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110620s2010 nju eng |
| 020 |
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|a 0470549467 (hardback : alk. paper)
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| 020 |
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|a 9780470549469 (hardback : alk. paper)
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| 050 |
0 |
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|a HG176.7
|b .T37 2010
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| 090 |
0 |
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|a HG176.7
|b .T37 2010
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| 100 |
1 |
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|a Tapiero, Charles S. ,
|e author
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| 245 |
1 |
0 |
|a Risk finance and asset pricing :
|b value, measurements, and markets
|c Charles S. Tapiero
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| 260 |
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|a Hoboken, New Jersey :
|b Wiley ,
|c c2010
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| 300 |
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|a xix, 456 p. :
|b ill. ;
|c 26 cm.
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| 490 |
1 |
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|a Wiley finance
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| 504 |
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|a Includes bibliographical references and index
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| 505 |
0 |
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|a 1. Risk, finance, corporate management, society -- 2. Applied finance -- 3. Risk measurement and volatility -- 4. Risk finance modeling and dependence -- 5. Risk, value, and financial prices -- 6. Applied utility finance -- 7. Derivatives finance and complete markets -- 8. Options applied -- 9. Credit scoring and the price of credit risk -- 10. Multi-name and structured credit risk portfolios -- 11. Engineered implied volatility and implied risk-neutral distributions
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| 520 |
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|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"
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| 650 |
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|a Finance
|x Mathematical models
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| 650 |
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0 |
|a Financial engineering
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| 650 |
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0 |
|a Financial risk management
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| 650 |
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0 |
|a Investments
|x Mathematical models
|
| 856 |
4 |
2 |
|3 Cover image
|u http://catalogimages.wiley.com/images/db/jimages/9780470549469.jpg
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| 999 |
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|a 1000140644
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|
