Risk finance and asset pricing : value, measurements, and markets
"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 b...
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| Format: | Book |
| Language: | English |
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Hoboken, New Jersey :
Wiley ,
c2010
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| Series: | Wiley finance
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| Subjects: | |
| Online Access: | Cover image |
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