Financial Engineering is a text with a methodological thread, making it appropriate as a reference text. Risk management and measure and control of volatility is a major theme, but broader financial issues are also covered to provide the reader with a conceptual framework to manipulate and evaluate financial instruments. Errington's text analyses the spectrum of financial engineering including explanations of financial axioms and mathematical techniques with a summary of the instruments and worked examples of how they operate. As well as risk management, arbitrageurs are also catered for, to show how instruments can be valued, deconstructed and repackaged.
- ISBN13 9780333597163
- Publish Date 18 June 1994 (first published 1 January 1994)
- Publish Status Active
- Publish Country GB
- Imprint Palgrave Macmillan
- Format Hardcover
- Pages 303
- Language English