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Risk finance and asset pricing.pdf
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Risk Finance and Asset Pricing: Value, Measurements, and Markets
Charles S. Tapiero

[Description]
A comprehensive guide to financial engineering that stresses real-world applications
Financial engineering expert Charles S. Tapiero has his finger on the pulse of shifts coming to financial engineering and its applications. With an eye toward the future, he has crafted a comprehensive and accessible book for practitioners and students of Financial Engineering that emphasizes an intuitive approach to financial and quantitative foundations in financial and risk engineering. The book covers the theory from a practitioner perspective and applies it to a variety of real-world problems.

• Examines the cornerstone of the explosive growth in markets worldwide
• Presents important financial engineering techniques to price, hedge, and manage risks in general
• Author heads the largest financial engineering program in the world
  Author Charles Tapiero wrote the seminal work Risk and Financial Management.
  
  

[Table of Contents]

Introduction xv

CHAPTER 1 Risk, Finance, Corporate Management, and Society 1

CHAPTER 2 Applied Finance 35

CHAPTER 3 Risk Measurement and Volatility 63

CHAPTER 4 Risk Finance Modeling and Dependence 109

CHAPTER 5 Risk, Value, and Financial Prices 141

CHAPTER 6 Applied Utility Finance 177

CHAPTER 7 Derivative Finance and Complete Markets 205

CHAPTER 8 Options Applied 259

CHAPTER 9 Credit Scoring and the Price of Credit Risk 291

CHAPTER 10 Multi-Name and Structured Credit Risk Portfolios 353

CHAPTER 11 Engineered Implied Volatility and Implied Risk-Neutral Distributions 407

Acknowledgments 439

About the Author 441

Index 443