Financial Engineering Principles: A Unified Theory for Financial Product Analysis and Valuation
Buy Rights Online Buy Rights

Rights Contact Login For More Details

More About This Title Financial Engineering Principles: A Unified Theory for Financial Product Analysis and Valuation

English

PERRY H. BEAUMONT, PhD, has served in senior finance roles for nearly twenty years, including Global Head of Strategy and Marketing and member of the Fixed Income Management Committee at AXA Investment Managers in Paris, France. Beaumont was also a managing director at Salomon Smith Barney in New York where he was chair of the Interest Rate Strategy Committee, member of the Fixed Income Management Committee, and member of the firm’s Asset Allocation Committee. Among his distinctions, Beaumont has been named a "derivatives superstar" by Global Finance magazine, and his professional contributions have been heralded by such distinguished entities as the Bank of England, the Chicago Board of Trade, and Institutional Investor publications. He holds a doctorate in economics from the University of Illinois at Urbana-Champaign, and is author of Fixed-Income Synthetic Assets: Packaging, Pricing, and Trading Strategies for Financial Professionals, also published by Wiley.

English

Foreword.

Preface.

Introduction.

PART ONE: PRODUCTS, CASH FLOWS, AND CREDITS.

Chapter 1. Products.

Chapter 2. Cashflows.

Chapter 3. Credit.

PART TWO: FINANCIAL ENGINEERING, RISK MANAGEMENT, AND MARKET ENVIRONMENT.

Chapter 4. Financial Engineering.

Chapter 5. Risk Management.

Chapter 6. Market Environment.

Index.

loading