318788, Like New Used collection, Free shipping in the US

Understanding Financial Engineering is a hands-on introduction to all of the main financial Derivatives and their practical applications. Th bridges the gap between mathematical theory and practice with a focus on educating investors on how to use, value, and monitor derivative positions. The tutorials cover calculating present value of cashflows, futures, swaps, options, credit-default swaps, exotic options, CDOs, Binomial tree valuations, and Monte Carlo Simulations. All examples are available in a dynamic spreadsheet with macros and custom formulasContent:IntroductionChapter 1 – What are Derivatives?Section 1: Financial Calculation BasicsChapter 2– Time Value of MoneyChapter 3 – The Yield CurveSection 2: Basic Derivative InstrumentsChapter 4 – Futures and ForwardsChapter 5 – SwapsChapter 6 – OptionsChapter 7 – Credit Default SwapsSection 3: Exotic Derivative InstrumentsChapter 8 – Binomial LatticesChapter 9 – Monte Carlo SimulationsChapter 10 – Exotics, CDO's and RainbowsSection 4: Lessons Learned the Hard WayChapter 11 – Derivative DisastersConclusion.