The Third Edition presents three new chapters on financial engineering in commodity markets, financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles and how to incorporate counterparty risk into derivatives pricing, among other topics.
Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act
The solutions manual enhances the text by presenting additional cases and solutions to exercises
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Series: Academic Press Advanced Finance
Hardcover: 896 pages
Publisher: Academic Press; 3 edition (December 17, 2014)
Language: English
ISBN-10: 0123869684
ISBN-13: 978-0123869685
Product Dimensions: 7.5 x 1.9 x 9.2 inches
Shipping Weight: 3.7 pounds
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