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Name: Risk Management and Financial Engineering.
Author: Hull, John C. / White, A.
ISBN: 978-0-13-020674-9

Risk Management and Financial Engineering. リスク管理と金融工学

・ISBN 978-0-13-020674-9 cloth

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著者・編者	Hull, John C. / White, A.,
出版社	(Prentice Hall, US)
出版年月	2006
ページ数	520 pp.
言語	ENG
ニュース番号	＜496-435＞

解説

For graduate and advanced undergraduate courses in Financial Engineering, Risk Management, Options, and Derivatives in departments of Business, Economics, and Mathematics.

Firmly rooted in market practice, t his text focuses on over-the-counter markets for derivatives. Bridging the gap between theory and practice, it helps students develop a working knowledge of options and futures markets as well as value at risk, credit risk, volatility smiles, and the creation of nonstandard options.