Financial engineering: the evolution of a profession

INDICE: Introduction (Tanya Beder and Cara Marshall). Part I: Overview. Chapter 1: The History of Financial Engineering from Inception to Today (Tanya Beder). Chapter 2: Careers in Financial Engineering (Spencer Jones). Chapter 3: A Profile of Programs and Curricula with a Financial Engineering Component (John Cornish). Part II: Financial Engineering and the Evolution of Major Markets. Chapter 4: The Fixed Income Market (Peruvemba Satish). Chapter 5: The U.S. Mortgage Market (Bruce McNevin). Chapter 6: The Equity Market (Gary L. Gastineau and John F. Marshall). Chapter 7: The Foreign Exchange Market (Laurent L. Jacque). Chapter 8: The Commodity Market (Helen Lu and Cara M. Marshall). Chapter 9: The Credit Market (Frank Iacono). Part III: Key Applications of FinancialEngineering. Chapter 10: Securitized Products (Konstantin Braun). Chapter 11:Structured Products (Timothy A. Day). Chapter 12: Thoughts on Retooling Risk Management (Tanya Beder and Spencer Jones). Chapter 13: Financial Engineering and Macroeconomic Innovation (Cara Marshall and John OConnell). Chapter 14: Independent Valuation for Financially Engineered Products (Cindy Ma and Andrew MacNamara). Chapter 15: Quantitative Trading in Equities (Kun Gao). Chapter 16:Quantitative Trading in Foreign Currencies (Chris Attfield and Mel Mayne). Part IV: Case Studies in Financial Engineering. Chapter 17: Case Studies Introduction (Penny Cagan). Chapter 18: Mortgage Case Studies: Countrywide and Northern Rock (Algorithmics Software LLC). Chapter 19: Derivatives Case Studies: SocGen, Barings, and Allied Irish/Allfirst (Algorithmics Software LLC). Chapter 20: Fixed Income Case Study, Swap Market: The Allstate Corporation (Algorithmics Software LLC). Chapter 21: Lessons from Funds: LTCM, Florida, and Orange County (Algorithmics Software LLC). Chapter 22: Credit Derivatives Case Studies: AIG and Merrill Lynch (Algorithmics Software LLC). Part V: Special Topics in Financial Engineering. Chapter 23: Performance Fees (Mark P. Kritzman Chapter 24: Musings about Hedging (Ira Kawaller). Chapter 25: Operational Risk (MoniqueMiller). Chapter 26: Legal Risk (Jordana Krohley). Chapter 27: Portable Alpha(Tanya Beder and Giovanni Beliossi). Chapter 28: The No-Arbitrage Condition in Financial Engineering: Its Use and Misuse (Andrew Aziz). Chapter 29: Influencing Financial Innovation: The Management of Systemic Risks and the Role of the Public Sector (Todd Groome, John Kiff, and Paul Mills). Part VI: Appendices.Appendix A: IT Tools for Financial Asset Management and Engineering (Lucas Bernard). Appendix B: What's on the Companion Website. About the Editors. Index.

• ISBN: 978-0-470-45581-4
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 600
• Fecha Publicación: 18/05/2011
• Nº Volúmenes: 1
• Idioma: Inglés