Financial Engineering: The Evolution of a Profession

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John Wiley & Sons, May 16, 2011 - Business & Economics - 528 pages
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FINANCIAL ENGINEERING

The Robert W. Kolb Series in Finance is an unparalleled sourceof information dedicated to the most important issues in modernfinance. Each book focuses on a specific topic in the field offinance and contains contributed chapters from both respectedacademics and experienced financial professionals. As part of theRobert W. Kolb Series in Finance, Financial Engineering aims toprovide a comprehensive understanding of this important disciplineby examining its fundamentals, the newest financial products, anddisseminating cutting-edge research.

A contributed volume of distinguished practitioners andacademics, Financial Engineering details the differentparticipants, developments, and products of variousmarkets--from fixed income, equity, and derivatives to foreignexchange. Also included within these pages are comprehensive casestudies that reveal the various issues associated with financialengineering. Through them, you'll gain instant insights from thestories of Countrywide (mortgages), SocieteGenerale and Barings (derivatives), the AllstateCorporation (fixed income), AIG, and many others. There is also acompanion website with details from the editors' survey offinancial engineering programs around the globe, as well as aglossary of key terms from the book.

Financial engineering is an evolving field in constant revision.Success, innovation, and profitability in such a dynamic arearequire being at the forefront of research as new products andmodels are introduced and implemented. If you want to enhance yourunderstanding of this discipline, take the time to learn from theexperts gathered here.

 

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Contents

The History of Financial Engineering from
Careers in Financial Engineering
CONCLUSION
RISK EVENT
A Profile of Programs and Curricula with
PROGRAMS CONTACTED
The U S Mortgage Market
The Foreign Exchange Market
Independent Valuation for Financially
uantitative Tradin inE uities
OUTLOOK
Case
Derivatives Case Studies SocGen
Fixed Income Case Study Swap Market
ilTiinFinnil
Musings About Hedging

The Commodity Market
Credit Markets
Key Applications of Financial
ABOUT THE AUTHOR
The Equity Market
Financial Engineering
ABOUT THE AUTHOR
Portable Alpha
The NoArbitrage Condition in Financial
Vl Appendices
READER RESOURCES
Copyright

Common terms and phrases

About the author (2011)

Tanya S. Beder is Chairman of SBCC in New York. She has clients around the world and is a featured speaker in the areas of risk management, structured securities, strategy, governance and financial forensics. Beder is on the Board of Directors of American Century Mutual Funds, the National Board of Mathematics and Their Applications and is an Appointed Fellow of the International Center for Finance at Yale University. Previously, she was CEO of Tribeca, a $3 billion multi-strategy hedge fund and Managing Director of Caxton, a $10 billion investment firm. Beder is widely published, including in The Journal of Portfolio Management, Financial Analysts Journal, and Harvard Business Review. Her degrees are from Harvard and Yale Universities.

Cara M. Marshall is a professor of finance and risk management at Queens College of the City University of New York and consults to the financial services community as a training consultant. She has been published in the Global Finance Journal and contributed to Financial Derivatives: Pricing and Risk Management (also published by Wiley).

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