Coverart for item
The Resource Risk finance and asset pricing : value, measurements, and markets, Charles S. Tapiero

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

Label
Risk finance and asset pricing : value, measurements, and markets
Title
Risk finance and asset pricing
Title remainder
value, measurements, and markets
Statement of responsibility
Charles S. Tapiero
Creator
Subject
Language
eng
Summary
"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"--
Member of
Assigning source
Provided by publisher
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Tapiero, Charles S
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Financial engineering
  • Financial risk management
  • Finance
  • Investments
Label
Risk finance and asset pricing : value, measurements, and markets, Charles S. Tapiero
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Risk, finance, corporate management, and society -- Applied finance -- Risk measurement and volatility -- Risk finance modeling and dependence -- Risk, value, and financial prices -- Applied utility finance -- Derivative finance and complete markets -- Options applied -- Credit scoring and the price of credit risk -- Multi-name and structure credit risk portfolios -- Engineered implied volatility and impled risk-neutral distributions
Control code
FIEB16755455
Dimensions
26 cm.
Extent
xix, 456 pages
Isbn
9780470549469
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)601088240
Label
Risk finance and asset pricing : value, measurements, and markets, Charles S. Tapiero
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Risk, finance, corporate management, and society -- Applied finance -- Risk measurement and volatility -- Risk finance modeling and dependence -- Risk, value, and financial prices -- Applied utility finance -- Derivative finance and complete markets -- Options applied -- Credit scoring and the price of credit risk -- Multi-name and structure credit risk portfolios -- Engineered implied volatility and impled risk-neutral distributions
Control code
FIEB16755455
Dimensions
26 cm.
Extent
xix, 456 pages
Isbn
9780470549469
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)601088240

Library Locations

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