rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Risk finance and asset pricing
    sub title: value, measurements, and markets
  name:
    name part: Tapiero, Charles S.
    role:
      role term: creator
    role:
      role term: author
  type of resource: text
  origin info:
    place:
      place term: nju
    place:
      place term: Hoboken, New Jersey
    publisher: Wiley
    date issued: c2010
    date issued: 2010
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: xix, 456 p. : ill. ; 26 cm.
  abstract: "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"
  table of contents: 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
  note: Charles S. Tapiero
  note: Includes bibliographical references and index
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Financial engineering
  subject:
    topic: Financial risk management
  subject:
    topic: Investments
    topic: Mathematical models
  classification: HG176.7 .T37 2010
  identifier: 0470549467 (hardback : alk. paper)
  identifier: 9780470549469 (hardback : alk. paper)
  record info:
    record creation date: 110620
    record change date: 20110921093000.0
    record identifier: 0000074297